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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 buy orders for Tuesday.
There are no sell orders for Tuesday.
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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 12/21/2016 to 3/20/2017 (through the evening of the 20th, to capture all recommended trades of the next day). This 3-month lookback is a change from previous reporting and I am changing the process to be more accurate of "strategies in play". 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 | $1,238.06 |
| Total Realized Return | $1,263.00 |
| Gross Profit | $1,721.06 |
| Gross Loss | ($458.06) |
| Open Trade P/L | ($24.94) |
| Number of Trades | 47 |
| Number of Winning Trades | 33 |
| Number of Losing Trades | 14 |
| % Profitable | 70.21% |
| Average Trade | $26.87 |
| Average Trade (%) | 0.51% |
| Standard Deviation Trade | $54.82 |
| Standard Deviation Trade (%) | 1.01% |
| Largest Winning Trade | $132.30 |
| Largest Losing Trade | ($156.56) |
| Profit Factor | 3.76 |
| Average Win / Average Loss | 1.59 |
| Sharpe Ratio | 0.1797 |
| K-Ratio | 0.265 |
| Return Retracement Ratio | 9.488 |
| Compounded Annual Return | 9.14% |
| Compounded Monthly Return | 0.72% |
| Average Annual Return | $619.03 |
| Average Annual Return (%) | 1.08% |
| Average Monthly Return | $309.52 |
| Average Monthly Return (%) | 0.54% |
| Percent Days Profitable | 46.67% |
| Percent Months Profitable | 100.00% |
| Percent Years Profitable | 100.00% |
| Commissions on Futures | $0.00 |
| Commissions on Currencies | $0.00 |
| Commissions on Equities | $190.33 |
| Total Commissions | $190.33 |
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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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