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March is holiday month for this system. We will mainly stay in sideline.

Very good point. I used the EOD data to show the account PL. As I mentioned this morning that I exited all positions (http://www.elitetrader.com/vb/showthread.php?s=&threadid=61970&perpage=6&pagenumber=14) so my real execution was much earlier and the loss is smaller. My account lost about...

Positions exited today: Date Entry Symbol Long/Short Shares Entry Price Exit Price P/L P/L% P/L after fees(0.6%) 2/14/06 AVII 1 1600 7.15 7.65 800.0 7.0% 731.4 2/14/06 HMY 1 800 14.98 13.99 -792.0 -6.6% -863.9 2/14/06 OS 1 300 35.76 37.88 636.0 5.9% 571.6 2/14/06 SLW 1 1700 7 8.17 1989.0...

Exited all positions at open due to stopLoss. Now 100% in cash.

No new position tomorrow, 2/28/2006. Account PL: $44,680, 54% in stock, 46% in cash. StopLoss $4,000.

Very nice results on rank 1-10. Do you often see such difference in monthly return between rank 1-10 and rank 1-20?

Thanks, mahras, it is not 100% live.

No new position next Monday, 2/26/2006. Account PL: $51,324, 54% in stock, 46% in cash. StopLoss $9,000. The return of the system since start of journal (1/11/2006): +4.2%; Nasdaq: -1.9% and S&P -0.36% during the same period.

No new longs tomorrow, 2/23/2006. Account PL: $33294, 54% in sotck, 46% in cash. StopLoss $9,000.

No longs tomorrow. Account PL: $34294, 54% in sotck, 46% in cash. Stop $10,000, i.e., exit all positions if open positions lose $10,000 or more.

No new positions on 2/21/2006.

Long positions entered today, 2/17/2006: Date Entry Symbol Long/Short Shares Entry Price EXPE 1 500 20.12 CLF 1 100 89.97 ATVI 1 900 12.18 IIJI 1 1100 10.02 CUTR 1 400 25.5 LEA 1 500 22.87 BMD 1 1700 7 MFE 1 500 23.27 UARM 1 400 28.92 JCOM 1 200 40.58 Long=1/short=-1 Account...

Do you mind telling us a little more about your strategies? We like to learn/exchange any good ideas. In this journal, I try to give buy signals before I enter any position, and have a clearly defined exit strategy so that people can see how the system works. I cannot promise that this system...

Longs for tomorrow, 2/17/2005 EXPE CLF ATVI IIJI CUTR LEA BMD MFE UARM JCOM

Longs entered today, 2/16/2006: Symbol Long/Short Share Entry_Price BCSI 1 600 18.95 RES 1 500 22.52 GRA 1 1200 9.42 PLLL 1 700 16.78 CNET 1 800 13.62 CUTR 1 400 24.99 NTRI 1 300 38.45 SYMM 1 1300 9.12 CERN 1 200 43 NVTL 1 1100 10.25 long=1/short=-1

Long's for today, 2/16/2006 BCSI RES GRA PLLL CNET CUTR NTRI SYMM CERN NVTL

Longs entered today, 2/15/2006: Symbol Long/Short Share Entry_Price BIVN 1 1400 8.1 RIG 1 100 70.2 ERS 1 700 16.5 VPHM 1 600 19.75 ASPV 1 500 23.38 ATVI 1 900 12.47 IDNX 1 1500 7.81 RDC 1 300 39.66 BRCM 1 100 66.86 CDIS 1 300 34.24 Long=1/Short=-1

Longs to enter tomorrow, 2/15/2006: BIVN RIG ERS VPHM ASPV ATVI IDNX RDC BRCM CDIS

Long positions entered today, 2/14/2006: Date Entry Symbol Long/Short Shares Entry Price 2/14/06 AVII 1 1600 7.15 2/14/06 HMY 1 800 14.98 2/14/06 OS 1 300 35.76 2/14/06 SLW 1 1700 7 2/14/06 PCU 1 100 80.51 2/14/06 TIE 1 100 69.3 2/14/06 WTZ 1 800 14.72 2/14/06 AUY 1 1500 7.79 2/14/06...

We are going to add longs today to test water. The stocks among the last 5 day's list and show worst return will be our first choice. This approach is a little twist of our original system, which has no longs at all in Feb. So play carefully, and enter long positions only when nasdaq is close...