Don's Openings and More for 2006

Discussion in 'Journals' started by Don Bright, Dec 30, 2005.

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  1. OK, we'll switch here for 2006. Have a great year everyone.

    Don :cool:
     
  2. 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
     
  3. nice job. i am interested in a long vs short precentage. can you break that out in your numbers? tia
     
  4. 767 longs
    851 shorts
     
  5. Good job Corey....

    Keep it up in 2006.

    Don
     
  6. Great work lescor. Even if you take out your best and worst 5, still excellent results. Good luck in 06. Thanks for sharing.
     
  7. Norm

    Norm

    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.
     
  8. 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
     
  9. 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...
     
  10. Quiet start to 2006. 1 short, +90.
     
    #10     Jan 3, 2006
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