If you are on the blog page in a web browser from a computer, please subscribe to this using the "Follow by Email" link to the left. Having your email helps me to notify you when Google mucks up email distribution, as they did in early March 2017.
~~~~~~~
There are 2 purchase orders for the open.
There are no sell orders for the open.
~~~~~~~
I moved some monies around. The account value has increased to $74,235.38.
The two orders are with the TPS strategy. Both are 10% entries. The TPS strategy allows 4 open positions total. Each position, if fully loaded, would be $18,558.85. A 10% entry is $1,856.
- BTO 47 shares EEM market at 9;32 a.m.
- BTO 25 shares XLV market at 9;32 a.m.
~~~~~~~~~
There are no option candidates for Monday.
~~~~~~~~~
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 1/16/2017 to 4/15/2017.
| Summary | Value |
| Total Return | $1,107.18 |
| Total Realized Return | $1,335.89 |
| Gross Profit | $1,840.60 |
| Gross Loss | ($504.71) |
| Open Trade P/L | ($228.71) |
| Number of Trades | 71 |
| Number of Winning Trades | 49 |
| Number of Losing Trades | 22 |
| % Profitable | 69.01% |
| Average Trade | $18.82 |
| Average Trade (%) | 0.29% |
| Standard Deviation Trade | $53.96 |
| Standard Deviation Trade (%) | 0.86% |
| Largest Winning Trade | $294.25 |
| Largest Losing Trade | ($149.90) |
| Profit Factor | 3.65 |
| Average Win / Average Loss | 1.64 |
| Sharpe Ratio | 0.1603 |
| K-Ratio | 0.3892 |
| Return Retracement Ratio | 18.3526 |
| Compounded Annual Return | 4.78% |
| Compounded Monthly Return | 0.38% |
| Average Annual Return | $1,107.18 |
| Average Annual Return (%) | 1.11% |
| Average Monthly Return | $276.79 |
| Average Monthly Return (%) | 0.28% |
| 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 | $285.94 |
| Total Commissions | $285.94 |
The 3d High/Low, MDD, and R3 strategies have been omitted from these results, as it is underperforming in the latest scan.
~~~~~~~~~
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
No comments:
Post a Comment