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There are no new purchase order for the open.
There is one new sell order for the open.
The sell order is QQQ, which is part of the RSI 25 strategy. The following order has been placed for 9;32 a.m. ET:
- STC 32 shares QQQ at market at 9:32 a.m. ET
It appears that this will be a winning position.
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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 12/29/2016 to 3/28/2017. 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 | $766.34 |
| Total Realized Return | $1,108.21 |
| Gross Profit | $1,779.72 |
| Gross Loss | ($671.51) |
| Open Trade P/L | ($341.87) |
| Number of Trades | 71 |
| Number of Winning Trades | 50 |
| Number of Losing Trades | 21 |
| % Profitable | 70.42% |
| Average Trade | $15.61 |
| Average Trade (%) | 0.40% |
| Standard Deviation Trade | $50.02 |
| Standard Deviation Trade (%) | 0.97% |
| Largest Winning Trade | $132.30 |
| Largest Losing Trade | ($197.30) |
| Profit Factor | 2.65 |
| Average Win / Average Loss | 1.11 |
| Sharpe Ratio | 0.0804 |
| K-Ratio | 0.1856 |
| Return Retracement Ratio | 5.0287 |
| Compounded Annual Return | 5.29% |
| Compounded Monthly Return | 0.42% |
| Average Annual Return | $383.17 |
| Average Annual Return (%) | 0.63% |
| Average Monthly Return | $191.58 |
| Average Monthly Return (%) | 0.31% |
| Percent Days Profitable | 45.00% |
| Percent Months Profitable | 50.00% |
| Percent Years Profitable | 50.00% |
| Commissions on Futures | $0.00 |
| Commissions on Currencies | $0.00 |
| Commissions on Equities | $269.99 |
| Total Commissions | $269.99 |
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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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