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Stocks Trading System Results

 

 

My Stock Trading System Results (based on $100k account - Fully margined to $200k buying power):

Moving 12 month System trading loss thru January 29, 2010 -- $24,767 or -24.8% annual return. (Note: months are cut off on 4 or 5 full weeks)

Average per month since start (April 1, 2006) = $6,794 (81.5% ave. annual return).


Winning months 30/46 or 65.2%.   Winning weeks 107/191 or 56.0%.

Average winning week $5,298,   average losing week ($3,028),  profit factor 2.23

Maximum drawdown on weekly basis $52,568 or 52.6% (occurred in Jan 2010)

December loss $7,430, January loss -$3,626
2009 loss -12.1%

2009 was a major setback for this system. It is a trend following system and the market rally since 3/09 was plodding, a steady melt up but not fitting for this system. I have another idea which I am working on, that will be posted on marketguru.com under the name GeorgeBailey. Trades will be posted here in real time. Anyone can follow along to see how I am doing.

Stocks invested in week beginning 2/1/10

LONGS (new system 10 longs below - old system none)

5 day charts 3 month charts

SHORTS (4 - old system)

5 day charts 3 month charts



 
 


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