Universal Trend Trading

Excluding commisions:
CAGR: 47%
Max DD: -50%
Profit factor: 2.03
Expectancy: 0.7
Average profit per transaction: 0.6%

 

Closed EurChf with a loss -31573
Finally.
Account Value 487k

 

Sold NASDAQ 100 @ 2205.40
Account Value 457k

 

Closed NASDAQ 100 at 2283.60 with loss -3942
Account Value 405k

 

Closed AudUsd with loss -30312
Closed DJIA with loss -7944
Closed FTSE100 with loss -6092
Closed SP500 with loss -3747
Bought EurGbp @ 0.8822
Bought EurUsd @ 1.4216

Account Value 297k. Huge 40% drawdown. On average, drawdown after starting system is 27%, so this one is bigger, but nothing to panick about.

 

Huh?....nothing to panic about? How could you even say that? You need 66.66% return to break even. Thats pretty big hurdle.

 

Well, yes it is. But look at historical rolling one-year return. Horizontal red line is at +66%. Profit like this happened many times in the past. I'm sure system will recover.

 

Uh,...OOoooK. Good Luck with that.

 

Closed EurGbp with loss -1953
Closed EurUsd with loss -1308

Account Value 301k

 

You should have lunch with neke and discuss your strategies.