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There are no open positions going into the open for Friday, February 24th.
There are no pending purchase orders going into the open for Friday, February 24th.
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1-Year Rolling Performance
Historical, rolling, 1-year performance in the 5 tested strategies is as follows. The numbers will be different than previous blog entries because this is a ROLLING snapshot -- the period shown below is 2/25/2016 to 2/24/2017:
| Summary | Value |
| Total Return | $9,194.78 |
| Total Realized Return | $9,194.78 |
| Gross Profit | $13,388.09 |
| Gross Loss | ($4,193.31) |
| Open Trade P/L | $0.00 |
| Number of Trades | 183 |
| Number of Winning Trades | 138 |
| Number of Losing Trades | 45 |
| % Profitable | 75.41% |
| Average Trade | $50.24 |
| Average Trade (%) | 0.71% |
| Standard Deviation Trade | $150.34 |
| Standard Deviation Trade (%) | 1.72% |
| Largest Winning Trade | $662.95 |
| Largest Losing Trade | ($706.22) |
| Profit Factor | 3.19 |
| Average Win / Average Loss | 1.04 |
| Sharpe Ratio | 0.27 |
| K-Ratio | 0.5086 |
| Return Retracement Ratio | 17.0037 |
| Compounded Annual Return | 15.84% |
| Compounded Monthly Return | 1.22% |
| Average Annual Return | $4,597.39 |
| Average Annual Return (%) | 7.68% |
| Average Monthly Return | $707.29 |
| Average Monthly Return (%) | 1.15% |
| Percent Days Profitable | 45.02% |
| Percent Months Profitable | 69.23% |
| Percent Years Profitable | 100.00% |
| Commissions on Futures | $0.00 |
| Commissions on Currencies | $0.00 |
| Commissions on Equities | $822.62 |
| Total Commissions | $822.62 |
Rolling snapshots are far more accurate of an indicator, especially when combined, because they provide a "what if I start right now" view of strategies. This is my intend with posting this on a day-by-day entry.
Go back through older blog entries to review the consistency of the 1-year rolling snapshots.
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As with all my ramblings, you are responsible for your own investment decisions and I am not. Please do your own diligence, and please take ownership for your actions.
Regards,
pgd
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As with all my ramblings, you are responsible for your own investment decisions and I am not. Please do your own diligence, and please take ownership for your actions.
Regards,
pgd
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