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Rol
Registered: Jul 2009
Posts: 425 |
04-26-12 10:07 PM
I stopped out on XLE for a 1K gain. If I want a home run on a large position, I will need to learn more patience. At any rate, I don’t like the resistance here at 1400 S&P and the fact that May is approaching. Exposure is much more comfortable here. I opened a 100 share SDS position at the close, since my unrealized gains are back negative.
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Symbol Open P/L Open P/L % Average Price Quantity Total Cost Description
CME ($17.16) -0.52% 275.93 12 $3,311 CME Group Inc
NTAP ($33.60) -2.76% 40.52 30 $1,216 NetApp Inc
LM ($40.04) -1.71% 26.56 88 $2,337 Legg Mason Inc
TSO ($392.03) -10.91% 26.42 136 $3,593 Tesoro Corporation
CELG ($44.25) -4.11% 76.95 14 $1,077 Celgene Corp
SDS ($5.00) -0.33% 15.16 100 $1,516 UltraShort S&P 500 ProShares
MMI ($9.38) -0.28% 38.54 88 $3,391 Motorola Mobility Holdings Inc
SWY $12.54 1.06% 20.71 57 $1,180 Safeway Inc
PGR $17.16 1.56% 21.09 52 $1,097 Progressive Corporation (The)
CSCO $17.63 0.80% 19.42 113 $2,195 Cisco Systems
WMT $27.55 2.52% 57.52 19 $1,093 Wal-Mart Stores
MDT $6.22 0.27% 36.98 62 $2,293 Medtronic, Inc
DGX $9.12 0.84% 57.42 19 $1,091 Quest Diagnostics
Real-time Account Net Worth $73,078.54
Real-time Unrealized P/L ($451.23)
Real-time Realized P/L (Today) $1,135.92
Net Long Exposure 33%
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Rol
Registered: Jul 2009
Posts: 425 |
04-27-12 09:20 PM
code:
Initial Capital (2/10/2012) $30,000
Total Net Profit $5,271.76
(Per Share) $0.36
Gross Profit $7,333.88
Gross Loss ($2,062.12)
Profit Factor 3.56
Total Number of Trades 406
Percent Profitable 77.83%
Winning Trades 316
Losing Trades 90
Avg. Trade Net Profit $12.98
Avg. Winning Trade $23.21
Avg. Losing Trade ($22.91)
Ratio Avg. Win:Avg. Loss 1.01
Expectancy 0.56
Largest Winning Trade $412.91
Largest Losing Trade ($163.90)
Max. Consecutive Winning Trades 20
Max. Consecutive Losing Trades 6
Total Shares/Contracts Held 14598
Total Commission $670.90
Return on Initial Capital 20.27%
Annual Rate of Return 86.43%
Buy & Hold Return 0.47%
Trading Period 2 Mths, 17 Dys
Max. Equity Run-up(Daily) $5,533.90
Date of Max. Equity Run-up 4/26/2012 15:00
Max. Drawdown(Daily)
Value ($2,251.72)
Date 4/10/2012 15:00
as % of Initial Capital 8.66%
Max. Trade Drawdown ($281.81)
Net Worth $73,034
Wkly Performance 7.85%
Dollar Gain/Loss $2,273
S&P Wkly Performance 1.73%
Cum. Perform. (2/10/12) 20.10%
S&P Cum. Performance 4.44%
Correlation to S&P 0.53
Net Long Exposure 11%
There was a higher period of volatility this month, but I came out the other size in one piece. The stats are looking good. Just need to be vigilant for a broad market sell off next month, when program trading may induce a computer "panic."
 equity curve.png
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Rol
Registered: Jul 2009
Posts: 425 |
05-05-12 02:21 AM
code:
Initial Capital (2/10/2012) $30,000
Total Net Profit $4,202.13
(Per Share) $0.26
Gross Profit $7,555.02
Gross Loss ($3,352.89)
Profit Factor 2.25
Total Number of Trades 455
Percent Profitable 70.77%
Winning Trades 322
Losing Trades 133
Avg. Trade Net Profit $9.24
Avg. Winning Trade $23.46
Avg. Losing Trade ($25.21)
Ratio Avg. Win:Avg. Loss 0.93
Expectancy 0.37
Largest Winning Trade $412.91
Largest Losing Trade ($163.90)
Max. Consecutive Winning Trades 20
Max. Consecutive Losing Trades 35
Total Shares/Contracts Held 16143
Total Commission $729.90
Return on Initial Capital 16.16%
Annual Rate of Return 64.36%
Buy & Hold Return 0.18%
Trading Period 2 Mths, 24 Dys
Max. Equity Run-up(Daily) $5,533.90
Date of Max. Equity Run-up 4/26/2012 15:00
Max. Drawdown(Daily)
Value ($2,251.72)
Date 4/10/2012 15:00
as % of Initial Capital 8.66%
Max. Trade Drawdown ($281.81)
Net Worth $71,946
Wkly Performance -3.65%
Dollar Gain/Loss -$1,142
S&P Wkly Performance -2.25%
Cum. Perform. (2/10/12) 15.92%
S&P Cum. Performance 1.96%
Correlation to S&P 0.67
Net Long Exposure 73%
Wall Street ended its worst week of the year, and I think I did too. I still have some firepower left for next week though. While XLE continued higher a couple days after my exit last week, it is now well below my exit point. While some stocks do continue higher after my strategy exits, about the same number head lower by roughly the same magnitude. I believe this is reflected in the buy and hold performance always hovering around zero. It is as if I am riding a train in one direction, and then jumping onto another train in the opposite direction. Over time, I may not change my location (market is at the same level), but I have covered a lot of ground (net realized profits). There are windows of opportunity that open and close on every stock several times a year. One reason I don't like to hold a stock for more than a few days, is that not only does the edge diminish after entry over time (window closes), but also the longer I continue to hold a loser, there is the potential for increasing damage to be done. There is no room for emotional attachment. I must remove the dead weight in order to stay afloat.
equity curve.png
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Rol
Registered: Jul 2009
Posts: 425 |
05-08-12 11:01 PM
I am leveraging up my positions in anticipation of the market rallying around the Facebook IPO tour in the near future. In addition, while the Eurozone crisis has weighed on the markets, the market seems to be rallying back from any selloffs. This to me is bullish where the market buys after bad news. Besides, I can’t help but believe Europe has already been priced into the market to some degree.
I bought back into XLE today, in anticipation of another energy bear bounce. I think in a roundabout way, I am trying to recoup unrealized losses on National Oilwell by buying an ETF in the same sector. Probably a little risky, but if it makes money, I won’t complain. I couldn’t resist buying up a few more index and country ETFs today, so exposure is more than what is should be right now.
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Current Holdings:
Symbol Open P/L Open P/L % Average Price Quantity Total Cost Description
NOV ($287.84) -7.97% 75.24 48 $3,611 National Oilwell Varco Inc
SWY ($261.55) -5.48% 20.40 234 $4,773 Safeway Inc
MCO ($136.67) -3.81% 40.29 89 $3,585 Moody's Corp
CELG ($133.35) -3.86% 73.58 47 $3,458 Celgene Corp
DOW ($98.37) -2.73% 33.01 109 $3,598 Dow Chemical
CAT ($71.94) -2.03% 98.55 36 $3,548 Caterpillar Inc
LMT ($63.44) -1.79% 88.72 40 $3,549 Lockheed Martin
COST ($61.80) -1.75% 84.11 42 $3,533 Costco Wholesale
GILD ($61.19) -1.72% 50.21 71 $3,565 Gilead Sciences
ETN ($59.87) -2.51% 46.68 51 $2,381 Eaton Corp
JEC ($53.65) -4.51% 40.99 29 $1,189 Jacobs Engr Group
TROW ($49.42) -1.38% 60.84 59 $3,589 T.Rowe Price Group
EWG ($38.98) -1.08% 21.53 167 $3,596 iShares MSCI Germany Index Fd
EWL ($36.40) -1.01% 24.22 149 $3,609 iShares MSCI Switzerland Index
ACWX ($27.12) -1.14% 39.08 61 $2,384 iShrs MSCI ACWI ex US Idx Fd
EFA ($26.80) -1.11% 52.35 46 $2,408 iShares MSCI EAFE Index Tr
VEU ($21.00) -1.76% 42.60 28 $1,193 Vanguard Intl FTSE World ex US
CI ($12.48) -1.04% 46.22 26 $1,202 Cigna Corp
DOV ($10.40) -0.44% 58.98 40 $2,359 Dover Corp
HD ($9.66) -0.82% 51.03 23 $1,174 Home Depot Inc
ECON ($7.50) -0.63% 23.95 50 $1,198 EGShares Emrgng Mrkts Consumer
FMC ($7.26) -0.21% 105.87 33 $3,494 FMC Corp
WAG ($7.00) -0.58% 34.29 35 $1,200 Walgreen Co
LNC ($5.61) -0.47% 23.47 51 $1,197 Lincoln Natl Corp
FIS ($3.33) -0.28% 32.33 37 $1,196 Fidelity National Information
CSCO ($3.20) -0.27% 18.81 64 $1,204 Cisco Systems
EWH ($0.46) -0.04% 17.26 69 $1,191 iShares MSCI Hong Kong Idx Fd
EPP $0.64 0.05% 42.32 28 $1,185 iShares MSCI Pac Index Fd
GS $0.77 0.03% 109.56 22 $2,410 Goldman Sachs Group
AAXJ $0.93 0.08% 54.79 22 $1,205 iShrs MSCI Asia ex Japan Idx
SDS $3.00 0.19% 15.90 100 $1,590 UltraShort S&P 500 ProShares
IWF $3.04 0.25% 63.97 19 $1,215 iShares Russell 1000 Gwth Inde
IVV $3.36 0.27% 136.62 9 $1,230 iShares S&P 500 Index Trust
IVW $3.55 0.30% 73.42 16 $1,175 iShares S&P 500/Barra Gwth Ind
FAST $3.68 0.15% 43.78 55 $2,408 Fastenal Co
VIG $3.99 0.33% 57.08 21 $1,199 Vanguard Div Appreciat ETF
AAPL $5.10 0.15% 567.03 6 $3,402 Apple Inc
HRS $5.51 0.15% 41.56 86 $3,574 Harris Corp
VTI $6.03 0.51% 69.71 17 $1,185 Vanguard Total Stock Mrkt ETF
SRCL $7.28 0.62% 84.22 14 $1,179 Stericycle Inc
LOW $7.41 0.62% 30.47 39 $1,188 Lowe's Cos
IWR $7.59 0.65% 106.81 11 $1,175 iShares Russell Midcap Index
QQQ $7.63 0.63% 64.14 19 $1,219 PowerShares QQQ Trust Series 1
IWP $8.80 0.73% 60.47 20 $1,209 iShares Russell Midcap Growth
DNR $17.04 1.41% 16.98 71 $1,206 Denbury Resources
KLAC $18.48 0.52% 49.64 72 $3,574 KLA-Tencor Corp
AET $21.28 0.89% 42.67 56 $2,390 Aetna Inc
PAYX $24.04 0.67% 29.89 120 $3,587 Paychex Inc
XLE $417.12 1.56% 66.78 400 $26,711 S&P Sel Energy Spdr Fund
Real-time Account Net Worth $92,316.55
Real-time Unrealized P/L ($980.99)
Real-time Realized P/L (Today) $97.24
Net Long Exposure 144%
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