Cornix's TA Performance

Discussion in 'Journals' started by cornix, Jun 3, 2013.

  1. Eyez

    Eyez

    lolol
     
    #471     Jul 2, 2013
  2. it might be time to shut this thread down...don't cha think cornix?
     
    #472     Jul 2, 2013
  3. toolazy

    toolazy

    quantum physics observation principle in action. cornix trying to overcome it to get to next level.

    don't stop !
     
    #473     Jul 2, 2013
  4. Based on past posts I honestly thought you had something but I now realize, all you had was optimism.

    You got a long way to go, there is no edge in your trading, either that or you going through a horrendous low performance period, but then that would be tremendous bad luck considering you began the daytrading journal about a month ago.

    Days, weeks, passing by, and we stuck at nothing.

    Your risk management is there, I give you that, but the expectancy is not.

    Best of luck to you, will return in the future to see if the first month was a fluke.

    Again, calling it as I see it, no disrespect intended, I honestly think you are a stand up guy so wishing you well.
     
    #474     Jul 2, 2013
  5. dom993

    dom993

    Honestly, 17 trades in June isn't a significant sample set, no matter how good or how bad the net outcome.

    I started trading CL always-in in my live account on March-19 ... on April-1, at the 17 trades mark, the system net P&L was -1,625, down -2,580 from its (early) equity peak of March-22. On April-17, right at the 50th trade mark, the system net P&L was -7,655, down -8,610 from the same P&L peak. On June 28th, the system had 193 trades total (including rollovers), its net P&L was +17,295. The overall win% on that period is 56%.

    I am not saying 193 trades is significant either, but just from that experience, I am sure many would have categorically stated at the 50th trade mark that the system had a negative edge, but the next 143 trades had a much more favorable outcome - and this is automated trading, with hardly any change affecting the system performance along the way (the only change, made on June 1st, actually cost over 4,000). (all figures trading 1 contract).

    At Cornix's current trading frequency, it will take about 1 year to reach 200 trades, and see a little better what his performance can be - at least, on a yearly basis.
     
    #475     Jul 2, 2013
  6. cornix

    cornix

    Absolutely not. I will continue so the truth about annual return will be known by May 30, 2014 and likely further into the future as well. :)
     
    #476     Jul 3, 2013
  7. cornix

    cornix

    I see logical contradiction here. You question my ability to produce 20%+ annually but calling 4% month (for conservative risk management) a fluke?
     
    #477     Jul 3, 2013
  8. cornix

    cornix

    Right, Dom,

    Trading is a marathon. What I demonstrate here is not another classic ET one hit wonder "get rich quick via single call" trading. Rather slow motion relaxed living by speculation performed just 3 hours a day max. I don't know future and it may easily happen that it doesn't produce what I expected it would, but we'll sure see what it's like in a few months or so.
     
    #478     Jul 3, 2013
  9. Corn, how do you calculate a 4% return from the posted numbers? My calculations show an overall loss. Can you post the trades and calculation please.
     
    #479     Jul 3, 2013
  10. cornix

    cornix

    $101.56 net profit (after all commissions and fees) per contract (I even received my profit share commission for that already so it can't be wrong :D ). If you assume allocation of $2500 per contract it equals to ~4%. For more aggressive approach it's more accordingly.

    Below is a clip from monthly report of one account which only trades single contract (and thus useful for performance measure per contract).

    I don't have all trades history in a single report possible to post, because as I said, two instances of the software are traded as I live in two places simultaneously. But I am sure if you pick all my blotters posted here for June you will get the same figure.
     
    #480     Jul 3, 2013