The eight day rally has the system trailing SPY (+3.62%) and IWM (+4.01%) for the year. Before the rally, they were running near neck and neck. Since PDS buys dips and not strength, an extended, overbought rally can really cause problems as the system will not have much exposure.
The underperformance is not atypical. These things happen. The system does not stay in sync with the market all the time. History has shown that once it hits it stride again (as it did the first few months of the year) it will make large percentage gains in a short period of time.
20% of Equity per Trade
Net % Profit: -0.94%
Annualized: -1.77%
Average Trade: -0.01%
Winning %: 58.14%
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10% of Equity per Trade
Net % Profit: -1.57%
Annualized: -2.96%
Average Trade: -0.06%
Winning %: 58.39%
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ATR Position Sizing
Net % Profit: -1.50%
Annualized: -2.81%
Average Trade: -0.02%
Winning %: 59.29%
.01/share was included for commissions.
A free The Power Dip System trial is available.
