100K to 133.14159K in 361 Days
- Thread starter BlindLemonBoosh
- Start date
Today's trades:
A: No trade.
B: $15000 to ENPIX(long)
C: $15000 to SPPIX(short)
A: No trade.
B: $15000 to ENPIX(long)
C: $15000 to SPPIX(short)
I'm using a simple algorithm based upon a measure of price momentum that I cooked up (volume occasionally enters the picture as well). The method for determining potential trades is mechanical, but, I never built sizing & risk management into the model - that remains discretionary. So, the methodology demonstrates a sound historical basis, but hasn't been 'formally' backtested.
I hope that answers it.
Today's trades:
A: No trade.
B: All ENPIX(long) funds to SNPIX(short).
C: $7000 of SPPIX(short) to cash.
A: No trade.
B: All ENPIX(long) funds to SNPIX(short).
C: $7000 of SPPIX(short) to cash.
Today's trades:
A: All funds(short) to cash.
B: No trade.
C: Rest of SPPIX(short) to cash.
A: All funds(short) to cash.
B: No trade.
C: Rest of SPPIX(short) to cash.
5/1/09: -0.06%
5/4/09: -1.60%
5/5/09: +0.17%
5/6/09: +0.01%
5/7/09: +1.73%
Today's trades:
A: $30000 to SOPIX(short)
B: Add $15000 to SNPIX(short)
C: $15000 to SPPIX(short).
A: $30000 to SOPIX(short)
B: Add $15000 to SNPIX(short)
C: $15000 to SPPIX(short).
(File under: 'Not That Anybody Cares')
An error was made in the ROI calculation for 5/7/09.
The proper figure is +1.91%, not +1.73%. I had forgotten to enter the purchase of SNPIX on the 6th.
An error was made in the ROI calculation for 5/7/09.
The proper figure is +1.91%, not +1.73%. I had forgotten to enter the purchase of SNPIX on the 6th.
5/8/09: -0.56%
Today's trades:
A: All SOPIX(short) to cash.
B: $15000 of SNPIX(short) to cash.
C: All SPPIX(short) to cash.
A: All SOPIX(short) to cash.
B: $15000 of SNPIX(short) to cash.
C: All SPPIX(short) to cash.