Bollinger Bands and Mean Reversion – American Airlines (AAL) – Long and Short – 12/31/2019

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Bollinger Bands and Mean Reversion – American Airlines (AAL) – Long and Short – 12/31/2019

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Description

This is a long and short strategy on American Airlines stock using Bollinger Bands and Mean Reversion that resulted in a 219.54% total return over 5 years. Beating the Stock itself (buy and hold) and the S&P 500 index.

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  • Dates: 02/18/2015 to 12/31/2019
  • Initial Portfolio Value: $ 100,000 – End Portfolio Value: $ 319,539
  • Sharpe Ratio: 2.24 (risk free rate: 1.92% – 10 year treasury yield)
  • Average Return (Strategy): 26.64%
  • Standard Deviation (Strategy): 11.02%
  • Strategy Total Return (no dividends): 219.54%
  • Buy and Hold Total Return (no dividends): -39.76%
  • S&P 500 Total Return: 53.08%

To see detailed strategy implementation, variable values and graphical representation buy the full report.

Note: Please be sure to familiarize yourself with the indicator and the mechanics behind it. We do not provide the formulas to calculate the indicator as it is public knowledge. The report only provides the variables needed to set up the strategy. Make sure to do proper due diligence before purchasing this report.

Thank you for your interest!