Trader P/L 2011

[killer007]

$ 100.03
taking like pennies off the market, very bad @.@...

 

[traderrn]

6/27/2011

$495

 

[d08]

No blotter, took some smaller losses...

0627: -$488

 

[traderrn]

6/28/2011

$370

 

[d08]

A very nasty day, unlikely to finish this week in green.

0628: -$2983

 

[d08]

Relieved to be in the green, however I left a lot on the table.

0629: +$1538

 

[d08]

A fairly nasty day, intuition told me something like this might happen as end of June often has unusual movement. Month was okay, at least I'm keeping the green streak alive. Really looking forward to the next 2 summer months with high expectations.

0630: -$1935
----------------------
June 2011: +$3914

 

[d08]

Pure nastiness. Expected a bad week but this is tortuous.
Nothing out of the ordinary yet, a week or 2 such as this are to expected every year. Motivated me to think about some changes, possibly giving up on the less liquid issues - it's not worth the trouble.

0701: -$4330
---------------
Week: -$8199

 

[Zr1Trader]

Quote from d08:

Pure nastiness. Expected a bad week but this is tortuous.
Nothing out of the ordinary yet, a week or 2 such as this are to expected every year. Motivated me to think about some changes, possibly giving up on the less liquid issues - it's not worth the trouble.

0701: -$4330
---------------
Week: -$8199

Oh dang , systems caught with their pants down taking shorts this week or what?

What is your largest expected draw down if you don't mind? Hopefully it recovers and all goes well.


Zr1

 

[d08]

The first part is about right.
Maximum drawdown historically for this particular system has been around 21% and it should be ~17% now. I'm not worried yet as I think today was a coincidence, too many positive circumstances aligned. July has been a good month generally, I'm still relatively optimistic.
This week was reminiscent of 2009 suggesting further rallying at a slower pace (hopefully).