I'll start off 2006 with a review of my 2005 trading of this strategy. I've posted my annual results the last few years in the spirit of the thread. 2004 results are here: http://www.elitetrader.com/vb/showthread.php?s=&postid=658387&#post658387 I trade the strategy 100% manually aside from sending my original orders in as a basket. This was my best year ever by quite a bit. However it was mostly due to a few very big days. Without those days, the bottom line was about as expected. The numbers Net P/L $204,939 Total shares traded 13.7 million Commission paid $60,435 traded 236 of 252 days net profitable days: 145 losing days: 84 scratch days +- $50net: 7 winning weeks: 35 losing weeks: 17 longest losing weeks streak: 2 (4 times) longest winning weeks streak: 6 (twice) net cents per share traded: 1.5 average net per day: $868 #trades: 1618 win rate 65% 5 best days (net) Nov 18 $57939 Sept 8 29799 June 17 24871 Oct 21 11614 July 14 7377 5 worst days Apr 25 -5104 Oct 28 -4269 Dec 19 -3682 Mar 15 -3340 Nov 3 -3176 Good luck to all in '06
Great work lescor. Even if you take out your best and worst 5, still excellent results. Good luck in 06. Thanks for sharing.
Lescor - Thanks for posting your results. It may be helpful to newcomers (like myself) if you would briefly discuss your trading style. Your journal is very long and few would have the fortitude to try to gather this informating by reading through it. Anyway, thanks again for posting.
OK, I'm still doing some tweaking but here is today's results. 45 stocks. 11 fills (10 short, 1 long). 8 winners, 3 losers (2 short, 1 long). +$1200. Don
8 fills / 1000 share each 5 short / 3 long +986.00 -.35 / + 1.15% out pretty quick...couple of iffy stops but i'd rather be safe than sorry... i also exit manually... blocked 8 of 94 today...mostly oil related... i look to tweak my sizes for 2006...