Performance of the strategy for past week

Our first strategy has been live for a week. It performed pretty well. Here is the break down of the performance of the stocks:

EL: from 61.66 to 63.51, P&L is 3% .

CREE: from 68.8 to 70.95, P&L is 3.13% .

PRGO: from 50.73 to 50.68, P&L is -0.1% .

F: from 13 to 13.34, P&L is 2.62% .

HUN: from 13.67 to 13.5, P&L is -1.24% .

NYB: from 15.6 to 16.33, P&L is 4.68% .

PNRA: from 78.04 to 79.15, P&L is 1.42% .

TRA: from 45.44 to 46.33, P&L is 1.96% .

The total profit was 2.51% for the whole portfolio. During the same period, SP500 index changed from 1138.7 to 1149.99, which profited 0.99%; DOW changed from 10566.2 to 10624.69, which profited .055%.

To make our comparison more relevant, let us see the performance of Russell 1000 index, which is the universe of our stock screening. For Russell 1000 index, it changed from 626.78 to 633.55, which profited 1.08%.

We need to be patient to see further results. If it keeps performing this way, we will be very happy.