Trades into Monday, March 27th

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There are no new purchase order for the open.

There are no new sell orders for the open.

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Thank you everybody who attended this past weekend's meeting.

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1-Year Rolling Performance

Historical, rolling, annualized 3-month performance from the 3-month backscan is as follows.  The numbers will be different than previous blog entries because this is a ROLLING snapshot -- the period shown below is 12/28/2016 to 3/27/2017.  Roughly multiply the values by 4 to get an annual value (dollars and trades only; the other percentage metrics are accurate for the time period and need no multiplication).

Summary	Value
Total Return	$816.09
Total Realized Return	$1,127.85
Gross Profit	$1,674.67
Gross Loss	($546.82)
Open Trade P/L	($311.76)
Number of Trades	73
Number of Winning Trades	49
Number of Losing Trades	24
% Profitable	67.12%
Average Trade	$15.45
Average Trade (%)	0.39%
Standard Deviation Trade	$41.93
Standard Deviation Trade (%)	1.02%
Largest Winning Trade	$124.54
Largest Losing Trade	($164.75)
Profit Factor	3.06
Average Win / Average Loss	1.5
Sharpe Ratio	0.1007
K-Ratio	0.2404
Return Retracement Ratio	6.988
Compounded Annual Return	5.78%
Compounded Monthly Return	0.46%
Average Annual Return	$408.05
Average Annual Return (%)	0.67%
Average Monthly Return	$204.02
Average Monthly Return (%)	0.33%
Percent Days Profitable	40.00%
Percent Months Profitable	50.00%
Percent Years Profitable	50.00%
Commissions on Futures	$0.00
Commissions on Currencies	$0.00
Commissions on Equities	$254.45
Total Commissions	$254.45

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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