Power Gauge Stock Rating Performance
Model Performance through Q4 of 2017
What is the Chaikin Power Gauge stock rating?
A reliable indication of a stock’s potential, with a history of success
- Very Bullish-to-Very Bearish rating for U.S. equities
- Indicates likely 1-to-6 month relative performance
- 20-factor model looks at: Financials, Earnings, Technicals, Expert Activity
- 12 years backtesting, 5 years real-world performance
The Power Gauge Stock Rating Uses a 20-Factor Model
Power Gauge Stock Ratings: Life To Date
Model Performance 1/2/99 – 12/31/18 (all returns annualized)
Includes Test Period & Real World results
Power Gauge Stock Ratings: Real World Performance
Model Performance 1/2/11 – 12/31/18 (all returns annualized)
Russell 3000 stock universe (minus MLPs & non-US domiciled stocks). Annualized return by rating group vs benchmark, 4-week rebalancing.
Results are equal-weighted. Russell 3000 ETF is cap-weighted. Both include dividends.
- Dividends are included in results & benchmark; transaction costs are not included.
- Results are equal-weighted; Benchmark index ETF is cap-weighted.
- Results show 1-month rebalancing; past testing has shown similar returns with 3 and 6-month rebalancing.
- Chaikin Technical Overlay not shown in test results; past testing has shown similar returns, with lower drawdown.
- Model results are based on a universe which closely tracks the Russell 3000.
- Chaikin assigns a Rating to all US-traded non-OTCBB/Pink Sheet stocks.
- The Chaikin Power Gauge stock rating is not a portfolio construction strategy.