Could you please post a backtest for S.M.G.? I believe this would be something we all could learn from.
Thanks
Thanks
Super Money Grid Back by Popular Demand
- Thread starter ElectricSavant
- Start date
Start Capital: $4,000.00
# of Calendar Days Traded: 15 (Start = 01/30/12 mst)
Profit: $112.04
Float: -$93.42
NAV: $18.62 ROI: +0.47%
Projected APR: 11.33
# of Calendar Days Traded: 15 (Start = 01/30/12 mst)
Profit: $112.04
Float: -$93.42
NAV: $18.62 ROI: +0.47%
Projected APR: 11.33
Good morning TradeVestorsâ¢
I hope you are have a prosperous directionaless morning, afternoon or evening.
We just wiped off a bunch of sells 45 minutes ago and a large enough positive NAV is now restored to cause a projected APR to be above 30%. I must edit my posts at times to reflect neutrality but this is a good post for the system.
ES
Start Capital: $4,000.00
# of Calendar Days Traded: 16 (Start = 01/30/12 mst)
Profit: $119.52
Float: -$42.06
NAV: $77.48 ROI: +1.94%
Projected APR: 44.17
I hope you are have a prosperous directionaless morning, afternoon or evening.
We just wiped off a bunch of sells 45 minutes ago and a large enough positive NAV is now restored to cause a projected APR to be above 30%. I must edit my posts at times to reflect neutrality but this is a good post for the system.
ES
Start Capital: $4,000.00
# of Calendar Days Traded: 16 (Start = 01/30/12 mst)
Profit: $119.52
Float: -$42.06
NAV: $77.48 ROI: +1.94%
Projected APR: 44.17
Start Capital: $4,000.00
# of Calendar Days Traded: 18 (Start = 01/30/12 mst)
Profit: $131.89
Float: -$46.36
NAV: $85.53 ROI: +2.14%
Projected APR: 43.34
# of Calendar Days Traded: 18 (Start = 01/30/12 mst)
Profit: $131.89
Float: -$46.36
NAV: $85.53 ROI: +2.14%
Projected APR: 43.34
I am getting a lot of questions privately. Please read this thread and it's predecessor and all of your questions will be answered. I have given a lot of thought to the posting of this system and I hope you are not confused or find that it is too much reading. Shucks...Log-in to my platform and watch Super Money Grid trade. I posted the login info in the front of this thread here:
http://www.elitetrader.com/vb/showthread.php?s=&postid=3432034#post3432034
It's been under a month for this test and there has really not been any big trending moves to endure as of yet. Hopefully one will present itself...you never know what the market will do. This system should be calibrated enough to survive some trending moves but time will tell...
At 30% a year it will take a little over 3 years to get the start capital doubled. One method of trading this system is as soon as a balance of 8k were reached you could go to a lotsize of 0.02 and take out 50% of the profits from that point forward. Each time you reached an incremental increase of 4k you increase lotsize by 0.01...continue removing half of the profits. Someday you would be playing with house money so when the big trending move comes to wipe you out hopefully you would of had time to remove your initial and maybe some profit. The longer you survive the more profit you get. So any bragging or gloating over this system should be about survivability..it is not a big money maker...but if you were to do the 0.01 per 4K and 50% withdrawal rule and you were lucky the market could give you a nice return down the road.
ES
Start Capital: $4,000.00
# of Calendar Days Traded: 20 (Start = 01/30/12 mst)
Profit: $134.95
Float: -$38.70
NAV: $96.25 ROI: +2.41%
Projected APR: 43.89
http://www.elitetrader.com/vb/showthread.php?s=&postid=3432034#post3432034
It's been under a month for this test and there has really not been any big trending moves to endure as of yet. Hopefully one will present itself...you never know what the market will do. This system should be calibrated enough to survive some trending moves but time will tell...
At 30% a year it will take a little over 3 years to get the start capital doubled. One method of trading this system is as soon as a balance of 8k were reached you could go to a lotsize of 0.02 and take out 50% of the profits from that point forward. Each time you reached an incremental increase of 4k you increase lotsize by 0.01...continue removing half of the profits. Someday you would be playing with house money so when the big trending move comes to wipe you out hopefully you would of had time to remove your initial and maybe some profit. The longer you survive the more profit you get. So any bragging or gloating over this system should be about survivability..it is not a big money maker...but if you were to do the 0.01 per 4K and 50% withdrawal rule and you were lucky the market could give you a nice return down the road.
ES
Start Capital: $4,000.00
# of Calendar Days Traded: 20 (Start = 01/30/12 mst)
Profit: $134.95
Float: -$38.70
NAV: $96.25 ROI: +2.41%
Projected APR: 43.89
Start Capital: $4,000.00
# of Calendar Days Traded: 21 (Start = 01/30/12 mst)
Profit: $139.83
Float: -$26.64
NAV: $113.19 ROI: +2.83%
Projected APR: 49.18
# of Calendar Days Traded: 21 (Start = 01/30/12 mst)
Profit: $139.83
Float: -$26.64
NAV: $113.19 ROI: +2.83%
Projected APR: 49.18
Start Capital: $4,000.00
# of Calendar Days Traded: 22 (Start = 01/30/12 mst)
Profit: $151.44
Float: -$69.37
NAV: $82.07 ROI: +2.05%
Projected APR: 34.04
# of Calendar Days Traded: 22 (Start = 01/30/12 mst)
Profit: $151.44
Float: -$69.37
NAV: $82.07 ROI: +2.05%
Projected APR: 34.04
Heavy on the sell side
Start Capital: $4,000.00
# of Calendar Days Traded: 24 (Start = 01/30/12 mst)
Profit: $174.10
Float: -$315.10
NAV: -$141.00 ROI: -0.04%
Start Capital: $4,000.00
# of Calendar Days Traded: 24 (Start = 01/30/12 mst)
Profit: $174.10
Float: -$315.10
NAV: -$141.00 ROI: -0.04%
I hope the readers of this thread had a nice weekend. This system is back in business and ready for the week to come. It is heavily trading in open positions and has enough power left to endure (I think ☺
The system has seen some positive NAV days early on and now is trading in the red. But it does not trade like that "other" wild-child grid either.
Start Capital: $4,000.00
# of Calendar Days Traded: 27 (Start = 01/30/12 mst)
Profit: $179.93
Float: -$269.02
NAV: -$89.09 ROI: -2.23%
The system has seen some positive NAV days early on and now is trading in the red. But it does not trade like that "other" wild-child grid either.Start Capital: $4,000.00
# of Calendar Days Traded: 27 (Start = 01/30/12 mst)
Profit: $179.93
Float: -$269.02
NAV: -$89.09 ROI: -2.23%