Fully automated futures trading

Discussion in 'Journals' started by globalarbtrader, Feb 11, 2015.

  1. Here are the returns again since the google sheets work is borked for some reason

    Can't believe I've been doing this for over 2000 business days; coming up to 8 years!

    Code:
    2014-04-08   
    2014-04-09   
    2014-04-10   
    2014-04-11    -0.95%
    2014-04-14    -0.36%
    2014-04-15    1.13%
    2014-04-16    1.81%
    2014-04-17    -0.24%
    2014-04-18    0.64%
    2014-04-21    -0.20%
    2014-04-22    1.08%
    2014-04-23    0.94%
    2014-04-24    -0.16%
    2014-04-25    -1.53%
    2014-04-28    1.14%
    2014-04-29    0.36%
    2014-04-30    0.92%
    2014-05-01    -0.23%
    2014-05-02    -0.75%
    2014-05-05    0.49%
    2014-05-06    -0.46%
    2014-05-07    0.34%
    2014-05-08    1.89%
    2014-05-09    -0.09%
    2014-05-12    1.05%
    2014-05-13    1.82%
    2014-05-14    1.90%
    2014-05-15    -1.46%
    2014-05-16    0.46%
    2014-05-19    1.23%
    2014-05-20    -0.16%
    2014-05-21    1.49%
    2014-05-22    0.63%
    2014-05-23    1.59%
    2014-05-26    2.12%
    2014-05-27    1.05%
    2014-05-28    2.35%
    2014-05-29    -0.09%
    2014-05-30    -0.82%
    2014-06-02    0.00%
    2014-06-03    -2.65%
    2014-06-04    -0.92%
    2014-06-05    4.67%
    2014-06-06    3.88%
    2014-06-09    0.08%
    2014-06-10    0.13%
    2014-06-11    -1.79%
    2014-06-12    -0.19%
    2014-06-13    -0.59%
    2014-06-16    -0.45%
    2014-06-17    -0.25%
    2014-06-18    3.17%
    2014-06-19    1.94%
    2014-06-20    -0.16%
    2014-06-23    -0.28%
    2014-06-24    0.75%
    2014-06-25    0.94%
    2014-06-26    0.44%
    2014-06-27    0.44%
    2014-06-30    -0.26%
    2014-07-01    1.27%
    2014-07-02    -0.66%
    2014-07-03    2.45%
    2014-07-04    -0.27%
    2014-07-07    -2.04%
    2014-07-08    -1.28%
    2014-07-09    0.57%
    2014-07-10    -3.10%
    2014-07-11    0.81%
    2014-07-14    0.24%
    2014-07-15    -1.00%
    2014-07-16    1.65%
    2014-07-17    1.16%
    2014-07-18    -0.92%
    2014-07-21    -0.46%
    2014-07-22    0.88%
    2014-07-23    0.52%
    2014-07-24    -1.92%
    2014-07-25    0.37%
    2014-07-28    -0.68%
    2014-07-29    1.26%
    2014-07-30    -3.41%
    2014-07-31    -0.90%
    2014-08-01    -1.48%
    2014-08-04    0.88%
    2014-08-05    0.35%
    2014-08-06    -1.54%
    2014-08-07    1.29%
    2014-08-08    -0.23%
    2014-08-11    2.32%
    2014-08-12    -0.56%
    2014-08-13    3.24%
    2014-08-14    0.88%
    2014-08-15    1.74%
    2014-08-18    -0.56%
    2014-08-19    1.40%
    2014-08-20    -1.03%
    2014-08-21    0.70%
    2014-08-22    -0.23%
    2014-08-25    1.74%
    2014-08-26    1.73%
    2014-08-27    0.94%
    2014-08-28    -0.44%
    2014-08-29    0.36%
    2014-09-01    -0.67%
    2014-09-02    -1.62%
    2014-09-03    0.01%
    2014-09-04    1.48%
    2014-09-05    0.97%
    2014-09-08    -1.11%
    2014-09-09    -1.76%
    2014-09-10    -1.31%
    2014-09-11    -1.78%
    2014-09-12    -1.42%
    2014-09-15    -0.83%
    2014-09-16    0.89%
    2014-09-17    2.00%
    2014-09-18    -0.79%
    2014-09-19    1.69%
    2014-09-22    -0.56%
    2014-09-23    -1.85%
    2014-09-24    1.11%
    2014-09-25    -1.84%
    2014-09-26    0.68%
    2014-09-29    0.34%
    2014-09-30    1.30%
    2014-10-01    0.76%
    2014-10-02    -2.48%
    2014-10-03    2.71%
    2014-10-06    0.10%
    2014-10-07    -0.95%
    2014-10-08    0.39%
    2014-10-09    0.17%
    2014-10-10    -1.03%
    2014-10-13    -0.41%
    2014-10-14    1.55%
    2014-10-15    2.26%
    2014-10-16    -4.12%
    2014-10-17    -0.92%
    2014-10-20    1.19%
    2014-10-21    -0.86%
    2014-10-22    0.80%
    2014-10-23    -1.42%
    2014-10-24    0.89%
    2014-10-27    0.46%
    2014-10-28    0.41%
    2014-10-29    -0.74%
    2014-10-30    1.42%
    2014-10-31    1.31%
    2014-11-03    -0.97%
    2014-11-04    -0.30%
    2014-11-05    0.89%
    2014-11-06    0.70%
    2014-11-07    -0.29%
    2014-11-10    0.71%
    2014-11-11    0.01%
    2014-11-12    0.02%
    2014-11-13    0.59%
    2014-11-14    0.32%
    2014-11-17    -0.27%
    2014-11-18    1.94%
    2014-11-19    -3.10%
    2014-11-20    0.02%
    2014-11-21   
    2014-11-24   
    2014-11-25    1.30%
    2014-11-26    1.65%
    2014-11-27    3.43%
    2014-11-28    0.86%
    2014-12-01    -3.28%
    2014-12-02    0.72%
    2014-12-03    1.10%
    2014-12-04    0.31%
    2014-12-05    0.49%
    2014-12-08    0.16%
    2014-12-09    -3.03%
    2014-12-10    -0.67%
    2014-12-11    0.40%
    2014-12-12    -4.23%
    2014-12-15    -2.19%
    2014-12-16    1.22%
    2014-12-17    0.00%
    2014-12-18    1.46%
    2014-12-19    1.71%
    2014-12-22    2.95%
    2014-12-23    -0.28%
    2014-12-24    -0.01%
    2014-12-25    -0.03%
    2014-12-26    0.47%
    2014-12-29    1.80%
    2014-12-30    -0.80%
    2014-12-31    0.06%
    2015-01-01    -0.07%
    2015-01-02    2.08%
    2015-01-05    -1.38%
    2015-01-06    1.40%
    2015-01-07    0.04%
    2015-01-08    0.83%
    2015-01-09    -0.75%
    2015-01-12    2.23%
    2015-01-13    1.38%
    2015-01-14    -0.74%
    2015-01-15    -1.90%
    2015-01-16    -0.18%
    2015-01-19    1.28%
    2015-01-20    -0.81%
    2015-01-21    -0.13%
    2015-01-22    2.39%
    2015-01-23    2.39%
    2015-01-26    -1.42%
    2015-01-27    -1.56%
    2015-01-28    2.29%
    2015-01-29    0.40%
    2015-01-30    0.22%
    2015-02-02    -0.43%
    2015-02-03    -0.70%
    2015-02-04    0.26%
    2015-02-05    -0.81%
    2015-02-06    -1.23%
    2015-02-09    -1.10%
    2015-02-10    0.44%
    2015-02-11    0.35%
    2015-02-12    0.68%
    2015-02-13    0.59%
    2015-02-16    -0.05%
    2015-02-17    -0.92%
    2015-02-18    1.60%
    2015-02-19    1.42%
    2015-02-20    0.21%
    2015-02-23    2.13%
    2015-02-24    1.41%
    2015-02-25    1.16%
    2015-02-26    0.46%
    2015-02-27    -0.06%
    2015-03-02    0.59%
    2015-03-03    -2.83%
    2015-03-04    -0.43%
    2015-03-05    3.13%
    2015-03-06    -0.29%
    2015-03-09    -0.58%
    2015-03-10    1.27%
    2015-03-11    1.51%
    2015-03-12    -0.32%
    2015-03-13    2.01%
    2015-03-16    -0.49%
    2015-03-17    0.81%
    2015-03-18    -2.05%
    2015-03-19    0.20%
    2015-03-20    -2.58%
    2015-03-23    -0.38%
    2015-03-24    1.16%
    2015-03-25    -1.66%
    2015-03-26    -2.73%
    2015-03-27    0.90%
    2015-03-30    1.37%
    2015-03-31    0.64%
    2015-04-01    -0.70%
    2015-04-02    0.59%
    2015-04-03   
    2015-04-06   
    2015-04-07   
    2015-04-08    0.13%
    2015-04-09    2.53%
    2015-04-10    1.92%
    2015-04-13    0.78%
    2015-04-14    -1.26%
    2015-04-15    -1.43%
    2015-04-16    -2.46%
    2015-04-17    -1.11%
    2015-04-20    1.03%
    2015-04-21    -0.28%
    2015-04-22    -2.84%
    2015-04-23    -0.95%
    2015-04-24    1.03%
    2015-04-27    -0.03%
    2015-04-28    -2.32%
    2015-04-29    -2.04%
    2015-04-30    0.34%
    2015-05-01    2.02%
    2015-05-04    -0.96%
    2015-05-05    -2.06%
    2015-05-06    -2.89%
    2015-05-07    1.28%
    2015-05-08    -1.96%
    2015-05-11    -1.42%
    2015-05-12    -0.42%
    2015-05-13    0.97%
    2015-05-14    -1.66%
    2015-05-15    2.21%
    2015-05-18    -0.51%
    2015-05-19    -0.09%
    2015-05-20    0.54%
    2015-05-21    -2.39%
    2015-05-22    1.84%
    2015-05-25    -0.40%
    2015-05-26    2.21%
    2015-05-27    1.93%
    2015-05-28    1.03%
    2015-05-29    1.22%
    2015-06-01    0.81%
    2015-06-02    -4.83%
    2015-06-03    2.37%
    2015-06-04    1.71%
    2015-06-05    -0.43%
    2015-06-08    -1.83%
    2015-06-09    -3.11%
    2015-06-10    -2.56%
    2015-06-11    2.27%
    2015-06-12    -0.08%
    2015-06-15    -0.17%
    2015-06-16    -0.45%
    2015-06-17    0.14%
    2015-06-18    -0.29%
    2015-06-19    1.04%
    2015-06-22    -0.44%
    2015-06-23    -2.44%
    2015-06-24    0.11%
    2015-06-25    -0.04%
    2015-06-26    -1.01%
    2015-06-29    2.26%
    2015-06-30    1.20%
    2015-07-01    -1.95%
    2015-07-02    1.38%
    2015-07-03    0.59%
    2015-07-06    2.87%
    2015-07-07    2.42%
    2015-07-08    1.51%
    2015-07-09    -1.06%
    2015-07-10    -1.68%
    2015-07-13    0.45%
    2015-07-14    -1.98%
    2015-07-15    3.01%
    2015-07-16    1.38%
    2015-07-17    2.16%
    2015-07-20    2.40%
    2015-07-21    -0.99%
    2015-07-22    1.34%
    2015-07-23    2.38%
    2015-07-24    0.82%
    2015-07-27    0.17%
    2015-07-28    -3.50%
    2015-07-29    -0.57%
    2015-07-30    2.50%
    2015-07-31    0.34%
    2015-08-03    3.76%
    2015-08-04    -0.31%
    2015-08-05    -1.21%
    2015-08-06    0.99%
    2015-08-07    -1.10%
    2015-08-10    -3.61%
    2015-08-11    3.53%
    2015-08-12    -3.60%
    2015-08-13    1.99%
    2015-08-14    -0.16%
    2015-08-17    0.98%
    2015-08-18    0.65%
    2015-08-19    0.48%
    2015-08-20    -0.95%
    2015-08-21    3.83%
    2015-08-24    2.92%
    2015-08-25    0.67%
    2015-08-26    -0.09%
    2015-08-27    -5.93%
    2015-08-28    -3.71%
    2015-08-31    0.21%
    2015-09-01    3.22%
    2015-09-02    0.73%
    2015-09-03    -0.02%
    2015-09-04    3.30%
    2015-09-07    -0.88%
    2015-09-08    -4.58%
    2015-09-09    2.51%
    2015-09-10    -2.62%
    2015-09-11    2.56%
    2015-09-14    -1.79%
    2015-09-15    -1.45%
    2015-09-16    -2.60%
    2015-09-17    0.98%
    2015-09-18    3.91%
    2015-09-21    -0.52%
    2015-09-22    2.83%
    2015-09-23    1.95%
    2015-09-24    -0.45%
    2015-09-25    -0.81%
    2015-09-28    3.49%
    2015-09-29    1.02%
    2015-09-30    -0.50%
    2015-10-01    1.54%
    2015-10-02    -0.92%
    2015-10-05    -1.63%
    2015-10-06    -2.14%
    2015-10-07    -4.40%
    2015-10-08    -0.69%
    2015-10-09    -0.10%
    2015-10-12    -0.17%
    2015-10-13    2.06%
    2015-10-14    -1.54%
    2015-10-15    -0.17%
    2015-10-16    -0.99%
    2015-10-19    -0.86%
    2015-10-20    0.06%
    2015-10-21    1.96%
    2015-10-22    -2.10%
    2015-10-23    -0.13%
    2015-10-26    2.27%
    2015-10-27    1.26%
    2015-10-28    -0.95%
    2015-10-29    0.57%
    2015-10-30   
    2015-11-02   
    2015-11-03    -1.53%
    2015-11-04    1.19%
    2015-11-05    1.27%
    2015-11-06    2.64%
    2015-11-09    -0.07%
    2015-11-10    0.56%
    2015-11-11    1.08%
    2015-11-12    0.67%
    2015-11-13    1.42%
    2015-11-16    0.33%
    2015-11-17    2.25%
    2015-11-18    0.89%
    2015-11-19    -1.60%
    2015-11-20    1.74%
    2015-11-23    0.17%
    2015-11-24    -0.97%
    2015-11-25    0.73%
    2015-11-26    -0.52%
    2015-11-27    2.89%
    2015-11-30    -0.86%
    2015-12-01    0.72%
    2015-12-02    3.77%
    2015-12-03    -5.03%
    2015-12-04    -3.70%
    2015-12-07    4.56%
    2015-12-08    1.46%
    2015-12-09    -0.29%
    2015-12-10    -2.20%
    2015-12-11    1.36%
    2015-12-14    1.31%
    2015-12-15    -0.46%
    2015-12-16    0.25%
    2015-12-17    2.15%
    2015-12-18    -0.58%
    2015-12-21    -0.69%
    2015-12-22    1.38%
    2015-12-23    -2.19%
    2015-12-24    -1.06%
    2015-12-25    -0.21%
    2015-12-28    1.65%
    2015-12-29    -1.69%
    2015-12-30    1.81%
    2015-12-31    -1.95%
    2016-01-01    -0.01%
    2016-01-04    3.02%
    2016-01-05    0.49%
    2016-01-06    2.90%
    2016-01-07    1.89%
    2016-01-08    0.45%
    2016-01-11    2.68%
    2016-01-12    1.02%
    2016-01-13    0.64%
    2016-01-14    -2.01%
    2016-01-15    7.63%
    2016-01-18    -1.66%
    2016-01-19    -0.91%
    2016-01-20    4.18%
    2016-01-21    -3.82%
    2016-01-22    -4.15%
    2016-01-25    0.88%
    2016-01-26    -2.09%
    2016-01-27    0.61%
    2016-01-28    2.30%
    2016-01-29    3.68%
    2016-02-01    -0.61%
    2016-02-02    3.84%
    2016-02-03    -2.69%
    2016-02-04    -1.42%
    2016-02-05    0.82%
    2016-02-08    2.65%
    2016-02-09    1.31%
    2016-02-10    -2.77%
    2016-02-11    6.30%
    2016-02-12    -5.19%
    2016-02-15    -1.52%
    2016-02-16    0.17%
    2016-02-17    -1.94%
    2016-02-18    2.21%
    2016-02-19    -0.12%
    2016-02-22    0.96%
    2016-02-23    2.50%
    2016-02-24    1.35%
    2016-02-25    1.93%
    2016-02-26    0.97%
    2016-02-29    -0.86%
    2016-03-01    -1.54%
    2016-03-02    -2.57%
    2016-03-03    -0.45%
    2016-03-04    -3.11%
    2016-03-07    -1.68%
    2016-03-08    1.96%
    2016-03-09    -1.81%
    2016-03-10    -2.26%
    2016-03-11    -1.78%
    2016-03-14    -0.03%
    2016-03-15    0.71%
    2016-03-16    1.35%
    2016-03-17    0.93%
    2016-03-18    0.64%
    2016-03-21    -0.08%
    2016-03-22    0.51%
    2016-03-23    1.28%
    2016-03-24    -2.30%
    2016-03-25    0.44%
    2016-03-28    -0.34%
    2016-03-29    0.36%
    2016-03-30    3.26%
    2016-03-31    1.07%
    2016-04-01    1.98%
    2016-04-04    0.14%
    2016-04-05    0.23%
    2016-04-06    0.48%
    2016-04-07    -0.85%
    2016-04-08    -1.03%
    2016-04-11    0.15%
    2016-04-12    -2.93%
    2016-04-13    -0.40%
    2016-04-14    -0.31%
    2016-04-15    0.94%
    2016-04-18    -1.08%
    2016-04-19    -0.51%
    2016-04-20    -0.24%
    2016-04-21    -2.73%
    2016-04-22    -2.20%
    2016-04-25    -0.40%
    2016-04-26    -0.38%
    2016-04-27    0.00%
    2016-04-28    1.93%
    2016-04-29    -1.74%
    2016-05-02    0.17%
    2016-05-03    0.98%
    2016-05-04    -0.32%
    2016-05-05    -0.59%
    2016-05-06    0.47%
    2016-05-09    0.47%
    2016-05-10    0.54%
    2016-05-11    0.49%
    2016-05-12    -2.77%
    2016-05-13    1.21%
    2016-05-16    -0.37%
    2016-05-17    -1.89%
    2016-05-18    -2.92%
    2016-05-19    -1.81%
    2016-05-20    -0.51%
    2016-05-23    0.68%
    2016-05-24    -0.89%
    2016-05-25    -0.76%
    2016-05-26    -0.08%
    2016-05-27    1.16%
    2016-05-30    -1.33%
    2016-05-31    0.01%
    2016-06-01    0.70%
    2016-06-02    1.36%
    2016-06-03    1.21%
    2016-06-06    1.67%
    2016-06-07    1.13%
    2016-06-08    0.70%
    2016-06-09    -0.03%
    2016-06-10    -0.86%
    2016-06-13    -0.40%
    2016-06-14    -3.29%
    2016-06-15    -0.15%
    2016-06-16    -0.78%
    2016-06-17    0.24%
    2016-06-20    -1.52%
    2016-06-21    -0.56%
    2016-06-22    0.93%
    2016-06-23    -1.50%
    2016-06-24    5.75%
    2016-06-27    2.50%
    2016-06-28    1.87%
    2016-06-29    1.62%
    2016-06-30    3.56%
    2016-07-01    4.03%
    2016-07-04    -1.66%
    2016-07-05    0.80%
    2016-07-06    0.65%
    2016-07-07    2.07%
    2016-07-08    1.12%
    2016-07-11    -0.14%
    2016-07-12    -3.54%
    2016-07-13    1.32%
    2016-07-14    -2.12%
    2016-07-15    -1.56%
    2016-07-18    0.37%
    2016-07-19    1.71%
    2016-07-20    0.42%
    2016-07-21    -0.48%
    2016-07-22    1.02%
    2016-07-25    -0.64%
    2016-07-26    0.18%
    2016-07-27    2.28%
    2016-07-28    -0.01%
    2016-07-29    1.12%
    2016-08-01    1.01%
    2016-08-02    -1.71%
    2016-08-03    -1.81%
    2016-08-04    3.63%
    2016-08-05    -0.10%
    2016-08-08    0.41%
    2016-08-09    2.23%
    2016-08-10    3.26%
    2016-08-11    -1.03%
    2016-08-12    0.39%
    2016-08-15    0.12%
    2016-08-16    -3.39%
    2016-08-17    -2.08%
    2016-08-18    2.49%
    2016-08-19    -1.54%
    2016-08-22    0.00%
    2016-08-23    0.51%
    2016-08-24    -1.56%
    2016-08-25    -0.21%
    2016-08-26    0.11%
    2016-08-29    1.70%
    2016-08-30    -0.55%
    2016-08-31    -0.76%
    2016-09-01    -1.37%
    2016-09-02    1.02%
    2016-09-05    -0.38%
    2016-09-06    0.87%
    2016-09-07    1.66%
    2016-09-08    -1.84%
    2016-09-09    -6.40%
    2016-09-12    -3.85%
    2016-09-13    -0.22%
    2016-09-14    0.73%
    2016-09-15    0.88%
    2016-09-16    -1.21%
    2016-09-19    0.54%
    2016-09-20    0.82%
    2016-09-21    0.94%
    2016-09-22    1.91%
    2016-09-23    0.93%
    2016-09-26    -0.35%
    2016-09-27    -0.55%
    2016-09-28    -1.03%
    2016-09-29    1.41%
    2016-09-30    -0.19%
    2016-10-03    0.41%
    2016-10-04    0.11%
    2016-10-05    -3.46%
    2016-10-06    -0.41%
    2016-10-07    3.64%
    2016-10-10    0.58%
    2016-10-11    0.51%
    2016-10-12    0.51%
    2016-10-13    -2.20%
    2016-10-14    1.18%
    2016-10-17    -0.80%
    2016-10-18    -0.12%
    2016-10-19    1.25%
    2016-10-20    0.48%
    2016-10-21    0.41%
    2016-10-24    1.12%
    2016-10-25    -1.70%
    2016-10-26    -0.54%
    2016-10-27    -0.85%
    2016-10-28    -0.97%
    2016-10-31    -0.47%
    2016-11-01    -2.73%
    2016-11-02    -1.06%
    2016-11-03    -0.94%
    2016-11-04    -1.57%
    2016-11-07    2.59%
    2016-11-08    1.23%
    2016-11-09    -2.16%
    2016-11-10    1.06%
    2016-11-11    -2.17%
    2016-11-14    0.61%
    2016-11-15    1.30%
    2016-11-16    -4.35%
    2016-11-17    0.36%
    2016-11-18    -0.07%
    2016-11-21    -1.11%
    2016-11-22    1.37%
    2016-11-23    1.14%
    2016-11-24    0.49%
    2016-11-25    0.42%
    2016-11-28    -1.73%
    2016-11-29    -1.15%
    2016-11-30    1.46%
    2016-12-01    -1.54%
    2016-12-02    -1.43%
    2016-12-05    0.21%
    2016-12-06    1.51%
    2016-12-07    2.03%
    2016-12-08    -0.12%
    2016-12-09    0.63%
    2016-12-12    -0.93%
    2016-12-13    2.37%
    2016-12-14    0.36%
    2016-12-15    2.57%
    2016-12-16    -0.16%
    2016-12-19    1.61%
    2016-12-20    0.64%
    2016-12-21    0.11%
    2016-12-22    0.65%
    2016-12-23    0.35%
    2016-12-26    -0.01%
    2016-12-27    -0.46%
    2016-12-28    -0.98%
    2016-12-29    -2.01%
    2016-12-30    -0.39%
    2017-01-02    0.75%
    2017-01-03    1.58%
    2017-01-04    0.16%
    2017-01-05    -2.50%
    2017-01-06    4.36%
    2017-01-09    0.35%
    2017-01-10    -0.42%
    2017-01-11    0.06%
    2017-01-12    0.53%
    2017-01-13    1.16%
    2017-01-16    0.05%
    2017-01-17    -4.10%
    2017-01-18    0.35%
    2017-01-19    -0.25%
    2017-01-20    0.38%
    2017-01-23    -2.05%
    2017-01-24    1.35%
    2017-01-25    1.05%
    2017-01-26    -0.79%
    2017-01-27    0.79%
    2017-01-30    -3.46%
    2017-01-31    0.71%
    2017-02-01    -0.38%
    2017-02-02    0.73%
    2017-02-03    1.11%
    2017-02-06    0.55%
    2017-02-07    -0.32%
    2017-02-08    -0.58%
    2017-02-09    0.36%
    2017-02-10    0.44%
    2017-02-13    1.38%
    2017-02-14    0.75%
    2017-02-15    1.57%
    2017-02-16    -1.26%
    2017-02-17    -0.17%
    2017-02-20    0.24%
    2017-02-21    -0.08%
    2017-02-22    0.22%
    2017-02-23    -2.08%
    2017-02-24    -0.52%
    2017-02-27    2.30%
    2017-02-28    -0.04%
    2017-03-01    3.74%
    2017-03-02    -0.81%
    2017-03-03    -0.15%
    2017-03-06    0.27%
    2017-03-07    0.06%
    2017-03-08    -0.19%
    2017-03-09    -0.95%
    2017-03-10    1.12%
    2017-03-13    0.56%
    2017-03-14    -0.55%
    2017-03-15    -1.74%
    2017-03-16    0.41%
    2017-03-17    0.41%
    2017-03-20    0.05%
    2017-03-21    -3.18%
    2017-03-22    -2.01%
    2017-03-23    1.47%
    2017-03-24    -0.90%
    2017-03-27    -0.09%
    2017-03-28    0.07%
    2017-03-29    2.65%
    2017-03-30    0.57%
    2017-03-31    -0.96%
    2017-04-03    -1.94%
    2017-04-04    1.41%
    2017-04-05    -0.11%
    2017-04-06    0.48%
    2017-04-07    0.93%
    2017-04-10    -0.24%
    2017-04-11    -3.96%
    2017-04-12    -0.13%
    2017-04-13    -2.15%
    2017-04-14    -0.24%
    2017-04-17    1.08%
    2017-04-18    -3.28%
    2017-04-19    -0.15%
    2017-04-20    2.18%
    2017-04-21    -0.40%
    2017-04-24    7.29%
    2017-04-25    -0.38%
    2017-04-26    0.35%
    2017-04-27    -0.20%
    2017-04-28    0.16%
    2017-05-01    -0.02%
    2017-05-02    0.51%
    2017-05-03    0.34%
    2017-05-04    2.15%
    2017-05-05    0.53%
    2017-05-08    1.86%
    2017-05-09    0.44%
    2017-05-10    -1.10%
    2017-05-11    -0.45%
    2017-05-12    -0.25%
    2017-05-15    2.18%
    2017-05-16    1.13%
    2017-05-17    -6.17%
    2017-05-18    -2.46%
    2017-05-19    1.67%
    2017-05-22    1.82%
    2017-05-23    0.41%
    2017-05-24    -0.01%
    2017-05-25    1.75%
    2017-05-26    1.16%
    2017-05-29    0.39%
    2017-05-30    -0.02%
    2017-05-31    0.82%
    2017-06-01    1.85%
    2017-06-02    1.63%
    2017-06-05    -0.84%
    2017-06-06    -0.93%
    2017-06-07    -2.08%
    2017-06-08    -0.22%
    2017-06-09    1.60%
    2017-06-12    0.46%
    2017-06-13    0.31%
    2017-06-14    1.16%
    2017-06-15    -5.36%
    2017-06-16    1.07%
    2017-06-19    2.05%
    2017-06-20    0.39%
    2017-06-21    -1.00%
    2017-06-22    -0.26%
    2017-06-23    -1.04%
    2017-06-26    1.43%
    2017-06-27    -4.08%
    2017-06-28    -1.41%
    2017-06-29    -2.90%
    2017-06-30    -1.34%
    2017-07-03    0.16%
    2017-07-04    -0.01%
    2017-07-05    -0.62%
    2017-07-06    -0.37%
    2017-07-07    2.10%
    2017-07-10    0.76%
    2017-07-11    0.00%
    2017-07-12    1.80%
    2017-07-13    -0.48%
    2017-07-14    -0.13%
    2017-07-17    1.24%
    2017-07-18    1.80%
    2017-07-19    0.66%
    2017-07-20    2.54%
    2017-07-21    -0.60%
    2017-07-24    -1.32%
    2017-07-25    0.99%
    2017-07-26    0.87%
    2017-07-27    -0.64%
    2017-07-28    0.28%
    2017-07-31    0.50%
    2017-08-01    -0.10%
    2017-08-02    0.81%
    2017-08-03    0.33%
    2017-08-04    -0.79%
    2017-08-07    0.94%
    2017-08-08    0.84%
    2017-08-09    -4.35%
    2017-08-10    -3.63%
    2017-08-11    -2.91%
    2017-08-14    3.57%
    2017-08-15    0.02%
    2017-08-16    2.93%
    2017-08-17    -0.76%
    2017-08-18    0.22%
    2017-08-21    0.98%
    2017-08-22    -0.26%
    2017-08-23    1.31%
    2017-08-24    -0.18%
    2017-08-25    -0.12%
    2017-08-28    0.95%
    2017-08-29    -0.03%
    2017-08-30    -1.31%
    2017-08-31    -0.12%
    2017-09-01    -0.24%
    2017-09-04    0.74%
    2017-09-05    -0.53%
    2017-09-06    -2.07%
    2017-09-07    3.96%
    2017-09-08    -2.69%
    2017-09-11    -1.43%
    2017-09-12    -2.84%
    2017-09-13    -1.62%
    2017-09-14    -2.25%
    2017-09-15    -1.85%
    2017-09-18    1.40%
    2017-09-19    -0.09%
    2017-09-20    0.38%
    2017-09-21    -2.49%
    2017-09-22    0.51%
    2017-09-25    -2.11%
    2017-09-26    -0.01%
    2017-09-27    -0.05%
    2017-09-28    1.05%
    2017-09-29    2.79%
    2017-10-02    2.52%
    2017-10-03    1.22%
    2017-10-04    -0.70%
    2017-10-05    3.26%
    2017-10-06    -0.65%
    2017-10-09    -0.13%
    2017-10-10    -0.72%
    2017-10-11    1.57%
    2017-10-12    0.50%
    2017-10-13    -0.91%
    2017-10-16    0.08%
    2017-10-17    0.80%
    2017-10-18    0.47%
    2017-10-19    -0.62%
    2017-10-20    0.57%
    2017-10-23    -1.03%
    2017-10-24    0.02%
    2017-10-25    -3.36%
    2017-10-26    4.69%
    2017-10-27    1.85%
    2017-10-30    -0.48%
    2017-10-31    1.73%
    2017-11-01    2.04%
    2017-11-02    1.19%
    2017-11-03    -0.04%
    2017-11-06    -1.67%
    2017-11-07    0.75%
    2017-11-08    1.05%
    2017-11-09    -2.87%
    2017-11-10    -2.03%
    2017-11-13    1.10%
    2017-11-14    -1.23%
    2017-11-15    -0.63%
    2017-11-16    0.07%
    2017-11-17    -0.39%
    2017-11-20    -0.55%
    2017-11-21    0.66%
    2017-11-22    0.55%
    2017-11-23    0.58%
    2017-11-24    1.05%
    2017-11-27    0.48%
    2017-11-28    1.24%
    2017-11-29    -1.62%
    2017-11-30    -1.18%
    2017-12-01    0.89%
    2017-12-04    -0.41%
    2017-12-05    0.95%
    2017-12-06    -0.80%
    2017-12-07    1.15%
    2017-12-08    0.74%
    2017-12-11    0.57%
    2017-12-12    -0.28%
    2017-12-13    -1.93%
    2017-12-14    -1.51%
    2017-12-15    1.77%
    2017-12-18    -1.35%
    2017-12-19    -1.29%
    2017-12-20    -0.12%
    2017-12-21    0.40%
    2017-12-22    -0.81%
    2017-12-25    0.05%
    2017-12-26    -0.14%
    2017-12-27    0.62%
    2017-12-28    0.35%
    2017-12-29    -0.79%
    2018-01-01    -0.02%
    2018-01-02    0.45%
    2018-01-03    0.62%
    2018-01-04    1.81%
    2018-01-05    0.15%
    2018-01-08    0.88%
    2018-01-09    0.39%
    2018-01-10    -0.43%
    2018-01-11    1.13%
    2018-01-12    3.69%
    2018-01-15    1.63%
    2018-01-16    -2.02%
    2018-01-17    -0.33%
    2018-01-18    -0.71%
    2018-01-19    1.37%
    2018-01-22    -1.10%
    2018-01-23    1.38%
    2018-01-24    1.51%
    2018-01-25    1.64%
    2018-01-26    0.07%
    2018-01-29    -1.25%
    2018-01-30    -3.73%
    2018-01-31    -1.03%
    2018-02-01    0.88%
    2018-02-02    -1.91%
    2018-02-05    -1.53%
    2018-02-06    -6.48%
    2018-02-07    -0.26%
    2018-02-08    -1.54%
    2018-02-09    1.55%
    2018-02-12    0.09%
    2018-02-13    0.37%
    2018-02-14    0.78%
    2018-02-15   
    2018-02-16   
    2018-02-19    0.53%
    2018-02-20    -1.23%
    2018-02-21    0.22%
    2018-02-22    0.51%
    2018-02-23    -0.93%
    2018-02-26    0.20%
    2018-02-27    -0.58%
    2018-02-28    0.23%
    2018-03-01    -0.48%
    2018-03-02    0.00%
    2018-03-05    -0.60%
    2018-03-06    1.18%
    2018-03-07    -0.32%
    2018-03-08    0.55%
    2018-03-09    -1.46%
    2018-03-12    0.27%
    2018-03-13    0.16%
    2018-03-14    -1.91%
    2018-03-15   
    2018-03-16   
    2018-03-19    -1.55%
    2018-03-20    0.22%
    2018-03-21    -0.43%
    2018-03-22    0.06%
    2018-03-23    -0.27%
    2018-03-26    -0.23%
    2018-03-27    1.47%
    2018-03-28   
    2018-03-29   
    2018-03-30    0.27%
    2018-04-02    -0.81%
    2018-04-03    -0.51%
    2018-04-04    -0.83%
    2018-04-05    -0.07%
    2018-04-06    -1.26%
    2018-04-09    -0.61%
    2018-04-10    0.40%
    2018-04-11    0.12%
    2018-04-12    -0.26%
    2018-04-13    0.78%
    2018-04-16    -0.23%
    2018-04-17    1.51%
    2018-04-18    0.52%
    2018-04-19    -1.69%
    2018-04-20    0.39%
    2018-04-23    0.37%
    2018-04-24    -0.91%
    2018-04-25    -0.33%
    2018-04-26    1.63%
    2018-04-27    1.71%
    2018-04-30    0.49%
    2018-05-01    1.10%
    2018-05-02    -0.01%
    2018-05-03    -0.54%
    2018-05-04    0.64%
    2018-05-07    0.32%
    2018-05-08    -0.68%
    2018-05-09    1.61%
    2018-05-10    -0.32%
    2018-05-11    0.48%
    2018-05-14    0.73%
    2018-05-15    0.25%
    2018-05-16    2.62%
    2018-05-17    0.53%
    2018-05-18    -0.70%
    2018-05-21    1.72%
    2018-05-22    0.13%
    2018-05-23    -1.83%
    2018-05-24    -3.51%
    2018-05-25    -0.18%
    2018-05-28    -0.36%
    2018-05-29    0.32%
    2018-05-30    -4.61%
    2018-05-31    0.38%
    2018-06-01    0.39%
    2018-06-04    0.26%
    2018-06-05    -1.52%
    2018-06-06    -1.10%
    2018-06-07   
    2018-06-08   
    2018-06-11    1.45%
    2018-06-12    0.11%
    2018-06-13    0.11%
    2018-06-14    1.23%
    2018-06-15    -0.04%
    2018-06-18    0.79%
    2018-06-19    1.33%
    2018-06-20    0.03%
    2018-06-21    -1.38%
    2018-06-22    -0.58%
    2018-06-25    -0.09%
    2018-06-26    1.73%
    2018-06-27    1.36%
    2018-06-28    1.55%
    2018-06-29    -1.38%
    2018-07-02    4.33%
    2018-07-03    -1.94%
    2018-07-04    -0.87%
    2018-07-05    1.22%
    2018-07-06    -2.14%
    2018-07-09    1.55%
    2018-07-10    1.13%
    2018-07-11    3.35%
    2018-07-12    -1.19%
    2018-07-13   
    2018-07-16   
    2018-07-17    1.32%
    2018-07-18    0.48%
    2018-07-19    -0.19%
    2018-07-20    -3.97%
    2018-07-23    -0.39%
    2018-07-24    -1.10%
    2018-07-25    -2.71%
    2018-07-26    1.32%
    2018-07-27    -0.08%
    2018-07-30    -1.01%
    2018-07-31    -0.41%
    2018-08-01    1.14%
    2018-08-02    1.44%
    2018-08-03    -0.09%
    2018-08-06    1.75%
    2018-08-07    0.44%
    2018-08-08    0.08%
    2018-08-09    0.33%
    2018-08-10    0.00%
    2018-08-13    0.00%
    2018-08-14    0.00%
    2018-08-15    0.00%
    2018-08-16    0.00%
    2018-08-17    0.00%
    2018-08-20    2.68%
    2018-08-21    -1.85%
    2018-08-22    -0.29%
    2018-08-23    3.16%
    2018-08-24    -2.24%
    2018-08-27    -0.10%
    2018-08-28    -0.03%
    2018-08-29    -2.05%
    2018-08-30    0.46%
    2018-08-31    -0.20%
    2018-09-03    0.48%
    2018-09-04    0.00%
    2018-09-05    1.12%
    2018-09-06    -1.06%
    2018-09-07    0.19%
    2018-09-10    0.21%
    2018-09-11    0.00%
    2018-09-12    0.00%
    2018-09-13    -0.09%
    2018-09-14    0.65%
    2018-09-17    0.22%
    2018-09-18    0.00%
    2018-09-19    -2.14%
    2018-09-20    -2.39%
    2018-09-21    0.30%
    2018-09-24    0.00%
    2018-09-25    1.86%
    2018-09-26    -1.26%
    2018-09-27    1.83%
    2018-09-28    -0.38%
    2018-10-01    0.59%
    2018-10-02    0.00%
    2018-10-03    0.33%
    2018-10-04    -2.43%
    2018-10-05    -0.27%
    2018-10-08    -0.32%
    2018-10-09    0.00%
    2018-10-10    0.00%
    2018-10-11    -6.15%
    2018-10-12    -0.16%
    2018-10-15    0.14%
    2018-10-16    0.40%
    2018-10-17    0.89%
    2018-10-18    1.17%
    2018-10-19    -1.25%
    2018-10-22    0.17%
    2018-10-23    0.00%
    2018-10-24    0.00%
    2018-10-25    0.00%
    2018-10-26    1.36%
    2018-10-29    1.25%
    2018-10-30    1.72%
    2018-10-31    -0.85%
    2018-11-01    -6.23%
    2018-11-02    -0.21%
    2018-11-05    -0.07%
    2018-11-06    0.00%
    2018-11-07    -0.63%
    2018-11-08    0.14%
    2018-11-09    2.81%
    2018-11-12    0.31%
    2018-11-13    0.00%
    2018-11-14    1.19%
    2018-11-15    1.24%
    2018-11-16    -0.70%
    2018-11-19    -0.95%
    2018-11-20    0.23%
    2018-11-21    0.31%
    2018-11-22    -1.02%
    2018-11-23    0.32%
    2018-11-26    0.00%
    2018-11-27    2.53%
    2018-11-28    -0.91%
    2018-11-29    0.85%
    2018-11-30    -0.03%
    2018-12-03    0.00%
    2018-12-04    0.48%
    2018-12-05    -0.35%
    2018-12-06    -1.91%
    2018-12-07    0.32%
    2018-12-10    0.42%
    2018-12-11    0.00%
    2018-12-12    -1.10%
    2018-12-13    -0.26%
    2018-12-14    0.46%
    2018-12-17    0.07%
    2018-12-18    0.00%
    2018-12-19    -0.13%
    2018-12-20    -0.75%
    2018-12-21    -0.16%
    2018-12-24    0.46%
    2018-12-25    0.00%
    2018-12-26    0.00%
    2018-12-27    0.00%
    2018-12-28    0.00%
    2018-12-31    0.00%
    2019-01-01    0.00%
    2019-01-02    0.00%
    2019-01-03    1.92%
    2019-01-04    -1.96%
    2019-01-07    -2.41%
    2019-01-08    -0.29%
    2019-01-09    0.17%
    2019-01-10    1.31%
    2019-01-11    -0.86%
    2019-01-14    0.71%
    2019-01-15    0.00%
    2019-01-16    1.56%
    2019-01-17    -0.71%
    2019-01-18    -0.33%
    2019-01-21    -1.00%
    2019-01-22    0.04%
    2019-01-23    -1.30%
    2019-01-24    0.40%
    2019-01-25    -0.47%
    2019-01-28    -0.02%
    2019-01-29    0.00%
    2019-01-30    0.72%
    2019-01-31    0.29%
    2019-02-01    -0.52%
    2019-02-04    0.04%
    2019-02-05    1.52%
    2019-02-06    0.45%
    2019-02-07    0.45%
    2019-02-08    0.30%
    2019-02-11    0.05%
    2019-02-12    0.00%
    2019-02-13    0.13%
    2019-02-14    2.05%
    2019-02-15    -0.04%
    2019-02-18    0.00%
    2019-02-19    0.00%
    2019-02-20    0.00%
    2019-02-21    0.00%
    2019-02-22    0.00%
    2019-02-25    1.30%
    2019-02-26    -1.57%
    2019-02-27    -1.34%
    2019-02-28    0.90%
    2019-03-01    0.42%
    2019-03-04    0.10%
    2019-03-05    -0.56%
    2019-03-06    1.93%
    2019-03-07    0.88%
    2019-03-08    -0.31%
    2019-03-11    -0.09%
    2019-03-12    -0.76%
    2019-03-13    -1.62%
    2019-03-14    0.47%
    2019-03-15    -0.61%
    2019-03-18    -0.18%
    2019-03-19    0.00%
    2019-03-20    1.96%
    2019-03-21    -0.24%
    2019-03-22    -3.59%
    2019-03-25    -0.97%
    2019-03-26    0.00%
    2019-03-27    1.38%
    2019-03-28    1.19%
    2019-03-29    1.96%
    2019-04-01    -1.47%
    2019-04-02    1.15%
    2019-04-03    -0.60%
    2019-04-04    -0.04%
    2019-04-05   
    2019-04-08   
    2019-04-09    0.14%
    2019-04-10    0.02%
    2019-04-11    1.92%
    2019-04-12    0.25%
    2019-04-15    -0.19%
    2019-04-16    2.21%
    2019-04-17    1.41%
    2019-04-18    1.46%
    2019-04-19    -0.24%
    2019-04-22    -0.21%
    2019-04-23    0.00%
    2019-04-24    0.00%
    2019-04-25    2.82%
    2019-04-26    -1.19%
    2019-04-29    0.69%
    2019-04-30    0.00%
    2019-05-01    0.00%
    2019-05-02    -2.15%
    2019-05-03    -0.17%
    2019-05-06    0.13%
    2019-05-07    0.00%
    2019-05-08    -2.11%
    2019-05-09    -1.09%
    2019-05-10    0.67%
    2019-05-13    1.26%
    2019-05-14    0.00%
    2019-05-15    -1.81%
    2019-05-16    0.71%
    2019-05-17    1.06%
    2019-05-20    -1.13%
    2019-05-21    0.00%
    2019-05-22    0.00%
    2019-05-23    1.43%
    2019-05-24    -1.47%
    2019-05-27    -0.49%
    2019-05-28    0.00%
    2019-05-29    1.49%
    2019-05-30    0.80%
    2019-05-31    1.37%
    2019-06-03    0.22%
    2019-06-04    -0.59%
    2019-06-05    1.39%
    2019-06-06    0.92%
    2019-06-07    1.43%
    2019-06-10    -0.53%
    2019-06-11    -0.56%
    2019-06-12    1.14%
    2019-06-13    1.33%
    2019-06-14    1.23%
    2019-06-17    0.62%
    2019-06-18    0.14%
    2019-06-19    2.11%
    2019-06-20    3.50%
    2019-06-21    -1.88%
    2019-06-24    -0.24%
    2019-06-25    -0.18%
    2019-06-26    -1.79%
    2019-06-27    0.29%
    2019-06-28    0.57%
    2019-07-01    -4.87%
    2019-07-02    3.43%
    2019-07-03    3.79%
    2019-07-04    5.61%
    2019-07-05    -3.37%
    2019-07-08    0.09%
    2019-07-09    -1.32%
    2019-07-10    -0.98%
    2019-07-11    -1.39%
    2019-07-12    -0.85%
    2019-07-15    0.29%
    2019-07-16    0.00%
    2019-07-17    0.00%
    2019-07-18    2.49%
    2019-07-19    -0.15%
    2019-07-22    -1.04%
    2019-07-23    0.00%
    2019-07-24    0.00%
    2019-07-25    0.00%
    2019-07-26    0.00%
    2019-07-29    3.61%
    2019-07-30    0.00%
    2019-07-31    0.00%
    2019-08-01    0.00%
    2019-08-02    -0.04%
    2019-08-05    0.07%
    2019-08-06    0.00%
    2019-08-07    0.00%
    2019-08-08    0.00%
    2019-08-09    0.00%
    2019-08-12    0.00%
    2019-08-13    0.00%
    2019-08-14    0.00%
    2019-08-15   
    2019-08-16   
    2019-08-19    0.00%
    2019-08-20    0.00%
    2019-08-21    0.00%
    2019-08-22    0.00%
    2019-08-23    2.16%
    2019-08-26    0.90%
    2019-08-27    0.62%
    2019-08-28    1.86%
    2019-08-29    1.26%
    2019-08-30    0.56%
    2019-09-02    -0.20%
    2019-09-03    0.00%
    2019-09-04    1.49%
    2019-09-05    -0.42%
    2019-09-06    -0.52%
    2019-09-09    -2.21%
    2019-09-10    -1.12%
    2019-09-11    0.50%
    2019-09-12    0.03%
    2019-09-13    -2.52%
    2019-09-16    -1.31%
    2019-09-17    0.00%
    2019-09-18    0.42%
    2019-09-19    1.00%
    2019-09-20    0.79%
    2019-09-23    0.38%
    2019-09-24    0.00%
    2019-09-25    0.08%
    2019-09-26    1.09%
    2019-09-27    -0.26%
    2019-09-30    1.30%
    2019-10-01    -0.90%
    2019-10-02    -1.65%
    2019-10-03    -2.61%
    2019-10-04    1.27%
    2019-10-07    0.45%
    2019-10-08    0.00%
    2019-10-09    1.53%
    2019-10-10    -2.52%
    2019-10-11    -2.60%
    2019-10-14    0.05%
    2019-10-15    0.00%
    2019-10-16    0.79%
    2019-10-17    -0.56%
    2019-10-18    -0.21%
    2019-10-21    0.00%
    2019-10-22    0.00%
    2019-10-23    0.37%
    2019-10-24    1.24%
    2019-10-25    0.08%
    2019-10-28    -0.60%
    2019-10-29    0.00%
    2019-10-30    0.00%
    2019-10-31    -1.45%
    2019-11-01    1.52%
    2019-11-04    -0.04%
    2019-11-05    -0.05%
    2019-11-06    0.36%
    2019-11-07    1.67%
    2019-11-08    -1.92%
    2019-11-11    -0.25%
    2019-11-12    0.00%
    2019-11-13    0.00%
    2019-11-14    -2.04%
    2019-11-15    0.98%
    2019-11-18    -0.05%
    2019-11-19   
    2019-11-20   
    2019-11-21   
    2019-11-22    1.40%
    2019-11-25    1.72%
    2019-11-26    0.89%
    2019-11-27    1.37%
    2019-11-28    -0.34%
    2019-11-29    -0.40%
    2019-12-02    -3.24%
    2019-12-03    -2.60%
    2019-12-04    0.35%
    2019-12-05    -0.89%
    2019-12-06    -0.03%
    2019-12-09    -0.34%
    2019-12-10    -0.82%
    2019-12-11    1.31%
    2019-12-12    1.39%
    2019-12-13    -1.56%
    2019-12-16    2.00%
    2019-12-17    0.35%
    2019-12-18    0.08%
    2019-12-19    -0.83%
    2019-12-20    -0.77%
    2019-12-23    0.01%
    2019-12-24   
    2019-12-25   
    2019-12-26   
    2019-12-27   
    2019-12-30   
    2019-12-31   
    2020-01-01   
    2020-01-02   
    2020-01-03   
    2020-01-06    0.44%
    2020-01-07    0.75%
    2020-01-08    2.31%
    2020-01-09    0.34%
    2020-01-10    1.09%
    2020-01-13    1.50%
    2020-01-14    0.79%
    2020-01-15    1.47%
    2020-01-16    0.87%
    2020-01-17    2.46%
    2020-01-20    1.42%
    2020-01-21    -2.65%
    2020-01-22    1.98%
    2020-01-23    -0.97%
    2020-01-24    -0.57%
    2020-01-27    -4.03%
    2020-01-28    0.74%
    2020-01-29    1.11%
    2020-01-30    0.11%
    2020-01-31    -0.76%
    2020-02-03    1.60%
    2020-02-04    -2.04%
    2020-02-05    0.80%
    2020-02-06    0.07%
    2020-02-07    0.51%
    2020-02-10    1.13%
    2020-02-11    -0.28%
    2020-02-12    -0.62%
    2020-02-13    -0.69%
    2020-02-14    0.68%
    2020-02-17    -0.12%
    2020-02-18   
    2020-02-19   
    2020-02-20   
    2020-02-21   
    2020-02-24    -1.13%
    2020-02-25    -1.54%
    2020-02-26    0.83%
    2020-02-27    -0.93%
    2020-02-28    1.50%
    2020-03-02    -0.67%
    2020-03-03    -0.36%
    2020-03-04    -1.92%
    2020-03-05    0.79%
    2020-03-06    -0.09%
    2020-03-09    2.26%
    2020-03-10    -3.81%
    2020-03-11    2.75%
    2020-03-12    1.75%
    2020-03-13    1.60%
    2020-03-16    3.72%
    2020-03-17    0.98%
    2020-03-18    4.55%
    2020-03-19    -3.32%
    2020-03-20    -1.10%
    2020-03-23    -0.03%
    2020-03-24    -3.45%
    2020-03-25    -1.93%
    2020-03-26    -1.27%
    2020-03-27    -0.96%
    2020-03-30    0.67%
    2020-03-31    0.08%
    2020-04-01    1.35%
    2020-04-02    0.90%
    2020-04-03    1.22%
    2020-04-06    -1.56%
    2020-04-07    -2.60%
    2020-04-08    -0.75%
    2020-04-09    0.67%
    2020-04-10   
    2020-04-13   
    2020-04-14   
    2020-04-15    1.29%
    2020-04-16    1.08%
    2020-04-17    -1.35%
    2020-04-20    0.46%
    2020-04-21    1.75%
    2020-04-22    -0.61%
    2020-04-23    -0.75%
    2020-04-24    0.86%
    2020-04-27    -1.06%
    2020-04-28    -0.06%
    2020-04-29    -0.11%
    2020-04-30    -2.27%
    2020-05-01    -0.34%
    2020-05-04    1.09%
    2020-05-05    -0.71%
    2020-05-06    0.35%
    2020-05-07    0.13%
    2020-05-08    -0.23%
    2020-05-11    0.18%
    2020-05-12    0.64%
    2020-05-13    2.14%
    2020-05-14    0.12%
    2020-05-15    1.04%
    2020-05-18   
    2020-05-19   
    2020-05-20    0.71%
    2020-05-21    0.28%
    2020-05-22    0.33%
    2020-05-25    -0.11%
    2020-05-26    -0.05%
    2020-05-27    -2.45%
    2020-05-28    3.77%
    2020-05-29    -0.14%
    2020-06-01    0.43%
    2020-06-02    -1.10%
    2020-06-03    -1.02%
    2020-06-04    0.48%
    2020-06-05    -3.64%
    2020-06-08   
    2020-06-09   
    2020-06-10    0.06%
    2020-06-11    1.33%
    2020-06-12    1.68%
    2020-06-15    0.48%
    2020-06-16    -0.58%
    2020-06-17    1.17%
    2020-06-18    1.06%
    2020-06-19    0.40%
    2020-06-22    0.22%
    2020-06-23    0.76%
    2020-06-24    1.12%
    2020-06-25    2.35%
    2020-06-26    2.53%
    2020-06-29    -0.80%
    2020-06-30    -1.12%
    2020-07-01    -7.01%
    2020-07-02   
    2020-07-03   
    2020-07-06    -1.74%
    2020-07-07    0.59%
    2020-07-08    0.16%
    2020-07-09    -2.01%
    2020-07-10    0.33%
    2020-07-13    -0.27%
    2020-07-14   
    2020-07-15   
    2020-07-16    -0.80%
    2020-07-17    0.48%
    2020-07-20    0.31%
    2020-07-21    0.81%
    2020-07-22    0.64%
    2020-07-23    0.97%
    2020-07-24    0.18%
    2020-07-27    -1.18%
    2020-07-28    1.14%
    2020-07-29    0.54%
    2020-07-30   
    2020-07-31   
    2020-08-03    -2.10%
    2020-08-04    -0.64%
    2020-08-05    2.95%
    2020-08-06    -1.30%
    2020-08-07    1.30%
    2020-08-10    -0.42%
    2020-08-11    -0.39%
    2020-08-12   
    2020-08-13   
    2020-08-14   
    2020-08-17   
    2020-08-18   
    2020-08-19   
    2020-08-20   
    2020-08-21   
    2020-08-24   
    2020-08-25   
    2020-08-26   
    2020-08-27   
    2020-08-28    -1.58%
    2020-08-31    -0.57%
    2020-09-01    -0.77%
    2020-09-02    0.43%
    2020-09-03    1.33%
    2020-09-04    0.01%
    2020-09-07    -0.94%
    2020-09-08    0.05%
    2020-09-09    1.91%
    2020-09-10    0.87%
    2020-09-11    1.54%
    2020-09-14    0.61%
    2020-09-15    0.24%
    2020-09-16    0.37%
    2020-09-17    -0.51%
    2020-09-18    0.26%
    2020-09-21    -0.71%
    2020-09-22    0.88%
    2020-09-23    0.73%
    2020-09-24    -1.67%
    2020-09-25    0.16%
    2020-09-28    0.14%
    2020-09-29    -0.32%
    2020-09-30   
    2020-10-01   
    2020-10-02   
    2020-10-05    0.25%
    2020-10-06    -1.82%
    2020-10-07    -0.59%
    2020-10-08    -0.48%
    2020-10-09    0.54%
    2020-10-12    -0.18%
    2020-10-13    0.47%
    2020-10-14    1.06%
    2020-10-15    0.35%
    2020-10-16    -0.13%
    2020-10-19    0.74%
    2020-10-20    -0.96%
    2020-10-21   
    2020-10-22   
    2020-10-23    -0.10%
    2020-10-26    1.68%
    2020-10-27    -0.17%
    2020-10-28    1.27%
    2020-10-29    -0.19%
    2020-10-30    0.29%
    2020-11-02    -1.21%
    2020-11-03    0.32%
    2020-11-04    0.01%
    2020-11-05    2.27%
    2020-11-06    -0.14%
    2020-11-09    -0.47%
    2020-11-10    -3.49%
    2020-11-11    -1.11%
    2020-11-12    -0.04%
    2020-11-13   
    2020-11-16   
    2020-11-17    0.58%
    2020-11-18    -0.13%
    2020-11-19   
    2020-11-20   
    2020-11-23   
    2020-11-24   
    2020-11-25   
    2020-11-26   
    2020-11-27   
    2020-11-30    0.80%
    2020-12-01    -1.53%
    2020-12-02    -0.56%
    2020-12-03    1.15%
    2020-12-04    1.42%
    2020-12-07    0.97%
    2020-12-08    0.08%
    2020-12-09    -0.56%
    2020-12-10    1.53%
    2020-12-11    0.54%
    2020-12-14    -0.42%
    2020-12-15    -0.56%
    2020-12-16    0.45%
    2020-12-17    -1.03%
    2020-12-18    0.51%
    2020-12-21    1.11%
    2020-12-22    -0.23%
    2020-12-23    0.01%
    2020-12-24    -1.28%
    2020-12-25    0.04%
    2020-12-28    0.14%
    2020-12-29    1.71%
    2020-12-30    -0.05%
    2020-12-31    1.13%
    2021-01-01    -0.31%
    2021-01-04    2.49%
    2021-01-05    -1.11%
    2021-01-06    0.34%
    2021-01-07    -1.11%
    2021-01-08    -0.01%
    2021-01-11    -0.78%
    2021-01-12    -1.37%
    2021-01-13    2.75%
    2021-01-14    -0.53%
    2021-01-15    1.54%
    2021-01-18    0.02%
    2021-01-19    0.04%
    2021-01-20    -0.40%
    2021-01-21    0.87%
    2021-01-22    -1.94%
    2021-01-25    -2.06%
    2021-01-26    1.01%
    2021-01-27    0.04%
    2021-01-28    -1.35%
    2021-01-29    -0.44%
    2021-02-01    -0.90%
    2021-02-02    0.39%
    2021-02-03    0.14%
    2021-02-04    0.18%
    2021-02-05    -0.08%
    2021-02-08    -0.04%
    2021-02-09    1.18%
    2021-02-10    -0.13%
    2021-02-11    -0.54%
    2021-02-12    0.87%
    2021-02-15    -0.84%
    2021-02-16    0.44%
    2021-02-17    -0.68%
    2021-02-18    -0.74%
    2021-02-19    -0.14%
    2021-02-22    -0.28%
    2021-02-23    -0.04%
    2021-02-24    0.22%
    2021-02-25    0.59%
    2021-02-26    -2.70%
    2021-03-01    0.39%
    2021-03-02    1.14%
    2021-03-03    -0.15%
    2021-03-04    -0.82%
    2021-03-05    -0.68%
    2021-03-08    0.85%
    2021-03-09    -0.35%
    2021-03-10    0.61%
    2021-03-11    -0.26%
    2021-03-12    0.15%
    2021-03-15    -0.26%
    2021-03-16    0.68%
    2021-03-17    -0.12%
    2021-03-18    -0.24%
    2021-03-19    -1.41%
    2021-03-22    0.78%
    2021-03-23    0.43%
    2021-03-24    0.48%
    2021-03-25    -0.43%
    2021-03-26    0.18%
    2021-03-29    -0.32%
    2021-03-30    -0.37%
    2021-03-31    -0.21%
    2021-04-01    2.60%
    2021-04-02    0.53%
    2021-04-05    0.22%
    2021-04-06    0.14%
    2021-04-07    0.31%
    2021-04-08    0.61%
    2021-04-09    0.92%
    2021-04-12    0.42%
    2021-04-13    -0.38%
    2021-04-14    0.42%
    2021-04-15    0.25%
    2021-04-16    0.98%
    2021-04-19    0.99%
    2021-04-20    -0.57%
    2021-04-21    -0.45%
    2021-04-22    1.80%
    2021-04-23    1.30%
    2021-04-26    0.77%
    2021-04-27    0.96%
    2021-04-28    -1.66%
    2021-04-29    -0.48%
    2021-04-30    -0.04%
    2021-05-03    0.28%
    2021-05-04    -0.08%
    2021-05-05    -0.43%
    2021-05-06    1.90%
    2021-05-07    1.55%
    2021-05-10    1.15%
    2021-05-11    -2.69%
    2021-05-12    0.11%
    2021-05-13    -1.60%
    2021-05-14    0.32%
    2021-05-17    2.07%
    2021-05-18    1.44%
    2021-05-19    -2.05%
    2021-05-20    -0.91%
    2021-05-21    -0.15%
    2021-05-24    -1.27%
    2021-05-25    1.31%
    2021-05-26    0.12%
    2021-05-27    -0.49%
    2021-05-28    -1.65%
    2021-05-31    -0.10%
    2021-06-01    0.92%
    2021-06-02    0.62%
    2021-06-03    1.61%
    2021-06-04    -2.35%
    2021-06-07    3.26%
    2021-06-08    0.06%
    2021-06-09    0.58%
    2021-06-10    -0.13%
    2021-06-11    1.24%
    2021-06-14    -2.62%
    2021-06-15    0.81%
    2021-06-16    -0.75%
    2021-06-17   
    2021-06-18   
    2021-06-21    -0.74%
    2021-06-22    1.50%
    2021-06-23    0.82%
    2021-06-24    -0.15%
    2021-06-25    0.76%
    2021-06-28    -0.02%
    2021-06-29    -0.27%
    2021-06-30    1.05%
    2021-07-01    -0.11%
    2021-07-02    0.85%
    2021-07-05    0.67%
    2021-07-06    0.45%
    2021-07-07    -1.29%
    2021-07-08    0.24%
    2021-07-09    -1.32%
    2021-07-12    1.63%
    2021-07-13    1.00%
    2021-07-14    -0.17%
    2021-07-15    -0.12%
    2021-07-16    -0.90%
    2021-07-19    -0.18%
    2021-07-20    -2.19%
    2021-07-21    1.45%
    2021-07-22    1.52%
    2021-07-23   
    2021-07-26   
    2021-07-27   
    2021-07-28   
    2021-07-29   
    2021-07-30   
    2021-08-02   
    2021-08-03   
    2021-08-04   
    2021-08-05   
    2021-08-06   
    2021-08-09    -2.00%
    2021-08-10    -0.37%
    2021-08-11    0.07%
    2021-08-12    1.75%
    2021-08-13    0.99%
    2021-08-16    -0.04%
    2021-08-17    0.34%
    2021-08-18    -1.21%
    2021-08-19    -2.39%
    2021-08-20    -1.94%
    2021-08-23    1.68%
    2021-08-24    0.64%
    2021-08-25    -0.22%
    2021-08-26    -0.02%
    2021-08-27    -0.03%
    2021-08-30    2.13%
    2021-08-31    1.97%
    2021-09-01    -0.83%
    2021-09-02    -0.08%
    2021-09-03    0.20%
    2021-09-06    -1.56%
    2021-09-07    0.35%
    2021-09-08    -1.35%
    2021-09-09    -1.23%
    2021-09-10    -1.07%
    2021-09-13    -0.81%
    2021-09-14    -0.13%
    2021-09-15    -0.14%
    2021-09-16    0.70%
    2021-09-17    -0.12%
    2021-09-20    -2.49%
    2021-09-21    -0.92%
    2021-09-22    -0.18%
    2021-09-23    0.49%
    2021-09-24    0.24%
    2021-09-27    1.23%
    2021-09-28    -0.13%
    2021-09-29    -0.97%
    2021-09-30    1.45%
    2021-10-01    -0.38%
    2021-10-04    0.30%
    2021-10-05    0.07%
    2021-10-06    0.67%
    2021-10-07    -0.65%
    2021-10-08    0.42%
    2021-10-11    0.65%
    2021-10-12    1.06%
    2021-10-13    -0.37%
    2021-10-14    -0.87%
    2021-10-15    0.17%
    2021-10-18    1.11%
    2021-10-19    0.48%
    2021-10-20    0.77%
    2021-10-21    0.97%
    2021-10-22    0.26%
    2021-10-25    -0.46%
    2021-10-26    1.21%
    2021-10-27    -1.75%
    2021-10-28    -3.59%
    2021-10-29    2.57%
    2021-11-01    1.36%
    2021-11-02    1.67%
    2021-11-03    -0.89%
    2021-11-04    -0.35%
    2021-11-05    -0.86%
    2021-11-08    0.59%
    2021-11-09    -0.63%
    2021-11-10    -0.19%
    2021-11-11    0.19%
    2021-11-12    1.04%
    2021-11-15    0.34%
    2021-11-16    0.81%
    2021-11-17    -0.52%
    2021-11-18    0.05%
    2021-11-19    -0.29%
    2021-11-22    -1.78%
    2021-11-23    -0.63%
    2021-11-24    1.01%
    2021-11-25    -0.25%
    2021-11-26    -2.46%
    2021-11-29    -9.31%
    2021-11-30    -3.46%
    2021-12-01    0.02%
    2021-12-02    -1.87%
    2021-12-03    2.43%
    2021-12-06    -0.49%
    2021-12-07    1.40%
    2021-12-08    1.91%
    2021-12-09    0.24%
    2021-12-10    -0.76%
    2021-12-13    0.64%
    2021-12-14    -0.96%
    2021-12-15    -0.19%
    2021-12-16    1.24%
    2021-12-17    -1.04%
    2021-12-20    -0.84%
    2021-12-21    1.02%
    2021-12-22    0.64%
    2021-12-23    0.08%
    2021-12-24    0.22%
    2021-12-27    -0.08%
    2021-12-28    0.91%
    2021-12-29    -0.04%
    2021-12-30    0.17%
    2021-12-31    0.00%
    2022-01-03    -0.37%
    2022-01-04    0.88%
    2022-01-05    0.75%
    2022-01-06    0.21%
    2022-01-07    0.36%
    2022-01-10    -0.07%
    2022-01-11    -1.28%
    2022-01-12    2.34%
    2022-01-13    0.14%
    2022-01-14    -0.86%
    2022-01-17    0.68%
    2022-01-18    0.31%
    2022-01-19    -0.68%
    2022-01-20    0.59%
    2022-01-21    -1.05%
    2022-01-24    0.02%
    2022-01-25    -0.66%
    2022-01-26    -0.24%
    2022-01-27    1.47%
    2022-01-28    1.79%
    2022-01-31    0.24%
    2022-02-01    -0.14%
    2022-02-02    1.08%
    2022-02-03    -0.45%
    2022-02-04    1.07%
    2022-02-07    1.53%
    2022-02-08    -0.06%
    2022-02-09    -0.95%
    2022-02-10    1.61%
    2022-02-11    -0.63%
    2022-02-14    2.92%
    2022-02-15    -1.06%
    2022-02-16    -0.96%
    2022-02-17    -0.43%
    2022-02-18    -0.31%
    2022-02-21    0.62%
    2022-02-22    2.93%
    2022-02-23    0.31%
    2022-02-24    3.57%
    2022-02-25    -1.72%
    2022-02-28    -0.14%
    2022-03-01    0.17%
    2022-03-02    6.31%
    2022-03-03    4.51%
    2022-03-04    -2.34%
    2022-03-07    4.56%
    
     
    #3271     Mar 8, 2022
    Elder, wopr and blink18 like this.
  2. djames

    djames

    It's a wild ride following the DO signals, the instance that I'm running can't shake off a love of Japanese equity and today it had me shorting e-mini nat gas (OG) which I did with reservations. Computer says yes!
     
    #3272     Mar 8, 2022
  3. Makes you almost concerned whether in a certain formula a + sign has been inadvertently replaced by a - sign? :)
     
    #3273     Mar 8, 2022
  4. Elder

    Elder

    GAT - your information sharing is already a great advertisement for people to put in the hours and get involved in the automated TF/Carry space, but for the cynical who might want you to show them the money, this data certainly completes the circle :strong:
     
    #3274     Mar 8, 2022
    globalarbtrader likes this.
  5. djames

    djames

    What are your scores today Rob? I'm having the mythical 5%'er, at least until the Silver surfer gives it all back.
     
    #3275     Mar 8, 2022
  6. Kernfusion

    Kernfusion

    just looked at my positions, I'm short SP500, jpy, Nikkei, eurodollar, FBON, long oil, gold, pork, soybeans, corn, French OAT bond.
    So it's starting to short equites!
    The paper system is getting really close to HWM, but prod is lagging..
     
    #3276     Mar 8, 2022
    djames likes this.
  7. Kernfusion

    Kernfusion

    Also, just noticed nickel is shooting up, but looks like it's only OTC traded? and that NI contract unavailable for a lot of countries.. Too bad, would've been a really diversifying commodity..
     
    #3277     Mar 8, 2022
  8. #3278     Mar 9, 2022
  9. A piss poor 0.2% up, and a pathetic +2% today. Honestly, if I keep getting these kind of depressingly low returns I might shut the system down.

    From https://vantagepointtrading.com/how-much-money-can-i-make-as-a-day-trader/#:~:text=Therefore, with a decent futures,about a 18% monthly return.

    "Therefore, with a decent futures day trading strategy, and a $15,000 account, you can make roughly .... about a 18% monthly return."

    As I have more than $15K and can trade multiple instruments, plus 20 years experience trading futures, I really ought to be able to make more than 18% per month.

    Rob

    PS YTD +26%
     
    #3279     Mar 9, 2022
  10. It's woth noting, as I did on Twitter, that because I don't compound my returns a more comparable figure would be even higher: around 33%. This is also the figure you'd see on fundseeder or in the IB report. At my year end review I'll quote both types of figures.

    This non compounding means I treat my account like a cash machine that only pays out when I'm at HWM (see earlier in the thread for detailed discussion). Since the accumulated profits over the HWM this morning hit 50K I decided to withdraw that as a nice round number. I'd already done some tactical selling in my long only portfolio to take advantage of capital gains tax allowances (a little earlier than neccessary, since the financial year ends in early April), so I'm now sitting on a fair amount of cash. Given the state of the long only markets this early selling would have made a few extra basis points.

    (Some of that 50K will be needed to pay the tax on my futures profits, which are something like 110K for the financial year, but I'll cross that bridge when I come to it)

    I also had to do some currency conversion, since I have a lot of surplus cash particularly in dollars not used for margin, and so I'm taking fairly hefty currency risk. I've actually made about 2.5% on currency this financial year. Converting much of this back into GBP is a nice way of taking profits on that 'trade'. My margin usage is just under 25% of notional capital, which is insane given the returns I'm generating, but then my estimate of portfolio risk is only 15% which is also batshit crazy.

    Rob
     
    #3280     Mar 9, 2022