Here's to this journal's real-time results living up to even HALF of the backtest results. I'll be posting calls real-time on this thread (except for those first 2 trades that have already occurred) and keeping a tally of how it's working. This strategy trades the volatility ETN's (mostly just VXX and XIV). It trades just prior to the 4pm EST close (except for the first trade to start the year). For simplification, all trades will be based off of $100,000 starting equity. I'll also include (0.1% + $5 per trade) transaction costs. 1/3/2012 Bought 5000 XIV @ $6.82 1/4/2012 Bought 5000 XIV @ $7.01
I think I'll start posting a daily P/L for this strategy on this thread starting with today - I might miss some days here and there, but anyone could easily look up the calls to see how they're doing. So, after a $3,340 weekly gain to start the 2012 last week... Monday, January 9............................... +$1,200
Summary of WEEK 2: Monday, January 9................ +$1,200 Tuesday, January 10............. +$1,500 Wednesday, January 11......... -$1,300 Thursday, January 12............ +$1,100 Friday, January 13................. -$2,100 Net for WEEK 2 = +$400 YTD TOTAL GAIN $ = +$3,740 YTD TOTAL GAIN % = +3.74%