Archive for March, 2012

30 March 2011

Friday, March 30th, 2012

 

Realized P/L for this contract (ZS) = $769.64   % Return = 10.13

A good way to close out the month!

 

29 Mar 2012

Thursday, March 29th, 2012

 

No Trade

 

28 Mar 2012

Wednesday, March 28th, 2012

 

Realized P/L for this contract (ZS) = $-335.72   % Return = -4.24

 

28 March 2012

Tuesday, March 27th, 2012

 

Realized P/L for this contract (ZS) = $664.28   % Return = 9.02

 

26 Mar 2012

Monday, March 26th, 2012

 

Realized P/L for this contract (ZS) = $-285.72   % Return = -3.75

 

23 Mar 2012

Friday, March 23rd, 2012

 

Realized P/L for this contract (ZS) = $-210.72   % Return = -2.72

 

22 Mar 2012

Thursday, March 22nd, 2012

 

No Trade

 

21 March 2012

Wednesday, March 21st, 2012

 

Realized P/L for this contract (ZS) = $219.64   % Return = 2.89

20 Mar 2012

Tuesday, March 20th, 2012

No  Trade.

 

19 March 2012

Monday, March 19th, 2012

No Trade.

 

16 march 3012

Friday, March 16th, 2012

 

No Trade.

 

15 March 2012

Thursday, March 15th, 2012

 

Realized P/L for this contract (ZS) = $119.64   % Return = 1.59

 

 

14 March 2012

Wednesday, March 14th, 2012

 

Realized P/L for this contract (ZS) = $-292.86   % Return = -3.77

 

 

13 March 2012

Tuesday, March 13th, 2012

 

Realized P/L for this contract (ZS) = $82.14   % Return = 1.06

 

12 March 2012

Monday, March 12th, 2012

 

Realized P/L for this contract (ZS) = $-205.36   % Return = -2.60

 

 

9 March 2012

Friday, March 9th, 2012

 

No Trade.

 

8 March 2012

Thursday, March 8th, 2012

 

Realized P/L for this contract (ZS) = $-180.36   % Return = -2.20

 

7 March 2012

Wednesday, March 7th, 2012

 

Realized P/L for this contract (ZS) = $-260.72   % Return = -3.10

 

 

6 March 2012

Tuesday, March 6th, 2012

 

Realized P/L for this contract (ZS) = $644.64   % Return = 8.27

 

 

5 March 2012

Monday, March 5th, 2012

 

Realized P/L for this contract (ZS) = $-267.86   % Return = -3.30

 

 

2 March 2012

Friday, March 2nd, 2012

 

Realized P/L for this contract (ZS) = $889.28   % Return = 12.14

 

1 March 2012

Thursday, March 1st, 2012

 

No Trade

 

 

29 Feb 2012

Thursday, March 1st, 2012

 

No Trade.

I am tuning this strategy slightly based on an approach yielding good back results over the last several years, (although it is by no means immune to sharp drawdowns of 50%+!).  On average, it should trade about 50% of the time.