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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All open positions should be closed at the open this morning.
There are no new purchases for Thursday.
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Yesterday's performance, which was on the heels of the Fed raising interest rates, caused a sell signal across the board for the equities that I'm holding. All positions in the TPS 1-2-3-4 and 3d High/Low strategies will be closed.
The orders this morning are as follows:
- STC all shares EWZ market at open
- STC all shares IYR market at open
- STC all shares GLD market at open
- STC all shares IWM market at open
- STC all shares XLI market at open
Anticipate losing about $160 total -- EWZ is up sharply, but others are below the waterline. These will be the first major losses since starting this effort in early February.
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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 3/17/2016 to 3/16/2017 (through this morning, to capture all end-of-day trades on the previous trading day). Note that the open P&L shows significant improvement but is underwater.
| Summary | Value |
| Total Return | $3,319.62 |
| Total Realized Return | $3,659.52 |
| Gross Profit | $7,663.97 |
| Gross Loss | ($4,004.45) |
| Open Trade P/L | ($339.90) |
| Number of Trades | 207 |
| Number of Winning Trades | 141 |
| Number of Losing Trades | 66 |
| % Profitable | 68.12% |
| Average Trade | $17.68 |
| Average Trade (%) | 0.43% |
| Standard Deviation Trade | $91.58 |
| Standard Deviation Trade (%) | 1.65% |
| Largest Winning Trade | $440.65 |
| Largest Losing Trade | ($469.06) |
| Profit Factor | 1.91 |
| Average Win / Average Loss | 0.9 |
| Sharpe Ratio | 0.0858 |
| K-Ratio | 0.2448 |
| Return Retracement Ratio | 3.7963 |
| Compounded Annual Return | 5.81% |
| Compounded Monthly Return | 0.47% |
| Average Annual Return | $1,659.81 |
| Average Annual Return (%) | 2.85% |
| Average Monthly Return | $255.36 |
| Average Monthly Return (%) | 0.44% |
| Percent Days Profitable | 36.65% |
| Percent Months Profitable | 53.85% |
| Percent Years Profitable | 100.00% |
| Commissions on Futures | $0.00 |
| Commissions on Currencies | $0.00 |
| Commissions on Equities | $780.51 |
| Total Commissions | $780.51 |
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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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