Ford (F) Monthly Trading Strategy

Update May 12 2021

Thought I'd look at how this algorithm has done since publication in 2016. Annualized return was 12.4% compared with buy-hold annualized return of 3.9%.

You would probably have re-parameterized or seeked for a new algorithm over that timeframe, but its nice to know the original did OK.

Update 8/13/2017

This algorithm continues to perform well, outperforming buy-hold by 30.4% annualized over the last 10 months:

Ford Motor Company MAYC MALO algorithm update

Ford monthly MAYC MALO update Aug 2017

Notice this had a very low drawdown (1.2%).

This strategy has given about 1000x better return than buy-hold over the last 41.6 years.