Relative Strength Index – Disney Stock (DIS) – Long and Short – 12/31/2019

Relative Strength Index – Disney Stock (DIS) – Long and Short – 12/31/2019

$4.99

This is a long and short strategy on Disney stock using RSI that resulted in a 103.6% total return over 5 years. Beating the Stock itself (buy and hold) and the S&P 500 (VOO ETF ).

  • Dates: 01/12/2015 to 12/31/2019
  • Initial Portfolio Value: $ 100,000 – End Portfolio Value: $ 203,571
  • Sharpe Ratio: 0.89 (risk free rate: 1.92% – 10 year treasury yield)
  • Average Return (Strategy): 16.4%
  • Standard Deviation (Strategy): 16.3%
  • Strategy Total Return (no dividends): 103.6%
  • Buy and Hold Total Return (no dividends): 63.3%
  • VOO (S&P 500 ETF) Total Return: 58.8%

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

Thank you for your interest!