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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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The position in EWT will be closed at the open this morning.
Two new positions will be initiated at the open this morning.
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Order Specifics
Sell Order: EWT, which is presently holding a 10-20-30% position under the TPS strategy, shall be sold at the open. The order is:
- STC 306 shares EWT market at 9:32 a.m. ET
I expect a ~ break-even on this trade if premarket numbers remain where they presently are as I write this information.
Buy Orders: IWM and XLB are both signalling initial entry under the TPS 1-2-3-4 strategy. The base investment size is $66,603, and TPS allows 4 positions to be held. Correspondingly, a fully-loaded position is $16,651. These are initial entries for both. The orders are:
- BTO 12 shares IWM market at 9:32 a.m. ET
- BTO 32 shares XLB market at 9;32 a.m. ET
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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 3/9/2016 to 3/8/2017 (through this morning, to capture all end-of-day trades on the previous trading day).
Summary | Value |
Total Return | $6,517.68 |
Total Realized Return | $6,827.88 |
Gross Profit | $10,655.58 |
Gross Loss | ($3,827.70) |
Open Trade P/L | ($310.20) |
Number of Trades | 233 |
Number of Winning Trades | 169 |
Number of Losing Trades | 64 |
% Profitable | 72.53% |
Average Trade | $29.30 |
Average Trade (%) | 0.61% |
Standard Deviation Trade | $94.80 |
Standard Deviation Trade (%) | 1.64% |
Largest Winning Trade | $442.60 |
Largest Losing Trade | ($469.06) |
Profit Factor | 2.78 |
Average Win / Average Loss | 1.05 |
Sharpe Ratio | 0.212 |
K-Ratio | 0.4151 |
Return Retracement Ratio | 12.0143 |
Compounded Annual Return | 11.42% |
Compounded Monthly Return | 0.89% |
Average Annual Return | $3,258.84 |
Average Annual Return (%) | 5.58% |
Average Monthly Return | $501.36 |
Average Monthly Return (%) | 0.84% |
Percent Days Profitable | 41.43% |
Percent Months Profitable | 69.23% |
Percent Years Profitable | 100.00% |
Commissions on Futures | $0.00 |
Commissions on Currencies | $0.00 |
Commissions on Equities | $914.96 |
Total Commissions | $914.96 |
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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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