LRN Trading Strategy (Weekly)

K12 Inc (LRN)

LRN.W Equity Corr

LRN.W Table Corr

LRN.W Surface Corr

LRN.W Scan Corr

LRN.W Life Corr

Update 12/27/2015

The above plots have been corrected for an error in the short side calculations. Below are updated equity curves and tables up until Dec 2015. The algorithm lost 13.6% over this time. The underlying stock dropped by 37.2%.

LRN.W Equity Update Dec15

LRN.W Table Update Dec15

LRN Table Update2 Dec15

LRN.W Equity Update2 Dec15


Update 10/19/2016

Since first publication in Feb 2015, this strategy has outperformed both buy-hold and short-hold. Here are the performance table and equity curve for the period since publication:

LRN Trading Strategy Update

LRN Trading Strategy Update

 

LRN Trading Strategy, Update 10/19/2016

LRN Trading Strategy Equity Since Inception

LRN Trading Strategy Equity Since Inception

lrn-w-update-20161019-table-since-inception

Posted in Weekly.

2 Comments

  1. Update 5/26/2015:
    Since 1/26/2015 the strategy has increased by 64% (341% annualized). The underlying stock LRN has increased 20.42% (74.6% annualized). There were 5 signals, 3 trades of which 2 were successful. Drawdown over the period was 5.8% vs. 19.4% for buy/hold.

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