กลยุทธ์การลงทุนประเภท Trend Following สายบู๊ จับจังหวะเข้าซื้อหุ้นที่อยู่ในแนวโน้มขาขึ้นที่แข็งแกร่งในหลายรูปแบบได้อย่างฉับไว และจะขายทำกำไรหุ้นที่เริ่มเปลี่ยนแนวโน้มอย่างมีนัยสำคัญ ผสานด้วยเทคนิค Scaling In/Scaling Out เพื่อให้สามารถทำการซื้อขายได้ในระดับราคาที่เหมาะสม เหมาะสำหรับผู้ที่ต้องการผลตอบแทนที่สูงและสามารถรับความเสี่ยงได้
| Universe | SET, mai |
| Concept | Trend following |
| Buy Signal | Uptrend stocks |
| Sell Signal | Downtrend stocks |
| Liquidity Screener | Sufficient trading value |
| Risk Management | 5% port for each signal |
| Protection | Stop loss |
Stock on Fire Performance (Jan 2014 – Dec 2017)
Stock on Fire Performance (Jan 2014 – Dec 2017)
| Since Inception | SET100 | |
| CAGR | 30.78% | 7.94% |
| Standard Deviation | 17.83% | 12.03% |
| MaxDD | 19.22% | 24.20% |
| CAGR/MaxDD | 1.6018 | 0.3282 |
| Sharpe Ratio | 1.6426 | 0.5357 |
| %Win | 42.42% | - |
| Average Gain | 24.36% | - |
| Average Loss | 8.33% | - |
| Average Holding Period | 28 Days | - |
Stock on Fire Performance (Jan 2014 – Dec 2017)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
| 2014 | |||||||||||||
| Stock on Fire | -0.21% | 0.70% | -0.21% | 1.88% | -1.30% | 14.65% | 3.91% | 11.63% | 19.37% | 36.87% | -7.82% | -4.41% | 93.04% |
| SET | -1.35% | 4.01% | 3.84% | 2.81% | 0.06% | 4.95% | 1.12% | 3.94% | 1.54% | -0.10% | 0.62% | -6.04% | 15.94% |
| 2015 | |||||||||||||
| Stock on Fire | 17.21% | 8.27% | -13.80% | 2.95% | -2.95% | 6.55% | -1.08% | -4.10% | 0.31% | 4.77% | -2.59% | -2.44% | 10.35% |
| SET | 5.58% | 0.36% | -5.11% | 1.38% | -2.01% | 0.57% | -4.28% | -4.01% | -2.42% | 3.41% | -2.53% | -5.27% | -14.00% |
| 2016 | |||||||||||||
| Stock on Fire | 0.19% | -3.62% | 2.34% | -1.61% | 5.01% | 3.63% | 9.43% | 1.62% | -11.16% | -0.47% | 5.45% | 4.65% | 14.80% |
| SET | 1.01% | 2.41% | 5.65% | -0.22% | 1.40% | 1.45% | 5.47% | 1.60% | -4.21% | 0.84% | 0.97% | 2.17% | 19.79% |
| 2017 | |||||||||||||
| Stock on Fire | 1.88% | 0.03% | 2.66% | -1.65% | 0.31% | -0.11% | -1.61% | 3.50% | 12.16% | 3.49% | -0.29% | -1.55% | 19.63% |
| SET | 2.23% | -1.13% | 1.00% | -0.56% | -0.30% | 0.84% | 0.09% | 2.54% | 3.53% | 2.88% | -1.39% | 3.32% | 13.66% |
Stock on Fire Performance (Jan 2014 – Dec 2017)
Disclaimer : The information contained in the reports within this document is intended for informational purposes only. While the information and statistics within this document are believed to be complete and accurate, we cannot guarantee their completeness or accuracy. As past performance does not guarantee future results, these results may have no bearing on, and may not be indicative of, any individual returns realized through participation in this or any other investment.
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