Monday, November 12, 2012

Mon. 11/12

2:10pm CST - Regarding my main ZS system, I'm going to either A) reduce the risk (contract size) or B) stop trading it for now. It did great in Oct. but has been behaving poorly this month with 3 days of significant losses.  I have admittedly lost confidence in it partly due to the lack of backtesting data I had available (~5 months).  I have been testing another system with smaller lot size over the past weeks and will be stepping up focus more on that.  I think it may have more potential and better controls the risk per trade. 
RESULTS FOR DAY
ZS Contracts:21
Net $P/L:-2871
Wins:1
Losses:4
Win%:20
Avg$Win:247
Avg$Loss:-780

2 comments:

  1. in CL, I noticed that something weird in charts, so I checked calendar > 12 nov is a VeteranDay in US - market behaviour probably different.

    ReplyDelete
    Replies
    1. Perhaps a few less traders (Bond markets were closed) but ZS traded as usual and actually dropped 46 cents on day as I recall.

      Delete