TBA99 - Trade Journal 2012

SIM Test Phase 1:

Start Date: June 28, 2012
Account Opening Balance: $80,000.00
Account Goal: $104,000.00
Target Annual Return: 30.00%


Annual Return: 2.06%

Current Account Balance: $81648.57

2012-11-02 Profit/Loss: ($877.98)

Strategy Execution: 4.0

Daily Recap:

Loss today. Not a good day to be trading to the upside. Update stock scanning system.

Positions:

APA

Current Position: (400)
Average Price: $81.55

OXY

Current Position: (1200)
Average Price: $80.58

Intraday P/L +$444.00

(2-2012-11-01) Closed: [+324.00]
(1-2012-11-02) Open/Closed: [+48.00]
(2-2012-11-02) Open/Closed: [+72.00]
(3-2012-11-02) Open

PEP

Current Position: (400)
Average Price: $68.71

Overnight Holdings:

APA: (400) $81.04
PEP: (400) $78.35
OXY: (1200.00) $79.21
 
SIM Test Phase 2:

Start Date: NA
Account 1 (Dedicated Long) Opening Balance: $80,000.00
Account 2 (Dedicated Short) Opening Balance: $80,000.00
Account Total: $160,000.00
Account Goal: $208,000.00
Target Annual Return: 30.00%


Annual Return: 1.03%

Current Total Account Balance: $161648.57
Account 1 Balance: $81648.57
Account 2 Balance: $80,000.00

2012-11-05 Profit/Loss: NA

Strategy Execution: NA

Daily Recap:

SIM Test Phase 2 will begin on Monday (2012-11-05). The second account (dedicated short) is now available for trading. This is the due/die round for this trading strategy. The computer system setups have actually been designed for this strategy. The dedicated short account will provide a defensive/offensive mechanism that the SIM Test Phase 1 lacked for market down days. It will allow profit locking during overbought conditions. It will also allow one to be fully hedged when a vacation is in order. The profits and overnight holdings for SIM Test Phase 1 (account 1) have been carried over to Phase 2. If the annual target return is met, there will be one more round of testing SIM Test Phase 3 that will stress test the volume capability of the strategy.

Positions:

APA

[Account1]
Current Position: (400)
Average Price: $81.55

OXY

[Account1]
Current Position: (1200)
Average Price: $80.58

PEP

[Account1]
Current Position: (400)
Average Price: $68.71

Overnight Holdings:

APA: (400) $81.04
PEP: (400) $78.35
OXY: (1200.00) $79.21
 
SIM Test Phase 2:

Start Date: NA
Account 1 (Dedicated Long) Opening Balance: $80,000.00
Account 2 (Dedicated Short) Opening Balance: $80,000.00
Account Total: $160,000.00
Account Goal: $208,000.00
Target Annual Return: 30.00%


Annual Return: 0.55%

Current Total Account Balance: $160887.84
Account 1 Balance: $80887.84
Account 2 Balance: $80,000.00

2012-11-05 Profit/Loss: NA

Strategy Execution: NA

Daily Recap:

SIM Test Phase 2 is delayed. The 2nd paper trading account had to be reset to the opening balance. The realtime data feed for this account is still not up and running. Hope to have this resolved this morning. Will need to reevaluate the current subscriptions for realtime data. Still updating the stock scanning system. Currently operating in the dark with regards to realtime charts of major indexes (S&P500, DJIA, and NASDAQ), commodities (oil and gold), and currency pairings (US-EUR and US-CAD). Will need to get a system on line that can display (static)this information ASAP. Trying to create the winning conditions for this round of testing.

Note: [A1] and [A2] refer to Account 1 and Account 2.

Positions:

APA

[A1]Current Position: (400)
Average Price: $81.55

Intraday P/L:+$56.00

(1-2012-11-05) Open/Closed: [+56.00]

OXY

[A1]Current Position: (1600)
Average Price: $79.93

(1-2012-11-05) Open

PEP

[A1]Current Position: (400)
Average Price: $68.71

Overnight Holdings:

APA: (400) $80.95
PEP: (400) $69.00
OXY: (1600) $77.83
 
SIM Test Phase 2:

Start Date: 2012-11-07
Account 1 (Dedicated Long) Opening Balance: $80,000.00
Account 2 (Dedicated Short) Opening Balance: $80,000.00
Account Total: $160,000.00
Account Goal: $208,000.00
Target Annual Return: 30.00%


Annual Return: 2.51%

Current Total Account Balance: $164011.97
Account 1 Balance: $84011.97
Account 2 Balance: $80,000.00

2012-11-06 Profit/Loss: + $3124.13
2012-11-05 Profit/Loss: - $760.73

Strategy Execution: 6.0

Daily Recap:

Good day today. Just sat back and watched the stocks rise. Closed two volume blocks (800) of OXY. First block was sold on the defensive at a profit. The second was sold near the high of the day. The 2nd Account (dedicated short) is now fully operational. SIM Test Phase 2 can begin (2012-11-07). Note it will take some time to add the shorting aspect into the strategy. Worked on the scanning system today. Should have 1 of 6 components completed tomorrow. Still trying to optimize and simplify the Positions section of the journal to display intraday trades, P/L, etc.


Positions:

APA

[A1]Current Position: (400)

OXY

[A1]Current Position: (800)
(800) sold at a profit

PEP

[A1]Current Position: (400)

Overnight Holdings:

APA: (400) $82.82
PEP: (400) $69.35
OXY: (800) $79.58
 
SIM Test Phase 2:

Start Date: 2012-11-07
[A1] Account 1 (Dedicated Long) Opening Balance: $80,000.00
[A2] Account 2 (Dedicated Short) Opening Balance: $80,000.00
Account Total: $160,000.00
Account Goal: $208,000.00
Target Annual Return: 30.00%


Annual Return: 0.95%

Current Total Balance: $161514.82
[A1] Balance: $81417.82
[A2] Balance: $80,097.00

2012-11-07 Profit/Loss: - $2497.15

Strategy Execution Rating: 4.0

Daily Recap:

- Markets fell hard today.
- Over all strategy is still positive.
- Short account trade setups were not available for the morning session. First trades on the short side in the afternoon were slightly profitable.
- The first component for the stock scanner has been delayed by a day.
- Trades will now be logged in terms of P/L per equity. The P/L will also be broken down per account ([A1] and [A2]).
- Still trying to optimize the trade journal format.


Trades:

Note: Trades will only be posted in this section once the position has been open /closed. The default volume per trade is (400) shares.


APA

Total P/L: +$199.00

[A1] P/L: +$112.00
[A2] P/L:+$87.00

OXY

Total P/L: +$56.00

[A1] P/L: +$56.00
[A2] P/L: $0.00

PEP
Total P/L: $0.00

[A1] P/L: $0.00
[A2] P/L: $0.00

Positions:

APA: $80.18
[A1] (400):
[A2] (0)

OXY: $77.69
[A1] (1200):
[A2] (-400):

PEP: $69.35
[A1] (400):
[A2] (0)
 
SIM Test Phase 2:

Start Date: 2012-11-07
[A1] Account 1 (Dedicated Long) Opening Balance: $80,000.00
[A2] Account 2 (Dedicated Short) Opening Balance: $80,000.00
Account Total: $160,000.00
Account Goal: $208,000.00
Target Annual Return: 30.00%


Annual Return: (-0.95%)

Total Balance: $158472.76
Account 1 Balance: $78463.76
Account 2 Balance: $80,009.00

2012-11-08 Profit/Loss: - $3879.30

Strategy Execution Rating: 2.0


Daily Recap:

S&P 500: -17.02
DJIA: -121.41
NASDAQ: -41.70

- Markets fell again today.
- Account went into the red for the first time since posting.
- Failed to execute strategy on the short side. Will need time to perfect the execution.
-Completed first component of the scanner( 1 of 6). 2nd component should be completed tomorrow.


Trades:

Note: Trades will be posted after the position has been open /closed. The default volume per trade is (400) shares.

APA

Total P/L: +$279.00

[A1] P/L: +$192.00
[A2] P/L:+$87.00

OXY

Total P/L: -$22.00

[A1] P/L: +$56.00
[A2] P/L: $-78.00

PEP
Total P/L: $0.00

[A1] P/L: $0.00
[A2] P/L: $0.00


Positions:

APA: $78.89
[A1] (800):
[A2] (0)

OXY: $76.41
[A1] (2000):
[A2] (0):

PEP: $68.79
[A1] (400):
[A2] (0)
 
SIM Test Phase 2:

Start Date: 2012-11-07
[A1] Account 1 (Dedicated Long) Opening Balance: $80,000.00
[A2] Account 2 (Dedicated Short) Opening Balance: $80,000.00
Account Total: $160,000.00
Account Goal: $208,000.00
Target Annual Return: 30.00%


Annual Return: (-0.34%)

Total Balance: $159452.71
Account 1 Balance: $79285.71
Account 2 Balance: $80,167.00

2012-11-09 Profit/Loss: +$289.95

Strategy Execution Rating: 6.0

Daily Recap:

S&P 500: +2.34 >>>>> (1379.85)
DJIA: +3.92 >>>>> (12815.24)
NASDAQ: +9.29 >>>>> (2904.87)

- Account was swinging between positive /negative today. Ended slightly in the red.
- Much better execution of the strategy today.
- Will start to setup/use a daily playbook starting Monday.
- 2nd (2 of 6) scanner component completed. Third component will take approximately a week to finish.
- Was happy to reduce the number of shares of OXY (800). Sold at a profit.


Trades:

Note: Trades will only be posted in this section once the position has been open /closed. The default volume per trade is (400) shares.


APA

Total P/L: +$279.00

[A1] P/L: +$192.00
[A2] P/L:+$87.00

OXY

Total P/L: +$252.00

[A1] P/L: +$172.00
[A2] P/L: +$80.00

PEP

Total P/L: $0.00

[A1] P/L: $0.00
[A2] P/L: $0.00

SBUX

Total P/L: $0.00

[A1] P/L: $0.00
[A2] P/L: $0.00


Positions:

APA: $78.62
[A1] (800):
[A2] (0)

OXY: $76.74
[A1] (1200):
[A2] (0):

PEP: $68.85
[A1] (400):
[A2] (0)

SBUX: $51.00
[A1] (400):
[A2] (0)
 
SIM Test Phase 2:

Start Date: 2012-11-07
[A1] Account 1 (Dedicated Long) Opening Balance: $80,000.00
[A2] Account 2 (Dedicated Short) Opening Balance: $80,000.00
Account Total: $160,000.00
Account Goal: $208,000.00
Target Annual Return: 30.00%


Annual Return: (-0.75%)

Total Balance: $158794.71
Account 1 Balance: $78627.71
Account 2 Balance: $80,167.00

2012-11-12 Profit/Loss: -$658.00

Strategy Execution Rating: 1.0

Daily Recap:

S&P 500: +.18 >>>>> 1380.03
DJIA: -.31 >>>>>12815.08
NASDAQ: -.61 >>>>> 2904.26

- Account moved deeper into the red today.
- Playbook started.
- Started work on the third scanner component (3 of 6).
- (LC) affected daily play.

Trades:

Note: Trades will only be posted in this section once the position has been open /closed. The default volume per trade is (400) shares.


APA

Total P/L: +$279.00

[A1] P/L: +$192.00
[A2] P/L:+$87.00

OXY

Total P/L: +$260.00

[A1] P/L: +$180.00
[A2] P/L: +$80.00

PEP

Total P/L: $0.00

[A1] P/L: $0.00
[A2] P/L: $0.00

SBUX

Total P/L: $0.00

[A1] P/L: $0.00
[A2] P/L: $0.00


Positions:

APA: $78.62
[A1] (800):
[A2] (0)

OXY: $76.74
[A1] (1200):
[A2] (0):

PEP: $68.85
[A1] (400):
[A2] (0)

SBUX: $51.00
[A1] (800):
[A2] (0)
 
It's a sad day for this project. It's been put on hold to further notice. The reasons for putting this project on hold include the current working conditions, limited preparation time before and during the trading day, and the constant interruptions that occur during the trading day. The business is currently home based and now requires a move to a dedicated location. The current strategy requires an overseer for the full business day. (8:30Am=4:30PM Mon.-Fr.). This weakness in the trading plan has existed for years even with the new strategy defensive mechanisms. As an example, this week took a 3 day vacation. Trading plan was to hedge current positions before leaving on Tuesday. Instead was forced to hold all positions due to the logistics of the day. When an outside condition other than your strategy causes a trader to take a loss (major) it's time to call it a day until that problem is rectified. I will be making a few contacts this week to get the project back online.


SIM Test Phase 2:

Start Date: 2012-11-07
[A1] Account 1 (Dedicated Long) Opening Balance: $80,000.00
[A2] Account 2 (Dedicated Short) Opening Balance: $80,000.00
Account Total: $160,000.00
Account Goal: $208,000.00
Target Annual Return: 30.00%


-----------------------------------------------------------------------------------
Date: 2012-11-16

Annual Return: (-5.36%)

Total Balance: $151426.71
Account 1 Balance: $71259.71
Account 2 Balance: $80,167.00

Profit/Loss: +$67.98
-----------------------------------------------------------------------------------
Date: 2012-11-15

Annual Return: (-5.40%)

Total Balance: $151358.73
Account 1 Balance: $71191.73
Account 2 Balance: $80,167.00

Profit/Loss: (-$915.93)
-----------------------------------------------------------------------------------
Date: 2012-11-14

Annual Return: (-4.83%)

Total Balance: $152274.66
Account 1 Balance: $72107.66
Account 2 Balance: $80,167.00

Profit/Loss: (-$3224.04)
-----------------------------------------------------------------------------------
Date: 2012-11-13

Annual Return: (-0.75%)

Total Balance: $155498.70
Account 1 Balance: $75331.70
Account 2 Balance: $80,167.00

Profit/Loss: (-$3296.05)
-----------------------------------------------------------------------------------

Strategy Execution Rating: 0


Trades:

Note: Trades will only be posted in this section once the position has been open /closed. The default volume per trade is (400) shares.


APA

Total P/L: +$279.00

[A1] P/L: +$192.00
[A2] P/L:+$87.00

OXY

Total P/L: +$260.00

[A1] P/L: +$180.00
[A2] P/L: +$80.00

PEP

Total P/L: $0.00

[A1] P/L: $0.00
[A2] P/L: $0.00

SBUX

Total P/L: $0.00

[A1] P/L: $0.00
[A2] P/L: $0.00


Positions:

APA: $75.30
[A1] (800):
[A2] (0)

OXY: $73.81
[A1] (1200):
[A2] (0):

PEP: $68.31
[A1] (400):
[A2] (0)

SBUX: $48.76
[A1] (800):
[A2] (0)
 
Project Update:

SIM Testing Phase 2 is still on hold. No ETA on the office space.

This phase of testing was cut short before the strategy was able to be proven either way. The strategy requires an overseer during the trading day. One hour pre-market and One hour post-market time is required to prepare and maintain the strategy. Unfortunately, this window of opportunity is unavailable at the moment. Hopefully in 2013 the opportunity to retest the strategy will present itself.

To keep involved in the markets, a new strategy to the long side will be tested in early 2013. It will use longer term hold periods and require minimal user intervention. The criteria for the stock being traded is similar to the previous testing stages. Stocks that have a daily price range of $1-$3, priced between $40.00 - $100.00, with an average volume of over 2M. Only 1 account is required to test this strategy. Would also like to test the communications with a Twitter account for real-time calls. Note this is just a SIM research project.

Account [1] Stock Holdings Update:

P/L has moved from the red into the black.

-----------------------------------------------------------------------------------
Date: 2012-12-21

Annual Return: (+5.08%)
Account 1 Balance: $84667.70
-----------------------------------------------------------------------------------

Closed Positions:

APA
2012-12-18 (400) $80.00

OXY
2012-12-18 (400) $78.31
2012-12-19 (400) $79.00

PEP
2012-11-23 (400) $69.98

SBUX
2012-11-29 (800) $52.00

Current Holdings:

APA (400)
OXY (400)

Account [2] Update: No Change
 
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