Overall, the systems are performing well. There was some turnover this week - I added a new Russell chart and stopped trading the Bond chart. As it turns out, the Bond chart has won every day since I turned it off - leaving several thousand dollars on the table- go figure.... I will turn it back on as soon as my rules say its OK. I think I will make a duplicate of the Bond chart and change it to trade at a different time like I did with the Russell chart. The concept here is diversification... but instead of diversifying with different futures instruments, I am diversifying using time... This seems to work and if it proves to last, it will be very powerful - because a single program can be used on the same instrument with 2,3,5 or a dozen different time frames - this could be serious money - Time will tell.
Some Stats for the Portfolio so far...
The Portfolio generated $7721.25 this week, with 3 winning days and 2 losing days
The Portfolio has generated $8220 so far in February (Two weeks)
Since Inception (January 6, 2015), the portfolio has generated $18168 in profits in 29 trading days
There still has never been a day where all charts lost money - at least one winner every day
In 6 trading weeks, there has been only one losing week - at the time it seemed like the sky was falling - I think that as I trade more charts together any losing weeks will be smaller and easier to swallow, especially now that I am only risking the market's money...
All of this has been done in a fully automated mode - no hands - while I have been at work.
I'm pretty proud of that.
No comments:
Post a Comment