Automated Trend Following Futures Basket

Discussion in 'Journals' started by Zr1Trader, Mar 24, 2011.

  1. -$324

    No problems today
     
    #11     Apr 4, 2011
  2. -$874

    MAX DD Peak to trough so far -$3006.00
     
    #12     Apr 5, 2011
  3. -$386 two days ago

    -$1153 yesterday

    +$624 today

    Maximum combined draw down so far = $4651
     
    #13     Apr 8, 2011
  4. -$591 today.






    Still waiting for the big one..............



    "Thats what she said"
     
    #14     Apr 11, 2011
  5. 4/12 -$402
    4/13 -$177
    4/14 +$111
    4/15 +$169

    Since inception +$975 Max DD $5821
     
    #15     Apr 15, 2011
  6. +$229
     
    #16     Apr 18, 2011
  7. +$1417

    NQ +225
    YM +70
    NG +895
    CL +225

    Since inception +$2621
     
    #17     Apr 19, 2011
  8. No trades for a like a week then today I got a couple signals 1 in corn 1 in soybeans

    +$1566

    $4187 since inception

    Max DD $5821
     
    #18     Apr 29, 2011
  9. -$1276 for the system today .

    No trades yesterday

    +$2911 Since inception
     
    #19     May 3, 2011
  10. Still chuggin along in the testing period...... Slippage isn't an issue beyond the scope i thought it might be so my original testing of 2 ticks slippage factored in is serving me well so far.

    May 4th-12th results
    -$219
    +$817
    +$282
    +$567

    Since inception +$4358
     
    #20     May 12, 2011