Sold DJIA again @ 11780
Account Value 366k
Account Value 366k
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Universal Trend Trading
- Thread starter luckyputanski
- Start date
Closed DJIA with loss -1230
I've made some improvements to the system to help with chopping markets. Historical profit factor jumped from 2.6 to 3.1. Should help a lot.
Account Value 332k
I've made some improvements to the system to help with chopping markets. Historical profit factor jumped from 2.6 to 3.1. Should help a lot.
Account Value 332k
Closed NASDAQ with loss -548
Account Value 329k
Account Value 329k
Closed SP500 with loss -2774
Account Value 311k
I think it's a new low for this journal.
Account Value 311k
I think it's a new low for this journal.
A few trades made during Christmas break.
Closed FTSE100 with loss -1487
Sold eurusd @ 1.29391
Account Value 320k
Closed FTSE100 with loss -1487
Sold eurusd @ 1.29391
Account Value 320k
Closed audusd with loss about -1500k
Account Value 337k
Account Value 337k
Sold eurgbp @ 0.82865
Account Value 337k
Account Value 337k
Sold AudUsd @ 1.0308
Account Value 353k
Account Value 353k
Sold corn @ 611.63
Account Value 359k
Account Value 359k
I did some more testing to my system, including 2011. It wasn't a very good year for trend following. It turns out maximum drawdown was -62%. Only three times in history (40 years) drawdown was bigger:
- 1980 / 07 -74%, profit next year +280%
- 1992 / 06 -64%, profit next year +71%
- 2005 / 08 -74%, profit next year +119%
It seems like it's a good idea to stick with the system.
Account Value 371k
- 1980 / 07 -74%, profit next year +280%
- 1992 / 06 -64%, profit next year +71%
- 2005 / 08 -74%, profit next year +119%
It seems like it's a good idea to stick with the system.
Account Value 371k