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Here are the theoretical holdings going into Wednesday's open:
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Pending Transactions for 2/15
The following order should be placed for the open:
- STC 137 XLE @ Open
Actual slippage, relative to this morning's open, will be completed later.
With this XLE transaction, there are no further holdings -- I am 100% in cash.
There are no pending purchase instructions.
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1-Year Rolling Performance
Historical, rolling, 1-year performance is as follows. The numbers will be different than previous blog entries because this is a ROLLING snapshot -- the period shown below is 2/16/2016 to 2/15/2017:
| Summary | Value |
| Total Return | $9,582.34 |
| Total Realized Return | $9,431.59 |
| Gross Profit | $12,485.99 |
| Gross Loss | ($3,054.40) |
| Open Trade P/L | $150.75 |
| Number of Trades | 179 |
| Number of Winning Trades | 133 |
| Number of Losing Trades | 46 |
| % Profitable | 74.30% |
| Average Trade | $52.69 |
| Average Trade (%) | 0.83% |
| Standard Deviation Trade | $137.12 |
| Standard Deviation Trade (%) | 1.68% |
| Largest Winning Trade | $664.90 |
| Largest Losing Trade | ($561.36) |
| Profit Factor | 4.09 |
| Average Win / Average Loss | 1.41 |
| Sharpe Ratio | 0.2807 |
| K-Ratio | 0.5788 |
| Return Retracement Ratio | 20.1532 |
| Compounded Annual Return | 16.46% |
| Compounded Monthly Return | 1.26% |
| Average Annual Return | $4,791.17 |
| Average Annual Return (%) | 8.03% |
| Average Monthly Return | $737.10 |
| Average Monthly Return (%) | 1.19% |
| Percent Days Profitable | 43.87% |
| Percent Months Profitable | 84.62% |
| Percent Years Profitable | 100.00% |
| Commissions on Futures | $0.00 |
| Commissions on Currencies | $0.00 |
| Commissions on Equities | $797.75 |
| Total Commissions | $797.75 |
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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