System Trading Weblog

november 2, 2007 · Kommentera

TRADING SUMMARY

 

These are the trading results for October month:

 

 

 

TD 2.0

 

Number of trades:

Win %:

Average win %:

Average loss %:

Average profit %:

Cumulative %:

 

 

 

29

65.52

6.31

-4.94

2.43

70.55

 

 

ROT 1.0

 

Number of trades:

Win %:

Average win %:

Average loss %: Average profit %:

Cumulative %:

 

 

 

90

66.66

2.60

-2.00

1.05

94.80

 

 

SP 500

Portfolio

1.5 %

14.8 %

 

Comment:

 

October month started off well but, as we projected, we saw a quite sharp correction for a few days there. Despite this the S&P 500 managed to close up for month, about 1.5 %. Our main trend indicator still favors a continuation of this uptrend but we´re also recognizing a weakening of this trend so a little bit of caution is recommended. However, as long as you stick to the systems we´re quite certain you´ll be alright. Our portfolio was up almost 15 % for the month and both our systems outperformed the overall market many times around.

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