Long/Short Stock Swing Trading Journal

Very nice results MC. Is that on a live account? If so, congrats on the winnings!

 

Thanks, mahras, it is not 100% live.

 

No new position tomorrow, 2/28/2006.

Account PL: $44,680, 54% in stock, 46% in cash. StopLoss $4,000.

 

Exited all positions at open due to stopLoss. Now 100% in cash.

 

Positions exited today:
Date Entry Symbol Long/Short Shares Entry Price Exit Price P/L P/L% P/L after fees(0.6%)
2/14/06 AVII 1 1600 7.15 7.65 800.0 7.0% 731.4
2/14/06 HMY 1 800 14.98 13.99 -792.0 -6.6% -863.9
2/14/06 OS 1 300 35.76 37.88 636.0 5.9% 571.6
2/14/06 SLW 1 1700 7 8.17 1989.0 16.7% 1917.6
2/14/06 PCU 1 100 80.51 79.65 -86.0 -1.1% -134.3
2/14/06 TIE 1 300 34.65 41.02 1911.0 18.4% 1848.6
2/14/06 WTZ 1 800 14.72 19.37 3720.0 31.6% 3649.3
2/14/06 AUY 1 1500 7.79 8.96 1755.0 15.0% 1684.9
2/14/06 PDC 1 600 17.46 14.39 -1842.0 -17.6% -1904.9
2/14/06 WPSC 1 800 14.99 16.65 1328.0 11.1% 1256.0
2/14/06 CESV 1 1700 6.84 6.82 -34.0 -0.3% -103.8
2/14/06 SWN 1 300 32.85 32.09 -228.0 -2.3% -287.1
2/14/06 GOOG 1 50 343.32 362.62 965.0 5.6% 862.0
2/14/06 GSX 1 2000 5.93 5.71 -440.0 -3.7% -511.2
2/14/06 NVTL 1 1200 9.9 8.16 -2088.0 -17.6% -2159.3
2/14/06 WSSI 1 800 13.92 15.67 1400.0 12.6% 1333.2
2/14/06 ENER 1 200 42.29 46.85 912.0 10.8% 861.3
2/14/06 PTEN 1 300 30.45 27.55 -870.0 -9.5% -924.8
2/14/06 THE 1 300 35.9 33.52 -714.0 -6.6% -778.6
2/14/06 KCS 1 500 23.01 23.6 295.0 2.6% 226.0
2/14/06 NEOL 1 1100 10.15 10.12 -33.0 -0.3% -100.0
2/14/06 JBLU 1 1000 11.14 11.4 260.0 2.3% 193.2
2/14/06 RRC 1 400 24.27 23.93 -136.0 -1.4% -194.2
2/14/06 TOL 1 400 29.88 32.36 992.0 8.3% 920.3
2/14/06 SNWL 1 1700 6.86 6.71 -255.0 -2.2% -325.0
2/14/06 KWK 1 200 40.14 36.32 -764.0 -9.5% -812.2
2/14/06 ESV 1 200 44.4 44.69 58.0 0.7% 4.7
2/14/06 AMLN 1 300 37.21 43.38 1851.0 16.6% 1784.0
2/14/06 TOL 1 400 29.88 32.36 992.0 8.3% 920.3
2/14/06 SPF 1 300 34.7 32.85 -555.0 -5.3% -617.5
2/15/06 BIVN 1 1400 8.1 8.42 448.0 4.0% 380.0
2/15/06 RIG 1 100 70.2 74.18 398.0 5.7% 355.9
2/15/06 ERS 1 700 16.5 21.22 3304.0 28.6% 3234.7
2/15/06 VPHM 1 600 19.75 19.35 -240.0 -2.0% -311.1
2/15/06 ASPV 1 500 23.38 26.13 1375.0 11.8% 1304.9
2/15/06 ATVI 1 900 12.47 12.5 27.0 0.2% -40.3
2/15/06 IDNX 1 1500 7.81 8.14 495.0 4.2% 424.7
2/15/06 RDC 1 300 39.66 40.25 177.0 1.5% 105.6
2/15/06 BRCM 1 300 44.57 45.1 159.0 1.2% 78.8
2/15/06 CDIS 1 300 34.24 35.21 291.0 2.8% 229.4
2/16/06 BCSI 1 600 18.95 21.23 1368.0 12.0% 1299.8
2/16/06 RES 1 500 22.52 21.19 -665.0 -5.9% -732.6
2/16/06 GRA 1 1200 9.42 10.15 876.0 7.7% 808.2
2/16/06 PLLL 1 700 16.78 17.01 161.0 1.4% 90.5
2/16/06 CNET 1 800 13.62 13.84 176.0 1.6% 110.6
2/16/06 CUTR 1 400 24.99 27.09 840.0 8.4% 780.0
2/16/06 NTRI 1 300 38.45 42.97 1356.0 11.8% 1286.8
2/16/06 SYMM 1 1300 9.12 8.97 -195.0 -1.6% -266.1
2/16/06 CERN 1 200 43 41.63 -274.0 -3.2% -325.6
2/16/06 NVTL 1 1100 10.25 8.16 -2299.0 -20.4% -2366.7
2/17/06 EXPE 1 500 20.12 18.97 -575.0 -5.7% -635.4
2/17/06 CLF 1 100 89.97 86.05 -392.0 -4.4% -446.0
2/17/06 ATVI 1 900 12.18 12.5 288.0 2.6% 222.2
2/17/06 IIJI 1 1100 10.02 9.74 -308.0 -2.8% -374.1
2/17/06 CUTR 1 400 25.5 27.09 636.0 6.2% 574.8
2/17/06 LEA 1 500 22.87 20.86 -1005.0 -8.8% -1073.6
2/17/06 BMD 1 1700 7 6.73 -459.0 -3.9% -530.4
2/17/06 MFE 1 500 23.27 23.26 -5.0 -0.0% -74.8
2/17/06 UARM 1 400 28.92 28.19 -292.0 -2.5% -361.4
2/17/06 JCOM 1 200 40.58 43.6 604.0 7.4% 555.3


Account PL: $33018.

 

I guess your broker loves you...

So you lost 25% of your Account PL overnite? By "Account PL" you mean only Profit/Loss? What's your "Account" value?

Why did you lose $11,662 when you had a $4,000 stop loss? Was it a "mental" stop?

 

Very good point. I used the EOD data to show the account PL. As I mentioned this morning that I exited all positions (http://www.elitetrader.com/vb/showthread.php?s=&threadid=61970&perpage=6&pagenumber=14) so my real execution was much earlier and the loss is smaller. My account lost about $6,000 instead of $11,622 as I showed here. For the journal, end of day data is easy for people to keep track.

Account PL means gain/loss of the account including closed and open positions. Account value at the beginning of the day: $674,840. The stop is a mental stop, because the account has 60 positions.

 

March is holiday month for this system. We will mainly stay in sideline.

 

Why? Is there any other holiday?

 

It is based on SP and Nasdaq’s price patterns and historical performance of the system. I dont know what kind of action to take in April until the end of March.