It appears that Google has their act together and the Feedburner mail management system is back online. If you are on the blog page in a web browser from a computer, please subscribe to this using the "Follow by Email" link to the left. Having your email helps me to notify you when Google mucks up email distribution, as they just did over the past week.
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For the AAII CI-SIG group, we are planning to have a face-face meeting on 3/25. Details to follow.
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There are no new pending purchase orders for Friday.
There are no pending sell orders for Friday.
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As I expected, the exit signal that was acted upon with the 3/15 close or yesterday open forced most of the positions to be recorded underwater. Here's the list that was closed, and the net amounts, inclusive of commissions:
Click on the image to enlarge.
Actual performance vs. average, 1-year rolling performance is as follows:
- We have had round-trip trades in the account as of the morning of 3/17.
- Win/Loss is 75%, with 24 winning trades and 8 losing trades. This is close to expectation of 72%
- Average trade net is $16.60, which is lower than the 1 year rolling value of $27.71
- Profit factor is 2.36, which is on the low end of the 1 year rolling range of 2.35 - 2.99
So, I continue. More on the performance metrics this weekend.
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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 3/18/2016 to 3/17/2017 (through this morning, to capture all end-of-day trades on the previous trading day). Note that the open P&L is now $0.00.
| Summary | Value |
| Total Return | $3,824.36 |
| Total Realized Return | $3,824.36 |
| Gross Profit | $7,244.34 |
| Gross Loss | ($3,419.98) |
| Open Trade P/L | $0.00 |
| Number of Trades | 118 |
| Number of Winning Trades | 80 |
| Number of Losing Trades | 38 |
| % Profitable | 67.80% |
| Average Trade | $32.41 |
| Average Trade (%) | 0.41% |
| Standard Deviation Trade | $124.94 |
| Standard Deviation Trade (%) | 1.68% |
| Largest Winning Trade | $440.65 |
| Largest Losing Trade | ($469.06) |
| Profit Factor | 2.12 |
| Average Win / Average Loss | 1.01 |
| Sharpe Ratio | 0.1093 |
| K-Ratio | 0.3028 |
| Return Retracement Ratio | 5.9168 |
| Compounded Annual Return | 6.70% |
| Compounded Monthly Return | 0.53% |
| Average Annual Return | $1,912.18 |
| Average Annual Return (%) | 3.28% |
| Average Monthly Return | $294.18 |
| Average Monthly Return (%) | 0.51% |
| Percent Days Profitable | 34.66% |
| Percent Months Profitable | 53.85% |
| Percent Years Profitable | 100.00% |
| Commissions on Futures | $0.00 |
| Commissions on Currencies | $0.00 |
| Commissions on Equities | $582.64 |
| Total Commissions | $582.64 |
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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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