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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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