January Results - end of week - end of month

So far, so good. I did have a few technical problems this last week that need some attention - there goes the weekend. The last week of the month was a real drag on an otherwise stellar performance, but still a good month considering that the entire portfolio can be traded with less than $15,000.

Assuming a starting account of 15K, the $9948 profit in January represents a monthly gain of 61%.

Here are the stats:

The Portfolio started on January 6, 2015 with 2 charts, then added a 3rd on January 9, added a 4th on January 28, and a 5th on January 30th
The Portfolio generated a loss of -$4921.75 this week
The Portfolio has generated $9948 in 19 trading days, which is an average $523 per trading day
In 19 trading days, there have been 6 losing days, the largest being -$2512.50
In 19 trading days, there have been 13 winning days, the largest being $3557.50
There have been no days where all charts were losers
There have been 9 days where all charts were winners (or didn't trade)

The Early S&P 5 minute chart started the month doing well, but ultimately cost me on the last week with 3 stop losses (-$4500). It would have been wise for me to turn it off - lesson learned.

Also noteworthy is that I started the system live on January 6th. Had I had the system running on the first two available trading days (January 2nd and 5th), it would have been a winner on both days according to the back-test, adding a couple thousand more to the winnings for the month.

All of this trading has happened while I have been at work or sleeping - no hands.

The spreadsheet is getting a bit wide... I have several new charts that may get added in February.

Gonna do it all again in February - 

Have a nice weekend!

01-30-2015 Results

Well - January trading is over. It started well but finished kinda ugly. The month was profitable - I'll post the weekly/monthly totals later tonight - but the last week really put a dent in an otherwise great run.
I had written of my concern about the early S&P system and how the risk of a losing streak with that big stop loss was probably more that I should be taking... and I was right. I should have switched to the 3 minute chart which has been doing better (and has a smaller stop loss number). I had another small technical issue on the Russell 2k that cost me money today - I'll describe it below. The Dow chart did not trade today.

Today's Action:

 The early S&P system burned me with that big stop loss. As I feared, a few of these in a row really did me in this week. The chart just below is a 3 minute version that I ran today as well. I will be turning off the 5 minute chart.

 The 3 minute early S&P did much better and offset some of the loss from the 5 minute chart. I will think about running this every day from now on.

 The Russell chart had a rejected order this morning to go short... instead it went long... I'm still investigating why. Had it gone short it was a $2500 winner today.

The bonds chart was volatile today - stopped out for a small loss.

01-29-2015 Results

Better - no technical problems and made a little money. The market got into a much better mood by the end of the day today - I hope it lasts. Note that the new Dow chart did not trade today.
This week looks to be a losing week - unless tomorrow is outstanding - but overall, the month of January has been good to me. As I add charts and trade more systems together, it should smooth out the ups and downs a little better.

Today's Action:

 Back to winning is good - a nice way to wake up

 The Russell Chart whipsawed me once again - it was up about 1500 before ending with only a hundred bucks - but the trailing stop did its job.

The bond chart was the big winner today - It also was up over 1500 at one point - but again the trailing stop did its job.

01-28-2015 Results

Today was shaping up to be much better - BUT - it was also a Fed Day (Fed Announcement). When the Fed announcement happened, it caused a shake up that messed up my trades - that's how it goes. I had a little technical issue with the Russell chart. I think that when I was messing around last night doing some testing, I must have turned the automation on and off which re-started the counter used to set up the orders for the trade.... so the chart went long and it should have gone short... a $1500 lesson well learned. Murphy's Law is alive and well. I actually knew this could happen and I didn't catch that I did that until it was too late.

I made a few changes last night  - The Bonds chart is now trading 2 contracts (was 1)... and the Russell chart is now trading 3 contracts (was 2). I also added one more chart to the mix. The new chart is a Dow futures 5 minute running a different strategy than the other charts - the idea is more diversification. Obviously, I'm betting that this little ugly week will end and the money will start flowing in again.... we will see.

Today's Action:

 The early S&P system went almost straight down - just ugly. The red bars at the bottom right of the chart are telling me to stop trading this chart. Not sure if I will stop or not. I have another S&P chart on my screen that sits right next to this one and it made over 800 today, so I may switch to that one.

 This is my mistake - the correct chart actually would have made 2600 - That won't happen again. Lesson's are expensive in this business.

 The Bond chart was on a roll today - the Fed Announcement volatility hit my stop. Still a good trade, but it could have been great - see how it took off right after I was stopped out... that's a couple thousand bucks right there

The new kid on the block. This chart was also set up to win - but the Fed announcement messed it up as well. As soon as I was stopped out, it continued moving down. This chart trades more during the middle of the day so that gives me some exposure to that as well.

01-27-2015 Results

Another tough day - the first couple of weeks had me pretty spoiled... but this is exactly how system trading works. I still expect the market to get back in gear and pick a direction. As soon as we start trending (direction doesn't matter) then all will be good again.

Today's Action:

 Got a stop loss on the early S&P system this morning

 Again, the Russell chart missed the big move of the day - thanks to the volatility triggering the trailing stop

Got a stop loss in the bonds - Yuk!

01-26-2015 Results

The market is in a weird phase - all systems are functioning normally, but out of sync with the market. It generally does not stay this way for very long - generally - but who knows. This is one of the paradoxes of system trading... you don't know its broken until AFTER it breaks. No reason to panic yet.

Today's action:

 The early ES system was flat - the market moved later in the morning....

 Same issue with the Russell chart - there was a draw down before the market moved up - and it was just enough to stop out the chart

The bonds chart made a little - but it too was in trouble most of the day

01-23-2015 - Weekly and Total Portfolio results

So far, so good. Everything has been rock solid - no computer/server/internet issues - no software problems - no automation problems. One more week left in January - then I'll publish results for the month.

Here are the stats:

The Portfolio started on January 6, 2015 with 2 charts, then added a 3rd on January 9
The Portfolio generated $6142 this week
The Portfolio has generated $14869 in 14 trading days, which is an average $1062 per trading day
In 14 trading days, there have only been 2 losing days, the largest being -$1385
In 14 trading days, there have been 12 winning days, the largest being $3557.50
There have been no days where all 3 charts were losers
There have been 9 days where all 3 charts were winners (or didn't trade)

All of this trading has happened while I have been at work or sleeping - no hands.

01-23-2015 Results

Another sloppy day in the market - not much else to say. I will publish the weekly and portfolio results later tonight or this weekend. Overall, its still has been a pretty good week.

Today's action:

 The early S&P system had a small winner

 The Russell chart only captured a small profit after being up more than $1200 for a few seconds

The Bonds chart was under water all day and finished with a small loss

01-22-2015 Results

A strange day. There was some very early news from Europe that affected the markets today. There was a lot of volatility in the early period where I like to make my money. The other observation for today is that this type of zig-zag, small winners, etc... usually means that the market is in a transition and good times are ahead... time will tell. All systems are still running well with no automation issues at all.

Today's Action:

 The early S&P system was down about $900 before pulling out a small winner - nice

 The Russell chart had the direction right but the unusually high volatility made the trailing stop hit too soon, so another small winner

The Bonds made a huge move today - but again the volatility got the trailing stop involved way faster than normal - so this was a winner, but it should have been much bigger

01-21-2015 Results

Another good day. All charts made money. I did notice a couple of issues that I will have to work on.... the Russell and the Bond charts both had a really big winner trades and gave a lot of it back - indicating that my trailing stop is not working the way I intended - always something to work on.

Today's Action:

 The early S&P system made a few bucks - very reliable (so far)

 The Russell 2K chart was up over $2200 and gave most of it back before the trailing stop finally took some profits - not sure if this is working correctly, so I'll be checking into that.

The Bonds Chart was the big winner today. Even though I'm happy that it took more than 700 bucks from the market, it was up over $1400 and gave half of that back.... hmmmm