Derivative 5 - British Pound
2012
-11.8 -25
2013
2.9 -12
2014
5.9 -9
2015
-9.3 -16
2016
-29.5 -42
2012
-11.8 -25
2013
2.9 -12
2014
5.9 -9
2015
-9.3 -16
2016
-29.5 -42
Minimal Effort Returns - Algo Based
- Thread starter Spectre2007
- Start date
was getting pretty discouraged, with copper and british pound numbers.. but on the whole returns look decent.
Going to add the short end of the yield curve. What I am seeing so far, profit targets needed to be adjusted to price variance (wave highs/lows). Otherwise profit targets don't end up getting hit. I had to cut TP for 2 year notes to $250 since dollar variance is minimal compared to 30 year bond ($5000).
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Derivative 6 - 2 year notes
2012
-1.4 -5
2013
-2.4 -3
2014
1.3 -1.6
2015
.7 -2.2
2016
4.2 -1.25
Derivative 7 - 10 year notes
2012
4.5 -9
2013
-6.1 -25
2014
4.8 -8.2
2015
-11.2 -16
2016
13.3 -3.9
On the whole positive, profit target for 10 years was $2,000
2012
-1.4 -5
2013
-2.4 -3
2014
1.3 -1.6
2015
.7 -2.2
2016
4.2 -1.25
Derivative 7 - 10 year notes
2012
4.5 -9
2013
-6.1 -25
2014
4.8 -8.2
2015
-11.2 -16
2016
13.3 -3.9
On the whole positive, profit target for 10 years was $2,000
dual moving average system, wanted to see what would happen if I took the same 350K and applied it into this system.
if I cut the margin requirement to 25K per contract from 50K
5 year note yields were yielding .9% in 2012..park the remaining 175K till maturity or take the 175K add a additional contract for each signal.
if invested in SPY, 350K.. 2665 shares @ 131 in 2012 would have yielded a profit of 261K.. to bring balance to 611K.
Investing in AAPL in 2012 would have doubled the money to 700K.
if invested in SPY, 350K.. 2665 shares @ 131 in 2012 would have yielded a profit of 261K.. to bring balance to 611K.
Investing in AAPL in 2012 would have doubled the money to 700K.
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the above return is in hindsight.. the running 5 year return on SPY in 2012 was -1.45% secondary to market crash..
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