02-27-2015 - Monthly Results - February 2015

This month saw both extremes. The highest highs and the lowest lows - a very humbling experience. No matter how many times it happens to you, making money and then losing it is always worse than if you never had it.

The 2nd week of the month showed what the Russell charts are capable of.... 7 winners in a row
The bonds charts just went dead on me - so they have been turned off until they start trending again
I made a few mistakes this month - and the lack of a written plan to follow has cost me a little money

But....
Even with all that turmoil, the overall portfolio still was green for the month - $971.25 - not exactly what I was looking for, but much better than a losing month - and the profits from January ($9948) are still in play, making the total portfolio profit $10919.25.
The lessons in this business are expensive - so any time you can end up green is a good thing. With the exception of the bond charts, I think the pullbacks in the charts have all been within normal parameters. Over the weekend, I hope to "promote" a few more charts to the live trading arena. The market is always changing - and it never stays the same for very long, so hang on - its gonna be a wild ride!

02-27-2014 Results

Another zig zag market day - Hopefully March brings the sunshine back. I will publish the weekly and Month-end results in a later posting.

Today's Results:

 The S&P chart just had the direction wrong from the beginning

 The 7:30 Russell chart took profit quickly - just nothing to write home about

The 11:15 Russell chart wasn't any better in this sideways market

02-26-2015 Results

Not setting the world on fire, but its better than losing every day

Today's Action:

 The S&P chart had a small winner

 The updated 7:30 Russell chart did OK as well

The 11:15 Russell chart caught a sideways market but pulled out a small winner

02-25-2015 Results

Better - not great - but better. I turned off both bond charts last night, so today was only trading the 2 Russell charts and the S&P chart. I'm gonna re-evaluate the bond charts before turning them back on and I am looking hard at several others that I can add - The plan is to keep at least 5 charts running all the time... always something to do...

Today's Action:

 

 The S&P chart took some heat before making money, but it stayed balanced against the Russell chart - which is exactly what it should do - I still like this chart and I am trying hard to make more just like it

 The 7:30 Russell chart did well today after a zig-zag start... Also, I made two small changes to the parameters on this chart - the biggest change being to the trailing stop function - it will now tend to get out quicker when it reaches a certain amount of profit - which it did perfectly today. This chart would have been a break even trade had I left that trailing stop as it was, so I will leave those changes in place for a while and see how it goes.

 The 11:15 Russell chart didn't quite make enough profit to kick in the trailing stop before it got swept up in the direction change to the down-side - that's how it goes.

02-24-2015 Results

February has been brutal - not sure how to proceed


Today's Action:

 This is the first losing day for the S&P chart so far... not too bad

 The 7:30 Russell chart has been a real bummer here for the last week or so - a kick in the gut

 The 11:15 Russell chart continues to win at a high percentage - The only bright spot today

 The 11:15 Bond chart had an error today and traded 3 times instead of 1 - I found the problem that caused this and I didn't like it - so this one is off until I can fix it.

Another kick in the gut from the 7:30 Bond chart - ouch

02-23-2015 Results

The portfolio is now working as originally designed - while there probably needs a little more tweaking here and there, the systems together provide some hedging against these rough market days that we are currently in. All charts are trading 2 contracts each (yes, I know I said I would trade one).
Also, the 7:30 Bond chart did not trade today - it does that occasionally.

Today's Results:

 The S&P chart was the winner again

 The 7:30 Russell chart has been a rough ride lately

The later Russell chart did better

The 11:15 bond chart made a decent little profit - better than a poke in the eye

02-20-2015 Weekly Results

Its been a tough week - basically losing the most of the profits made last week. Trading too big too fast and this is the result. Hopefully the change in philosophy will set the portfolio back on a path of more consistent winning days and weeks.

The portfolio lost $5721.25 this week
For the month, the portfolio has generated $2948.75 in February (so far)
Since inception - 34 trading days - the portfolio has generated $12446.75 in profits

Still another week to go....

02-20-2015 Results

A new perspective and a new direction.... After some serious thinking last night, I decided that I was taking far too much risk in my little adventure - just going too far too fast. I also went back and looked at the original ideas that I proposed at the beginning of this blog and I realized that the dollar signs had tricked me into becoming a gambler. So - As of this morning, I have changed directions on the running of my portfolio in the following ways:
1) The concept is to run a stable of charts - as non-correlated to each other as possible
2) I will reset each chart to start again with only one contract - and make some rules for growing in size - I will post those when ready
3) The idea is to run lots of strategies (wide) instead of trading a couple with lots of contracts (deep).

This should (theoretically) make me money on most days and hopefully minimize the wild ride I have been on to a more steady ride. Once that is proven, then I will start increasing contracts. You will notice that I have added a few new charts - I will describe them under each posting.

I will post the weekly and Month-to-date results later tonight in a separate posting.

Today's Action:

 This is the S&P chart that I started trading yesterday - It was the money maker today

 The 7:30 Russell Chart lost again - but only one contract this time

 The Russell 11:15 chart had a small winner - basically break even

 This is a new Bond chart - it trades between 845 CST and 1PM CST - today was a small winner

This is the 7:30 bond chart that I have been trading since the beginning - but with only one contract being traded - a small winner today

02-19-2015 Results

Pain, suffering, greed.... A system trader has the "luxury" of experiencing all possible emotions in a compressed period of time. From Hero to Zero in just a few days. The systems are all still working perfectly and are all within acceptable parameters to keep everything running - The problem is greed. Because all/most systems tend to work very well for a while and then stop working well at some point, the tendency is to escalate trade size in an effort to pocket as much as possible while the goose is laying golden eggs - The problem is that some times the goose get run over by an 18 wheeler. I will decide my next move later tonight - I may run everything as-is for another day or I may change it.


Today's Action:

 The 7:30 Russell chart suffered a stop loss today - just like yesterday. This is the first time this has happened since I started it - but it has happened many times within the back testing period - so this is still "normal". It feels like a kick in the gut.

 

 The 11:15 Russell chart looked like it had the direction right, but it didn't make enough to trigger the trailing stop before falling at the end of the day for a small loss.

Yes, I turned the Bond chart back on. This damn thing has made money every day since I turned it off - go figure

 

OH yes - More punishment please.... I added this S&P chart to the mix this morning. It trades from about 11:15 till the end of the session. I will leave it on for now trading just one contract. I have had bad experiences trading the S&P during the day but this system seems to work well - lets find out.