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There is one ETF purchase order for Friday.
There are no Option purchases for Friday.
There are no sell orders for Friday.
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The purchase order is with the TPS strategy, and is the second entry:
- BTO 42 shares EFA market at 9:32 a.m.
Base portfolio size is $67,483, including the recent gains.
The TPS strategy allows 4 positions. A fully loaded position would be $16,870. A 20% scale-in is $3,374 in size.
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3-Month 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 1/8/2017 to 4/7/2017.
| Summary | Value |
| Total Return | $1,288.47 |
| Total Realized Return | $1,360.60 |
| Gross Profit | $2,260.97 |
| Gross Loss | ($900.37) |
| Open Trade P/L | ($72.13) |
| Number of Trades | 63 |
| Number of Winning Trades | 41 |
| Number of Losing Trades | 22 |
| % Profitable | 65.08% |
| Average Trade | $21.60 |
| Average Trade (%) | 0.26% |
| Standard Deviation Trade | $76.78 |
| Standard Deviation Trade (%) | 0.99% |
| Largest Winning Trade | $294.25 |
| Largest Losing Trade | ($243.80) |
| Profit Factor | 2.51 |
| Average Win / Average Loss | 1.35 |
| Sharpe Ratio | 0.1116 |
| K-Ratio | 0.1919 |
| Return Retracement Ratio | 7.059 |
| Compounded Annual Return | 5.52% |
| Compounded Monthly Return | 0.44% |
| Average Annual Return | $1,288.47 |
| Average Annual Return (%) | 1.29% |
| Average Monthly Return | $322.12 |
| Average Monthly Return (%) | 0.32% |
| Percent Days Profitable | 38.71% |
| Percent Months Profitable | 75.00% |
| Percent Years Profitable | 100.00% |
| Commissions on Futures | $0.00 |
| Commissions on Currencies | $0.00 |
| Commissions on Equities | $285.26 |
| Total Commissions | $285.26 |
The 3d High/Low strategy has been omitted from these results, as it is underperforming in the latest scan.
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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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