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What you are saying makes sense, I know its hard, but do you think its impossible? I have attached my equity curve YTD.

Any thoughts if that’s a reasonable target?

Sharpe ratio more then 4 for 2012, that’s my target. I know that would not be easy and I would need to work hard for this. I will share my ups and downs here.

Second report on futures portfolio as of Feburary 26. YTD up 10.05% Month to date up 6.04% Max DD for the year is 1.10% Sharpe ratio for the year is 6.04. In March will start running reports on the stock portfolio, the option portfolio is not very active. Your comments are welcome.

First report on journal and it relates to the futures portfolio as of week ending Feburary 17. YTD up 8.36% Month to date up 5.29% Max DD is 1.03% Sharpe ratio is 5.73 Now this is only 7 weeks, hopefully can continue with similar path for the rest of the year.

Target return is as follows. Futures portfolio 2-3% a month, stock portfolio .75-1% a month, option portfolio 2-10% in some good months as well some down months.

Will watch it

I have been encouraged by a number of journals here so I decided to start my own. Currently have 3 account, 1 for futures 1 for stocks, and 1 for options, those accounts should be uncorrelated. Will try to update the journal every other weekend. I will not be discussing any details of strategies...

Can you please explain, why you are making changes like that before letting your costumers know.

If the broker is solid, would clients "loose money" if the clearing firm goes down?

If the broker is a bank, & clearing firm goed down, would the clients have a problem?

Labor and housing showing strength, short term liquidity probleim in euro is gone due to the ECB 3 yr loans.