Trader P/L 2012

Nice performance sellingvol66, how much was your max daily DD? Also its interesting that just like rallymode it seems that over 80% of your profits where made in the first half of the year. What do you think is the reason?

Quote from sellindexvol66:

trader 2012 performance

best month was march @ +23.19% worst was may @ -2.39%.

struggled also oct -2.37%, nov was -.08%, dec was +1.37%

ytd-2012-1-2-20137-59-11AM_zps6caf1b67.jpg


of course i have optimism for 2013; and good luck to other fellow traders. happy new year.

frank
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Quote from macintash:

Nice performance sellingvol66, how much was your max daily DD? Also its interesting that just like rallymode it seems that over 80% of your profits where made in the first half of the year. What do you think is the reason?
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Mac.. Why did the bank robber rob the bank?

Thank you
 
Quote from iggy9807:

Clearly you've got to work on your drawdowns. 2.45% is just way too high. I wouldn't be comfortable with anything above 2% :)

Also, stop having those huge months. They ruin your sharpe. You'll never catch up with macintosh.

I do have a question, do you make more money in quiet months or in volatile ones? I can't quite tell. Is it normal for you to have flattish months half of the time and huge months the other half of the time?
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I did horrible in the last 3 months.. Ultra low vol is part of it.. But I did some stupid trades too. I echo Rallymode sentiment.

I like high vol but not too high although late 2008 and 2009 were my best years in percentage terms. Give me 15 to 30 vix and i'll be thrilled.
 
Quote from macintash:

I dont seem to understand your reply.. can you explain yourself?
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I went to where I saw edge..( bank robber saw money in the bank to steal)in the bad months I clearly could not exploit anything well...maybe there was money there but I fumbled with my getaway.
 
Got it. Looking forward
Quote from sellindexvol66:

I went to where I saw edge..( bank robber saw money in the bank to steal)in the bad months I clearly could not exploit anything well...maybe there was money there but I fumbled with my getaway.
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Quote from rallymode:

t0pw61.jpg


Pretty good year in risk and dollar terms but PnL distribution was unusually skewed. 90% of the profits came over 5-6 months, the rest was mostly noise.

Best/Worst Day: 184k/-161k
Best/Worst Month: 677k/-384k
Contracts traded: 273k
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Rally, great job as usual.

I sincerely wish you a more evenly distributed and even better vol year in 2013.

Cheers
 
Quote from iggy9807:

I had a disappointing December (-0.77%) but decent annual return (30% with a monthly sharpe of 2.0).

I don't understand people's obsession with screenshots but here you go. I could have easily edited the HTML to get any numbers I wanted :)
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You never short?
 
This is one of my IRA accounts. Buying occasional SDS/VXX/FAZ is as short I as I can go. Actually, I've only found a few quantifiable edges when it comes to shorting. I keep working on that.

Quote from daniel33:

You never short?
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