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I don't believe that 1-3-5 year (or whatever) average returns are based on a simple arithmetic average. They are calculated by determining the % change, then adjusting it to be in terms of an annually compounded rate. In short, you have a good point, which is exactly why mutual funds/etc...

Trading breakouts on the NY open has been kind to me this week...

February 3, 2006 Account Balance: $96,558 Unrealized P&L: $444 Net Asset Value: $97,002 Leverage: 0.84 CHF/JPY: Long 0.33 units. EUR/CAD: Short 0.66 units. EUR/JPY: Long 1.33 units. NFP dropped me out of both USD short positions. Some sort of condition to modify the stop when...

February 2, 2006 Account Balance: $96,880 Unrealized P&L: $538 Net Asset Value: $97,418 Leverage: 1.33 AUD/USD: Long 0.66 units. CHF/JPY: Long 0.33 units. EUR/CAD: Short 0.66 units. EUR/JPY: Long 1.33 units. GBP/USD: Long 0.66 units.

February 1, 2006 Account Balance: $96,870 Unrealized P&L: $244 Net Asset Value: $97,114 Leverage: 1.33 AUD/USD: Long 0.66 units. CHF/JPY: Long 0.33 units. EUR/CAD: Short 0.66 units. EUR/JPY: Long 1.33 units. GBP/USD: Long 0.66 units.

January 31, 2006 Account Balance: $96,800 Unrealized P&L: $314 Net Asset Value: $97,114 Leverage: 1.33 AUD/USD: Long 0.66 units. CHF/JPY: Long 0.33 units. EUR/CAD: Short 0.66 units. EUR/JPY: Long 1.33 units. GBP/USD: Long 0.66 units.

January 30, 2006 Account Balance: $97,180 Unrealized P&L: $-170 Net Asset Value: $97,010 Leverage: 1.99 AUD/USD: Long 1 unit. CHF/JPY: Long 0.66 unit. EUR/CAD: Short 0.66 unit. EUR/JPY: Long 0.66 unit. EUR/USD: Short 1 unit. USD/CHF: Long 1 unit.

January 27, 2006 Account Balance: $97,128 Unrealized P&L: $39 Net Asset Value: $97,162 Leverage: 0.80 AUD/USD: Long 1 unit. CHF/JPY: Long 1 unit. EUR/JPY: Long 1 unit.

January 26, 2006 Account Balance: $97,320 Unrealized P&L: $4 Net Asset Value: $97,324 Leverage: 0.91 AUD/USD: Long 1 unit. CHF/JPY: Long 1 unit. EUR/JPY: Long 1 unit. GBP/USD: Long 1 unit. I need to tighten up the initial scalp after the ORB thrust. All the long term winners are...

January 25, 2006 Account Balance: $97,310 Unrealized P&L: $116 Net Asset Value: $97,426 Leverage: 0.90 AUD/USD: Long 1 unit. CHF/JPY: Long 1 unit. EUR/JPY: Long 1 unit. GBP/USD: Long 1 unit. Bull trap confirmed on USD/CAD (ie stopped out). I like the new exit/take profit rules...

January 24, 2006 Account Balance: $97,538 Unrealized P&L: $-100 Net Asset Value: $97,438 Leverage: 1.36 CHF/JPY: Long 1 unit. EUR/JPY: Long 1 unit. GBP/USD: Long 1 unit. USD/CAD: Long 1 unit. Looks like a possible bull trap in USD/CAD... will keep an eye on that one. CHF/JPY and...

January 23, 2006 Account Balance: $97,528 Unrealized P&L: $-120 Net Asset Value: $97,408 Leverage: 0.90 CHF/JPY: Long 1 unit. EUR/JPY: Long 1 unit. GBP/USD: Long 1 unit. Absolutely boneheaded mistake to start off the new week. CHF/JPY and EUR/JPY are correlated to a ridiculous...

January 19, 2006 Account Balance: $97,376 Unrealized P&L: $788 Net Asset Value: $98,164 Leverage: 1.29 USD/CHF: Long 2 units. USD/JPY: Long 1 unit. The current system needs adjustments. The system's entries are primarily short term, however exits are limited to the long term. This...

January 17, 2006 Account Balance: $98,512 Unrealized P&L: $820 Net Asset Value: $99,332 Leverage: 2.95 AUD/JPY: Long 1 unit. CAD/JPY: Long 2 units. GBP/JPY: Long 2 unit. USD/CHF: Long 2 units. USD/JPY: Long 1 unit.

January 16, 2006 Account Balance: $98,942 Unrealized P&L: $468 Net Asset Value: $99,410 Leverage: 2.96 AUD/JPY: Long 1 unit. CAD/JPY: Long 2 units. EUR/AUD: Short 1 unit. GBP/JPY: Long 1 unit. NZD/USD: Long 1 unit. USD/CHF: Long 2 units. USD/JPY: Long 1 unit. New entry criteria...

January 13, 2006 Account Balance: $98,736 Unrealized P&L: $0 Net Asset Value: $98,736 Leverage: 1.92 CAD/JPY: Long 1 unit. EUR/AUD: Short 1 unit. GBP/JPY: Long 1 unit. NZD/USD: Long 1 unit. USD/CHF: Long 1 unit. Unrealized profit happened to balance out to 0 to the cent going...

January 12, 2006 Account Balance: $98,714 Unrealized P&L: $282 Net Asset Value: $98,996 Leverage: 1.56 CAD/JPY: Long 1 unit. EUR/AUD: Short 1 unit. NZD/USD: Long 1 unit. USD/CHF: Long 1 unit. Many pairs are churning, USD/CHF looks nice...

January 11, 2006 Account Balance: $99,006 Unrealized P&L: $-172 Net Asset Value: $98,834 Leverage: 1.88 CAD/JPY: Long 1 unit. EUR/AUD: Short 1 unit. NZD/USD: Long 1 unit. USD/CHF: Long 1 unit. USD/JPY: Long 1 unit.

January 10, 2006 Account Balance: $99,286 Unrealized P&L: $-50 Net Asset Value: $99,236 Leverage: 2.43 CAD/JPY: Long 1 unit. EUR/AUD: Short 1 unit. GBP/CHF: Long 1 unit. NZD/USD: Long 1 unit. USD/CHF: Long 1 unit. USD/JPY: Long 1 unit.

January 9, 2006 Account Balance: $99,574 Unrealized P&L: $-198 Net Asset Value: $99,376 Leverage: 2.10 AUD/JPY: Long 1 unit. EUR/AUD: Long 1 unit. GBP/CHF: Long 1 unit. USD/CHF: Long 1 unit. USD/JPY: Long 1 unit. Lots of signals today, ironically after I implemented a more...