Slugger's Performance And Back Test

Please review the performance of the Slugger Swing Trading Strategy.  

Slugger issues swing trades for high growth US stocks that are, most likely, about to move statistically higher over the course of a few weeks.

Slugger uses closing prices only and does not over trade.

Keep it relaxed!

Slugger Compounded Gains Since 2015

Slugger Swing Trading System Performance Graph

Slugger Swing Trading System Performance Graph 2015 - May 2022

Slugger Statistics Since 2015

All values include commissions and slippage

  • Average CAGR: 49%
  • Sharpe Ratio: 1.63
  • MAR Ratio: 1.55
  • Winning Years: 100% 
  • Average Draw Down: -4.22% 
  • Average Draw Down Duration: 13 days
  • Max Draw Down: -32% 

Slugger Back Tested To 1990

Slugger Swing Trading System Performance Graph 1990 - May 2022

Slugger Swing Trading System Performance Graph 1990 - May 2022

Annual Gains Back Tested To 1990

Year EndSluggerS&P 500
May 2022-10.9%-18.14%
12/31/202156.57%26.89%
12/31/202084.23%16.26%
12/31/201951.15%28.88%
12/31/201859.82%-6.24%
12/29/201751.20%19.42%
12/30/201614.25%9.54%
12/31/201540.21%-0.51%
12/31/201419.13%11.39%
12/31/201361.64%29.60%
12/31/201244.80%13.41%
12/30/201131.64%0.00%
12/31/201050.76%12.78%
12/31/200983.42%23.45%
12/31/2008-7.00%-38.49%
12/31/2007-6.44%3.53%
12/29/200626.79%13.62%
12/30/200543.00%3.00%
12/31/20049.70%8.99%
12/31/2003155.60%26.38%
12/31/20027.53%-23.37%
12/31/20010.29%-13.04%
12/29/20007.81%-10.14%
12/31/1999113.38%19.53%
12/31/199877.51%26.67%
12/31/19974.98%31.01%
12/31/199623.24%20.26%
12/29/1995111.79%34.11%
12/30/1994-12.64%-1.54%
12/31/199324.53%7.06%
12/31/199221.45%4.46%
12/31/199160.21%26.31%
12/31/199018.14%-7.16%

Questions? 

 kurt@relaxedtrader.com