Fear and Greed

Performance

  • -100.0 %
    since 2017-09-19
  • -100.0 %
    1 Year
  • -100.0 %
    Ø-Performance per year
All fees have already been deducted

Risk

  • -100.0 %
    Maximum loss (to date)
  • 0.00×
    Risk factor
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Trading Idea

The trading strategy is based on the concept of fear and greed around earnings announcements.

A long position is taken in stocks that experience negative abnormal returns in the 5 days prior an earnings announcement. The position is opened on the day of the earnings announcement and held until the next day. All securities with share prices over $2 that trade on the NYSE, AMEX, NASDAX or Xetra are considered.

The aim is to maximise abnormal returns.
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Master data

Symbol
WF0FAG2017
Date created
2017-09-19
Index level
High watermark
-3.6

Rules

wikifolio labels

Investment Universe

Trader

Registered since 2017-09-19