Quarterly summary: Up 26.5 pts, about 1.9% YTD. Market is just above breakeven so my edge is 1.8% or so, currently long. Supposed I keep up similar performance, I should finish the year 4x1.8 +4= 11% above the market. Honestly I expect better, since each month so far I made 1-1 mistake that had great effect on my performance. In January and February I went down with the market instead of going flat and in March I missed a rally. And I am still outperforming it! Since the best relative return (compared to the market) comes when I am short and the market is falling, I am going to try to capture it at least 2-3 times for the rest of the year. I just come up with a strategy for it....
4 months summary: Up 44 points, about 3% YTD (plus the extra 4%). I missed the big runup, I honestly didn't think the market would go this high. The moral is, with this strategy stay long unless there are clear signs of falling. Also I went short about 5 points too early, but it worked out. I expect a bounce now... Market is at 4.5% YTD...