Quarter 1 2015 Trading Results

March Trading Summary

Net breakdown (contracts traded):
6E -$46(5), ZS -$232(4), ES -$310(3), CL $112(112), QM $697(1)

RESULTS FOR MARCH
Contracts:	125
Net $P/L:	222
Wins:	66
Losses:	58
Win%:	53
$Commissions:	481
Avg$Win:	98
Avg$Loss:	-108

Tues. 3/31

2:55pm CDT - Was even for the month so today eeked out a tiny gain.  I'll take it.

RESULTS FOR DAY
CL Contracts:	7
Net $P/L:	213
Wins:	4
Losses:	3
Win%:	57
Avg$Win:	119
Avg$Loss:	-87

In the grain world, I decided to put a position on at the close in corn. Just looking for a dead cat bounce at tonight's open or tomorrow. Won't give it much room if I'm wrong.

Mon. 3/30

2:55pm CDT - Choppy P/L curve today but at least it was up. Would love to have a few trade management decisions back to redo:  the short exit at 48.20 -Trade 10, the long exit at 48.23 -Trade 14, the stop placement at 48.15 -Trade 15 (stopped to the tick).

RESULTS FOR DAY
CL Contracts:	16
Net $P/L:	219
Wins:	8
Losses:	8
Win%:	50
Avg$Win:	99
Avg$Loss:	-72

Fri. 3/27

2:15pm CDT - A short test with new strat on ES (chart not saved).  At least CL made up for losses.  For the week, net -$561 thanks to that 6E trade Tues.

Net breakdown (contracts traded):
CL $319(3), ES -$310(3)

RESULTS FOR DAY
Contracts:	6
Net $P/L:	9
Wins:	2
Losses:	3
Win%:	40
Avg$Win:	206
Avg$Loss:	135

Thurs. 3/26

2:20pm CDT - The day started well but couldn't get past +$200. I quit before giving back every dollar of the last 2 days CL gains.  The last trade I had planned to hold awhile which would have salvaged the day but the market had other plans for my stop at 50.65.

RESULTS FOR DAY
CL Contracts:	18
Net $P/L:	-369
Wins:	8
Losses:	10
Win%:	44
Avg$Win:	50
Avg$Loss:	-77

Wed. 3/25

1:40pm CDT -

RESULTS FOR DAY
CL Contracts:	7
Net $P/L:	213
Wins:	6
Losses:	1
Win%:	86
Avg$Win:	50
Avg$Loss:	-84

Tues. 3/24

2:25pm CDT - Sometimes I hate my 6E system. Today I took a signal feeling fairly sure it was going to suck and it did. But it's hard to code a feeling into a system so taking all the signals is the only way to go. My feeling could have been wrong just as easily.  YTD, the 6E system should be up $884 on 13 trades.  In reality, I'm up $1825 on 11 trades thanks to missing a couple trades and outperforming on a couple due to not following rules exactly. Being rewarded for doing the wrong thing is rarely good long-term but I will live with with my flaws.

Started live testing a new CL system today.  It has clearly defined entries but discretionary trade management and stops.

Net breakdown (contracts traded):
CL $202(10), 6E -$617(1)

RESULTS FOR DAY
Contracts:	11
Net $P/L:	-415
Wins:	8
Losses:	3
Win%:	73
Avg$Win:	39
Avg$Loss:	-242

Highly recommend this webinar from BMT:

Fri. 3/20

1:25pm CDT - 1 system trade in Euro to end a good week with 3 trades for net +$1676.

RESULTS FOR DAY
6E Contracts:	1
Net $P/L:	333
Wins:	1
Losses:	0
Win%:	100
Avg$Win:	333
Avg$Loss:	0

Wed. 3/18

2:05pm CDT - Nice day. Back to scratch for the month.

Net breakdown (contracts traded):
QM $697(1), 6E $646(1)

RESULTS FOR DAY
Contracts:	2
Net $P/L:	1343
Wins:	2
Losses:	0
Win%:	100
Avg$Win:	671
Avg$Loss:	0

In other news,
1) 10,000 ethical violations per second! LOL
2) And trading is so easy a high schooler can run a profitable hedge fund...

Thurs. 3/12

2:55pm CDT - 1 system trade in Euro today with a full stop experience thanks to the fake spike reaction to news at 7:30am.

RESULTS FOR DAY
6E Contracts:	1
Net $P/L:	-617
Wins:	0
Losses:	1
Win%:	0
Avg$Win:	0
Avg$Loss:	-617

Tues. 3/10

1:40pm CDT - Didn't save CL chart.  And didn't trade crop report well in beans.

Net breakdown (contracts traded):
CL -$296(12), ZS -$232(4)

RESULTS FOR DAY
Contracts:	16
Net $P/L:	-528
Wins:	7
Losses:	9
Win%:	44
Avg$Win:	31
Avg$Loss:	-83

Mon. 3/09

2:35pm CDT - New CL system testing this week.  Defined entry rules, some discretion on exits. 

RESULTS FOR DAY
CL Contracts:	13
Net $P/L:	100
Wins:	7
Losses:	6
Win%:	54
Avg$Win:	61
Avg$Loss:	-54

Fri. 3/06

2:40pm CST - 1 system trade in Euro thanks to payroll report.  For the week, net -$284.

RESULTS FOR DAY
6E Contracts:	1
Net $P/L:	208
Wins:	1
Losses:	0
Win%:	100
Avg$Win:	208
Avg$Loss:	0

For weekend viewing, thanks to George:

Thurs. 3/05

2:45pm CST - Another tough day for my system. To answer the question from yesterday, these past few weeks I have been feeling out live trading a CL system that has clearly defined entries but some subjectivity on the exits and trade management.  Recent results show I need to reduce this subjectivity.  Based on backtesting, there's a slight edge but I'm going to put this on the back burner for now so I can focus more on another CL system I have been working on that I think has greater potential.  As usual, time will tell...

RESULTS FOR DAY
CL Contracts:	9
Net $P/L:	-444
Wins:	3
Losses:	6
Win%:	33
Avg$Win:	46
Avg$Loss:	-97

Wed. 3/04

2:10pm CST - Dug a hole early and never got out. I should have waited until after Inventory Report to start trading.

RESULTS FOR DAY
CL Contracts:	12
Net $P/L:	-436
Wins:	5
Losses:	7
Win%:	42
Avg$Win:	108
Avg$Loss:	-140

Tues. 3/03

1:50pm CST - Pretty choppy conditions today.

RESULTS FOR DAY
CL Contracts:	4
Net $P/L:	205
Wins:	3
Losses:	1
Win%:	75
Avg$Win:	123
Avg$Loss:	-164

Mon. 3/02

2:35pm CST -

RESULTS FOR DAY
CL Contracts:	1
Net $P/L:	186
Wins:	1
Losses:	0
Win%:	100
Avg$Win:	186
Avg$Loss:	0

February Trading Summary

Net breakdown (contracts traded):
6E $1112(3), ZS $190(2), NQ -$250(17), CL $21(52)

RESULTS FOR FEBRUARY
Contracts:	74
Net $P/L:	1070
Wins:	36
Losses:	35
Win%:	51
$Commissions:	277
Avg$Win:	123
Avg$Loss:	-96

Fri. 2/20

2:05pm CST - EDIT - Updated below table for a Euro system trade that came after my earlier post. I actually messed up and traded a 2-lot instead of 1 and got 10 more ticks/contract than I was supposed to.  I'll take it!
-----------------------------
10:50am CST - Well that was as frustrating a day as they come. Once again my overall MFE was greater than MAE (only by +4 ticks today). Back to the drawing board for next week or two.

Net breakdown (contracts traded):
CL -$385(9), 6E $416(2)

RESULTS FOR DAY
Contracts:	11
Net $P/L:	31
Wins:	5
Losses:	5
Win%:	50
Avg$Win:	104
Avg$Loss:	-98

In other news, Female Investors Often Beat Men and
Forex Trading is Far More Hazardous to your Wealth than Commonly Believed.

Thurs. 2/19

2:25pm CST - Well I needed a day like today trading this system to reveal its weakness. Lower timeframe signals got mostly caught in the chop and the whippy price action didn't help matters. Higher timeframes did not fire off any signals.  The Stage 5 Trade Analyzer data was telling too. Unacceptable to have overall higher MFEs than MAEs and come out with a losing day.

RESULTS FOR DAY
CL Contracts:	17
Net $P/L:	-575
Wins:	6
Losses:	11
Win%:	35
Avg$Win:	113
Avg$Loss:	-114

Wed. 2/18

1:35pm CST - Day turned out okay after missing an early trade in the March contract because broker prematurely set that to "liquidation only" a day earlier than normal. No harm done in this case on rollover day.

RESULTS FOR DAY
CL Contracts:	4
Net $P/L:	315
Wins:	4
Losses:	0
Win%:	100
Avg$Win:	79
Avg$Loss:	0

Tues. 2/17

1:50pm CST - Opportunity galore today.

RESULTS FOR DAY
CL Contracts:	6
Net $P/L:	317
Wins:	4
Losses:	2
Win%:	67
Avg$Win:	139
Avg$Loss:	-119

Fri. 2/13

1:25pm CST - For the week, net +$539.

RESULTS FOR DAY
CL Contracts:	4
Net $P/L:	265
Wins:	3
Losses:	1
Win%:	75
Avg$Win:	116
Avg$Loss:	-84

Thurs. 2/12

2:00pm CST -

RESULTS FOR DAY
CL Contracts:	4
Net $P/L:	235
Wins:	3
Losses:	1
Win%:	75
Avg$Win:	116
Avg$Loss:	-114

In other news, hedge funds underperform because investors are irrational.

Wed. 2/11

2:10pm CST - Traded a CL strat today I've been working on. Have some things to work out with the rules but nothing like live trading to show you where the deficiencies are.

RESULTS FOR DAY
CL Contracts:	8
Net $P/L:	-151
Wins:	4
Losses:	4
Win%:	50
Avg$Win:	84
Avg$Loss:	-121

Tues. 2/10

2:15pm CST - Crop Report trade plus a fat finger entry I exited right away.  I hate making dumb errors like this.  I normally close my DOM or set quantity to zero when I'm not trading to avoid this but didn't today and happened to accidentally clicked on "market buy" part of DOM.

RESULTS FOR DAY
ZS Contracts:	2
Net $P/L:	190
Wins:	1
Losses:	1
Win%:	50
Avg$Win:	208
Avg$Loss:	-17

Fri. 2/06

2:00pm CST - 1 system trade that was painful to watch in the afternoon as it came just a few ticks from target but wouldn't quite get there.  So I took it off early, instead of the pit close* where my system calls for an exit when neither stop or target is hit.  (*Won't be able to say that much longer.)

RESULTS FOR DAY
6E Contracts:	1
Net $P/L:	696
Wins:	1
Losses:	0
Win%:	100
Avg$Win:	696
Avg$Loss:	0

For weekend viewing, this is a great clip.

Tues. 2/03

4:00pm CST - Bad testing day today in NQ. Plus I missed a $220 Euro system trade this morning because I was in the kitchen when it signaled.

RESULTS FOR DAY
NQ Contracts:	14
Net $P/L:	-355
Wins:	3
Losses:	9
Win%:	25
Avg$Win:	71
Avg$Loss:	-63

In other news, just noticed when my P/L was slightly off that CME fees changed on Feb. 1st. We are paying a penny more per side for the E-minis and looks like 2 pennies for the YM.

Mon. 2/02

2:35pm CST - Continuing with NQ system testing this week and monitoring/incubating the TF system for the time being.  And still trading the 6E system in the rare cases it actually signals a trade!
Happy Groundhog Day! 19" of snow in Chicago over past 36 hours making this the 5th biggest snowstorm on record. It's a mess out there!

RESULTS FOR DAY
NQ Contracts:	3
Net $P/L:	105
Wins:	2
Losses:	1
Win%:	67
Avg$Win:	104
Avg$Loss:	-103