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Here are the theoretical holdings going into today's open:
Note that 218 shares of XHB were added at the open on 2/7.
My actual holdings going into the open for today are:
Four new positions have been enabled for 2/8:
TPSLong1 is a 10% position, TPSLong2 is a 20% position, TPSLong4 is a 40% position. You get the idea, but send me a note at the bottom of this blog entry if this is not clear.
A reader had a question on how this works. If you have $100,000 to invest, TPS 1-2-3-4 is a 4-position strategy. This means that $25,000 is allocated to a full position ($100,000 / 4 = $25,000). TPSLong1, which is a 10% entry signal, would allocate $2,500 to the first purchase ($25,000 * 10% = $2,500). If you have different than $100,000 as a starting point then scale your entry accordingly.
Note, commissions play a big role here in your profitability. If you have not watched our meeting video you need to do so. The link is here. The handouts from the presentation are here. I strongly urge you to take the time to review these materials. These strategies are not small-account strategies.
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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 2/9/2016 to 2/8/2017:
| Summary | Value |
| Total Return | $11,388.92 |
| Total Realized Return | $11,622.53 |
| Gross Profit | $15,143.72 |
| Gross Loss | ($3,521.19) |
| Open Trade P/L | ($233.61) |
| Number of Trades | 186 |
| Number of Winning Trades | 142 |
| Number of Losing Trades | 44 |
| % Profitable | 76.34% |
| Average Trade | $62.49 |
| Average Trade (%) | 1.09% |
| Standard Deviation Trade | $156.27 |
| Standard Deviation Trade (%) | 1.99% |
| Largest Winning Trade | $687.07 |
| Largest Losing Trade | ($561.36) |
| Profit Factor | 4.3 |
| Average Win / Average Loss | 1.33 |
| Sharpe Ratio | 0.2953 |
| K-Ratio | 0.4036 |
| Return Retracement Ratio | 18.7224 |
| Compounded Annual Return | 19.22% |
| Compounded Monthly Return | 1.46% |
| Average Annual Return | $5,694.46 |
| Average Annual Return (%) | 9.45% |
| Average Monthly Return | $876.07 |
| Average Monthly Return (%) | 1.37% |
| Percent Days Profitable | 43.65% |
| Percent Months Profitable | 92.31% |
| Percent Years Profitable | 100.00% |
| Commissions on Futures | $0.00 |
| Commissions on Currencies | $0.00 |
| Commissions on Equities | $839.40 |
| Total Commissions | $839.40 |
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.
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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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