Archive for August, 2012

31 August 2012

Friday, August 31st, 2012

Estimated P/L for this contract (ES) = $-216.52   Estimated Return = -3.67%

 

30 August 2012

Thursday, August 30th, 2012

Estimated P/L for this contract (ES) = $316.96   Estimated Return = 5.68%

 

29 August 2012

Thursday, August 30th, 2012

No trade.

 

28 August 2012

Tuesday, August 28th, 2012

No trade.

 

27 august 2012

Monday, August 27th, 2012

No Trade.

 

24 August 2012

Friday, August 24th, 2012

No trade today.

 

23/8/2012

Friday, August 24th, 2012

I was unable to trade last night – a pity as this looks like a small win.

 

22 August 2012

Wednesday, August 22nd, 2012


Estimated P/L for this contract (ES) = $83.92   Estimated Return = 1.46%

 

21 August 2012

Tuesday, August 21st, 2012

$-166.04   Estimated Return = -2.8%.  Not to plan!

 

20 August 2012

Monday, August 20th, 2012

I have adjusted the strategy settings for this account based on some recent research. The emphasis is on small, regular gains – with some (hopefully infrequent) larger losses.

Today’s result was a good start:

Estimated P/L for this contract (ES) = $41.96   Estimated Return = 0.72%

17 August 2012

Saturday, August 18th, 2012

Estimated P/L for this contract (ES) = $-308.04   Estimated Return = -5.01%

Ouch!  I will need to make a strategy change on Monday. Fortunately I have a few available…

 

16 August 2012

Thursday, August 16th, 2012

No trade.

 

15 August 2012

Thursday, August 16th, 2012

No trade.

 

14 August 2012

Wednesday, August 15th, 2012


Estimated P/L for this contract (ES) = $-191.52   Estimated Return = -3.0%

 

13 August 2012

Monday, August 13th, 2012

No trade.

 

10 August 2012

Friday, August 10th, 2012

No trade.

 

10 August 2012

Friday, August 10th, 2012

Estimated P/L for this contract (ES) = $-179.02   Estimated Return = -2.69%

 

8 August 2012

Thursday, August 9th, 2012

Estimated P/L for this contract (ES) = $291.96   Estimated Return = 4.6%

 

7 August 2012

Tuesday, August 7th, 2012

Realized P/L for this contract (ES) = $-179.02   %Return = -2.74%

 

6 August 2012

Monday, August 6th, 2012

Realized P/L for this contract (ES) = $-308.04   %Return = -4.51%

3 Aug 2012

Friday, August 3rd, 2012

Realized P/L for this contract (ES) = $-358.04   Return = -5.00%

 

2 Aug 2012

Friday, August 3rd, 2012

No trade.

 

Rusults for July 2012

Thursday, August 2nd, 2012

-5% this month – the first negative month for this strategy for a while. Note that I am trading this strategy with 5% risk factor because of the low account capital. This makes for wider equity swings. With most accounts, my recommendation is to use 3% or less.

 

1 August 2012

Thursday, August 2nd, 2012

No trade.