My little swing trading system has suffered for part of this year but appears to have weathered the worst of the drawdown. In fact, my post about taking the system to the doctor damn near marked the bottom of the drawdown for the more aggressive models.
The 10% of Equity per Trade model has been in the black for over a week now (see the YTD equity curve below), and the other models are flirting with going positive for the year. Their metrics, specifically the percentage of winning trades, are still sitting beneath their historical averages. I maintain that they will eventually return to their means, or better.
Here are the Year-to-Date results.
20% of Equity per Trade
Net % Profit: -1.76%
Annualized: -4.23%
Average Trade: -0.04%
Winning %: 60.81%
———————————————
10% of Equity per Trade
Net % Profit: +0.97%
Annualized: +2.38%
Average Trade: +0.12%
Winning %: 63.50%
———————————————
ATR Position Sizing
Net % Profit: -1.03%
Annualized: -2.49%
Average Trade: -1.10%
Winning %: 61.70%
.01/share was included for commissions.
To see more information about historical backtested results of the system, you can take the free trial, or feel free to leave a comment in the comments section.
YTD Equity Curve for 10% of Equity per Trade Model:
You wrote 0.97% in the table as netted profit. but your graph shows 10.1%. Which is correct
Y axis is $ – not %
Rizwan, account started at 10K.
LOL You got to be kidding to be asking for a subscription payment for this shit.
846 fucking trades amounts to a shitload of commission. Assuming cheap ass $10 per side, thats $16,000 in commission.. On a $100K account, your user is down $16,000 and up a fucking 1%? Then add in 6 months of payment to you for this system?
If you havent figured it out yet, your system overtrades. This is amateur shit!
Hey Stupid, apt name for you.
846 is all picks. The system ranks them and you take as few or as many as you want of the top-ranked picks.
I have published models that help the subscriber decide how to allocate cash. So far this year, following the models, the system has made ~50 trades (going from memory). Typically, over the course of a year, the subscriber will be exposed only 60% of the time.
To be clear, so you are wrong. The system does not over trade.
Finally, with commissions, you are wrong again. Commissions of .01/share are included in the results.
Next time I suggest you read up a little before you go shooting off at the mouth and proving yourself to be a real jackass.
Escapees from Yahoo message boards are just so cute
For the record, the 10% Equity per Trade Model has made 127 trades this year. 20% per trade has made 74, and the ATR Position-Sizing has made 94.