Trades into Thursday, March 2nd

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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 7 independent positions that are to be closed at the open.

There are no new purchase orders for today.


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The following positions should be closed at the open:

1. STC 43 shares EEM from 10% TPS 1-2-3-4 strategy
2. STC 43 shares FXI from 10% TPS 1-2-3-4 strategy
3. STC 86 shares EEM from 20% TPS 1-2-3-4 strategy
4. STC 86 shares FXI from 20% TPS 1-2-3-4 strategy
5. STC 32 shares EWJ from 10% TPS 1-2-3-4 strategy
6. STC 110 shares EWZ from 50% RSI25 strategy
7. STC 162 shares EWJ from 100% R3 strategy

I exited these positions at 3:59 PM on 3/1 (because I was available to do so and saw the signals) and netted $187.15, including commissions.  Every position gained.  Total amount invested was $24,097 in these 7 positions.  Total gains for the two days (some only 1 day) were 0.78% on the amount at risk.

I am still holding the following positions:

• 51 shares EWT in 10% TPS 1-2-3-4 strategy
• 102 shares EWT in 20% TPS 1-2-3-4 strategy
• 178 shares EWZ in 40% 3d High/Low strategy

Here is the transaction table since February 28:

Click on the image to enlarge.

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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 3/3/2016 to 3/2/2017 (through this morning, to capture all end-of-day trades on the previous day).

Summary	Value
Total Return	$6,966.55
Total Realized Return	$6,659.52
Gross Profit	$10,172.75
Gross Loss	($3,513.23)
Open Trade P/L	$307.03
Number of Trades	216
Number of Winning Trades	160
Number of Losing Trades	56
% Profitable	74.07%
Average Trade	$30.83
Average Trade (%)	0.60%
Standard Deviation Trade	$96.96
Standard Deviation Trade (%)	1.68%
Largest Winning Trade	$442.60
Largest Losing Trade	($469.06)
Profit Factor	2.9
Average Win / Average Loss	1.01
Sharpe Ratio	0.2313
K-Ratio	0.3753
Return Retracement Ratio	13.106
Compounded Annual Return	12.20%
Compounded Monthly Return	0.95%
Average Annual Return	$3,483.28
Average Annual Return (%)	5.92%
Average Monthly Return	$535.89
Average Monthly Return (%)	0.89%
Percent Days Profitable	41.83%
Percent Months Profitable	69.23%
Percent Years Profitable	100.00%
Commissions on Futures	$0.00
Commissions on Currencies	$0.00
Commissions on Equities	$869.31
Total Commissions	$869.31

Note that all 7 Connors' Long strategies are part of the results above.

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 intent 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