2015 Trade Analysis

It was a mostly up year but there were a couple sizable drawdowns, the last of which I'm still in the middle of.  Overall my accounts gained net +$5,701 or +24% of my trading equity at the start of the year.  Nothing to write home about but percentage-wise, better than most hedge funds and better than the stock indexes this year.

The data:

My biggest success was system trading 6E but it's good to know I had some slight success discretionary trading CL.  I'll have to think more in days and weeks ahead to finalize a plan for 2016.  Stay tuned and Happy New Year!

Quarter 4 2015 Trading Results

December Trading Summary

Net breakdown (contracts traded):
ES -$700(4), CL -$2800(76)

RESULTS FOR DECEMBER
Contracts:	80
Net $P/L:	-3501
Wins:	25
Losses:	32
Win%:	44
$Commissions:	303
Avg$Win:	133
Avg$Loss:	-214

Wed. 12/23

11:25am CST - Last day testing my current method based on these results! I patiently waited until after inventory report release.  Got a good long signal but then got a reverse signal and took a full stop on 3 lot 2-ticks from high.  Then I got another long signal which I passed on which would have taken another full stop.  Just goes to show no matter how much backtesting and confidence you may have in your given method, anything can happen on any given trade.  For the week, net -$450.  On average, my loss days still greatly exceed my win days which is something I will be addressing in the trade plan for 2016.  Merry Christmas to all!

RESULTS FOR DAY
CL Contracts:	6
Net $P/L:	-873
Wins:	1
Losses:	2
Win%:	33
Avg$Win:	42
Avg$Loss:	-457

Tues. 12/22

1:30pm CST - Holiday volume doldrums on my last trade waiting for a break for over 2 hours that finally went somewhere, the wrong way.

RESULTS FOR DAY
CL Contracts:	3
Net $P/L:	149
Wins:	2
Losses:	0
Win%:	100
Avg$Win:	74
Avg$Loss:	0

Mon. 12/21

1:30pm CST - Guess I'm too stubborn to throw the towel in on the year just yet. Testing a tweaked trade plan today and likely will continue in days ahead before I really close out the year.

RESULTS FOR DAY
CL Contracts:	4
Net $P/L:	275
Wins:	3
Losses:	0
Win%:	100
Avg$Win:	91
Avg$Loss:	0

Fri. 12/18

10:30am CST - It was a good attempt to end the year on an up note but I am just totally out of sync and my trade plans are just not fitting with recent CL action.  Looking for trends where there's relentless chop before a nice move happens feels futile and wider stops don't help.  It's been an interesting year trading mostly discretionary to say the least.

RESULTS FOR DAY
CL Contracts:	9
Net $P/L:	-1074
Wins:	0
Losses:	4
Win%:	0
Avg$Win:	0
Avg$Loss:	-269

Wed. 12/16

2:10pm CST - Went off plan today, really off plan!  I guess it started when I got 32 ticks of slippage on my CL stop at inventory release.  I should have known better.  I even traded ES after the Fed rate announcement. Caught the chop beautifully!  I may quit for the year right here up 30% YTD.  Or may not.  Hate to end the year on a down note. Que Sera, Sera...

Net breakdown (contracts traded):
CL -$673(6), ES -$700(4)

RESULTS FOR DAY
Contracts:	10
Net $P/L:	-1373
Wins:	1
Losses:	7
Win%:	13
Avg$Win:	482
Avg$Loss:	-265

Tues. 12/15

1:20pm CST - Needed this.

RESULTS FOR DAY
CL Contracts:	3
Net $P/L:	619
Wins:	2
Losses:	1
Win%:	67
Avg$Win:	361
Avg$Loss:	-104

Mon. 12/14

1:40pm CST - Drawdown continues. Haven't had 3 losing days in a row since July. Started some work over weekend on a new method.  We'll see where it leads me.

RESULTS FOR DAY
CL Contracts:	7
Net $P/L:	-427
Wins:	3
Losses:	4
Win%:	43
Avg$Win:	100
Avg$Loss:	-181

Fri. 12/11

9:35am CST - At least I stopped when I was supposed to today.  Initial long got ticked out at the low and gave me a reversal signal which was dead wrong. Final nail was then a long signal on a fake upside breakout.  Time to rethink things over the weekend.  For the week, net -$797.

RESULTS FOR DAY
CL Contracts:	4
Net $P/L:	-595
Wins:	0
Losses:	3
Win%:	0
Avg$Win:	0
Avg$Loss:	-198

In other news, in case you hadn't already heard, 6E (Euro futures) will be splitting ticks even finer beginning Jan. 11th so a tick will be worth $6.25 instead of $12.50 if my math is correct. 

Thurs. 12/10

1:05pm CST - My method works like crap in choppy conditions, especially when I don't recognize said conditions and quit trading.  I try to limit loss days to no more than equivalent gain of 2 win days but didn't do that today.  Days like this make you want to tweak things!

RESULTS FOR DAY
CL Contracts:	11
Net $P/L:	-822
Wins:	2
Losses:	5
Win%:	29
Avg$Win:	9
Avg$Loss:	-168

Wed. 12/09

1:45pm CST - Nearly a one a done day but price traded at my limit order price of 38.18 but no fill and got trailed out.  Took one more which got the job done before Inventory report.

RESULTS FOR DAY
CL Contracts:	3
Net $P/L:	309
Wins:	2
Losses:	0
Win%:	100
Avg$Win:	151
Avg$Loss:	0

Tues. 12/08

1:50pm CST - Missed the pre-market selloff but got enough ticks after that to quit before 9am.

RESULTS FOR DAY
CL Contracts:	10
Net $P/L:	312
Wins:	5
Losses:	2
Win%:	71
Avg$Win:	58
Avg$Loss:	-201

Mon. 12/07

1:50pm CST - Crude down 5% but a scratch day for me.  A bit rusty after a break perhaps?

RESULTS FOR DAY
CL Contracts:	10
Net $P/L:	2
Wins:	4
Losses:	4
Win%:	50
Avg$Win:	81
Avg$Loss:	-81

In other news, a good example of why futures are less risky than stocks. Poor Joe Campbell.
http://gawker.com/pharmaceuticals-rapscallion-martin-shkreli-now-playing-1745408324