Last update: 2020-10-15

Systematic investment results on RETURN ENERGY INC

Here is the result of two systematic investment strategies applied to RETURN ENERGY INC. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on RETURN ENERGY INC

The following chart shows the equity curve of the two systematic investment strategies applied to RETURN ENERGY INC:

The systematic investment strategy that buys the first day of the month would give a performance of 7486.38% on the backtest period.

Momentum strategy results on RETURN ENERGY INC

This is the result of two momentum investment strategies applied to RETURN ENERGY INC. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on RETURN ENERGY INC

The following chart shows all the entries opened by the momentum investment system on RETURN ENERGY INC:

• The first momentum investment strategy would give 6968.08% of return on RETURN ENERGY INC. That represents 435475.82C$ of latent gain with 6249.58C$ of employed capital.
• The second momentum investment strategy would give 6831.69% of return on RETURN ENERGY INC. That represents 324498.9C$ of latent gain with 4749.91C$ of employed capital.

Momentum equity curve on RETURN ENERGY INC

The following chart shows the equity curve of the two momentum strategies applied to RETURN ENERGY INC:

Note: the dividends potentially given by RETURN ENERGY INC are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.

Employed capital on RETURN ENERGY INC

The following chart shows the employed capital evolution of the two momentum strategies on RETURN ENERGY INC since the beginning:

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250C$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000C$.

Buy the dip strategy result on RETURN ENERGY INC

Buy the dip entry openings on RETURN ENERGY INC

The performance achieved by the robo-advisor on RETURN ENERGY INC is 11.57%. That represents 28.84$ of latent gain with 249.26C$ of employed capital. The following chart shows RETURN ENERGY INC stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of RETURN ENERGY INC, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Investment strategies comparison on RETURN ENERGY INC

In this section, I will compare the three previous investment strategies applied to RETURN ENERGY INC.

Equity curve comparison on RETURN ENERGY INC

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

Employed capital comparison on RETURN ENERGY INC

Performance comparison on RETURN ENERGY INC

Strategy	Latent Profit	Growth	Employed capital	CAGR
Automatic investment	7486.38%	149833.09C$	2001.41C$	1791.0%
Momentum 1 quarter	6968.08%	435475.82C$	6249.58C$	1768.55%
Momentum 2 quarters	6831.69%	324498.9C$	4749.91C$	1846.4%
Non-directional	11.57%	28.84C$	249.26C$	5.31%