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Fear and Greed

Last Login: 11/27/2018


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-100.0%
since 9/19/2017

-100.0%
Ø-Perf. per year

-100.0%
Performance (1yr)

-
Volatility (1yr)

-0.9
Return/Risk



Portfolio chart

Details

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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.

Master data

Symbol

WF0FAG2017

Date created

09/19/2017

Index level

-

High watermark

-3.5

Investment Universe

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To see the current portfolio of this wikifolio, the wikifolio chart, all key figures and previous trades, register now - completely free of charge.

For the composition of the virtual portfolio click here.