2021 Trade Analysis

Another tough year with no real progress.  Lost $3701 or -37%.  Not sure where I will go in 2022 yet but will come up with a plan soon and elaborate in a future post.  I may be near the end of this many, many year attempt to be profitable, one way or the other.

Quarter 4 Trading Summary -12.1%

December Trading Summary -2.9%

RESULTS FOR DECEMBER
MNQ Contracts:	34
Net $P/L:	-188
Wins:	27
Losses:	15
Win%:	64
$Commissions:	42
Avg$Win:	56
Avg$Loss:	-43

Past monthly summaries and equity curve
Updated links on the right

November Trading Summary -10.1%

RESULTS FOR NOVEMBER
NQ Contracts:	9
Net $P/L:	-740
Wins:	5
Losses:	4
Win%:	56
$Commissions:	25
Avg$Win:	114
Avg$Loss:	-328

October Trading Summary +0.8%

Net breakdown (contracts traded):
MNQ +$167(24), NQ -$105(18)

RESULTS FOR OCTOBER
Contracts:	42
Net $P/L:	62
Wins:	30
Losses:	8
Win%:	79
$Commissions:	78
Avg$Win:	63
Avg$Loss:	-228

Quarter 3 Trading Summary -13.7%

September Trading Summary -3.7%

RESULTS FOR SEPTEMBER
NQ Contracts:	3
Net $P/L:	-285
Wins:	1
Losses:	2
Win%:	33
$Commissions:	10
Avg$Win:	7
Avg$Loss:	-146

August Trading Summary -19.1%

Net breakdown (contracts traded):
MNQ -$5(41), NQ -$1789(55)

RESULTS FOR AUGUST
Contracts:	96
Net $P/L:	-1794
Wins:	55
Losses:	36
Win%:	60
$Commissions:	199
Avg$Win:	54
Avg$Loss:	-132

July Trading Summary +11.0%

Net breakdown (contracts traded):
MNQ -$79(24), NQ +$1017(23)

RESULTS FOR JULY
Contracts:	47
Net $P/L:	932
Wins:	28
Losses:	16
Win%:	64
$Commissions:	88
Avg$Win:	106
Avg$Loss:	-128

July Progress?

I'm still slaving away and resumed live trading again 2nd half of July.  I'm incubating a strategy I developed to see how it does.  Not sure if I'll have any good results or not but if so, will live trade this at some point.  I haven't even looked at the results this past month to see what it did but likely will soon.

Trades this month are all discretionary pullback method that is showing some early promise but I've been down this road many times.  Taking it a day at a time but glad to be in green for month.  Below are just 2 days, one bad 7/30, one good 7/27.

Quarter 2 Trading Summary -9.7%

June Trading Summary +0.0%

RESULTS FOR JUNE

No Trades

May Trading Summary -9.6%

RESULTS FOR MAY
MNQ Contracts:	84
Net $P/L:	-903
Wins:	24
Losses:	27
Win%:	47
$Commissions:	71
Avg$Win:	32
Avg$Loss:	-62

May Bummer

System went on a spiral and I quit by 5/10.  Obviously not enough manual backtest data to have any confidence with future performance.  So I've been busy part-time programming since then and am making progress. I can't replicate exact system but able to do parts and it should be done in June hopefully.  Somewhat pessimistic at this point but years of data instead of a few months will hopefully improve my outlook.

April Trading Summary +4.4%

RESULTS FOR APRIL
MNQ Contracts:	212
Net $P/L:	406
Wins:	104
Losses:	41
Win%:	72
$Commissions:	185
Avg$Win:	25
Avg$Loss:	-54

Improved April

New month, new system, fully systematic, with lots of manual backtesting prior but never enough.  I think I had 355 trades backtested with average gross gain of 15 ticks/trade (all either 1 or 2 lots) before I went live this month.  You can't get into too much trouble with MNQ so I used that even though it sucks for commission dollar relative to NQ.  Today's trades below with entire month P/L curve. Performance was about half of the backtested results with ~8 ticks/trade (1 or 2 lots) and 145 trades total.  Only ~2 ticks net per contract traded.  Nothing to write home about but it is something that could do well if this edge continues. Missed a number of trades too (bathroom, lunch, etc.) and generally they would have been net winners so that's a good sign. I will consider moving up to NQ in May or should may be stay with MNQ longer?  I think I could program the backtesting to get more data but it would be very complicated to do so. We'll see...

Quarter 1 Trading Summary -12.0%

March Trading Summary -8.9%

RESULTS FOR MARCH
MNQ Contracts:	108
Net $P/L:	-870
Wins:	43
Losses:	12
Win%:	78
$Commissions:	95
Avg$Win:	15
Avg$Loss:	-127

March Blues

Only traded 4 days in early March and honestly didn't feel like posting results.  My luck continued and experienced 2 max loss losers in a row and I called it quits to reassess yet again.  This was a new system and the upside should have been better than the downside but the 2 huge losers in a row, despite not seeing that occur in backtests, was a blow to my will.

I am still watching markets and doing system development but my motivation has waned these past months and years. We all know this is a tough gig and not seeing any kind of positive results after so long has dampened my optimism! Will keep this blog updated as usual but less frequently perhaps, weekly or monthly most likely.  Cheers!

February Trading Summary -4.3%

RESULTS FOR FEBRUARY
MNQ Contracts:	157
Net $P/L:	-439
Wins:	70
Losses:	73
Win%:	49
$Commissions:	117
Avg$Win:	22
Avg$Loss:	-27

Thurs. 2/25 +0.1%

1:50pm CST - 100% discretionary today...

RESULTS FOR DAY
MNQ Contracts:	8
Net $P/L:	+14
Wins:	3
Losses:	2
Win%:	60
Avg$Win:	15
Avg$Loss:	-15

Wed. 2/24 -2.6%

2:45pm CST - :(

RESULTS FOR DAY
MNQ Contracts:	9
Net $P/L:	-262
Wins:	1
Losses:	5
Win%:	17
Avg$Win:	9
Avg$Loss:	-54

Fri. 2/19 +0.0%

11:05am CST -

RESULTS FOR DAY
MNQ Contracts:	6
Net $P/L:	+3
Wins:	3
Losses:	1
Win%:	75
Avg$Win:	6
Avg$Loss:	-15

Thurs. 2/18 -1.1%

3:05pm CST - At least the new Mars rover had a good day! 👽

RESULTS FOR DAY
MNQ Contracts:	8
Net $P/L:	-111
Wins:	3
Losses:	5
Win%:	38
Avg$Win:	9
Avg$Loss:	-27

Wed. 2/17 +0.7%

2:30pm CST -

RESULTS FOR DAY
MNQ Contracts:	11
Net $P/L:	+67
Wins:	8
Losses:	2
Win%:	80
Avg$Win:	17
Avg$Loss:	-35

Tues. 2/16 +0.4%

2:20pm CST - No progress on programming system (my skills need work!), but I have identified one setup that I think has the best potential and am test trading that this week with discretionary exits.  Wish I had held that 2nd one today!

RESULTS FOR DAY
MNQ Contracts:	2
Net $P/L:	+40
Wins:	2
Losses:	0
Win%:	100
Avg$Win:	20
Avg$Loss:	0

Wed. 2/10 -1.8%

3:30pm CST - On paper, this should have been a tiny loss day but I managed to F it up going rogue on 3 trades near end of day.  Just really novice behavior that there is no excuse for.  Taking a break, will work on some programming of this system.

RESULTS FOR DAY
MNQ Contracts:	30
Net $P/L:	-189
Wins:	11
Losses:	15
Win%:	42
Avg$Win:	29
Avg$Loss:	-34

Tues. 2/09 -0.9%

3:10pm CST -

RESULTS FOR DAY
MNQ Contracts:	16
Net $P/L:	-91
Wins:	6
Losses:	10
Win%:	38
Avg$Win:	14
Avg$Loss:	-18

Mon. 2/08 +0.0%

3:25pm CST - A wheel spinning day...

RESULTS FOR DAY
MNQ Contracts:	18
Net $P/L:	+5
Wins:	9
Losses:	9
Win%:	50
Avg$Win:	16
Avg$Loss:	-15

Fri. 2/05 +1.4%

3:40pm CST - No trades yesterday, did more manual backtesting.  For past 10 trading days, if every trade taken and executed error-free with no slippage, there were 225 trades, 54.2% winners, R:R 1:1, gross ticks profit 2428, and biggest drawdown 450 ticks.  After commission this is ~8 or 9 ticks per trade average.  Seems too good to be true and normally when I backtest ideas for much great time periods, the numbers don't hold up and you are lucky to get an average profit of 2-3 ticks/trade.  We will see.

Hypothetically, each day gross was: +103, +9, +102, +594, +1145, -120, -16, +267, +181, +163

Of course my real trades this period (101 total) were less than half the available ones and with mistakes, slippage, commissions, etc., I netted 3.7 ticks/trade.  Still not bad if repeatable...

RESULTS FOR DAY
MNQ Contracts:	12
Net $P/L:	+140
Wins:	9
Losses:	3
Win%:	75
Avg$Win:	21
Avg$Loss:	-15

Wed. 2/03 +1.1%

3:00pm CST - Quit early. Better today but not sure I have any edge. Going through past 3 days system, if executed perfectly, had Mon. 23 trades -120 ticks, Tues. 17 trades, -16 ticks, Today 25 trades +267 ticks. I really should try to automate the backtesting.

RESULTS FOR DAY
MNQ Contracts:	5
Net $P/L:	+112
Wins:	4
Losses:	1
Win%:	80
Avg$Win:	35
Avg$Loss:	-27

Tues. 2/02 -1.8%

3:10pm CST - Cluster F of a Groundhog Day...  some reversals at end didn't have time to markup.

RESULTS FOR DAY
MNQ Contracts:	21
Net $P/L:	-187
Wins:	7
Losses:	13
Win%:	35
Avg$Win:	23
Avg$Loss:	-27

Mon. 2/01 +0.3%

2:40pm CST - Maybe I need to sit out the early spastic action?

RESULTS FOR DAY
MNQ Contracts:	11
Net $P/L:	+27
Wins:	4
Losses:	7
Win%:	36
Avg$Win:	59
Avg$Loss:	-30

January Trading Summary +0.9%

RESULTS FOR JANUARY
MNQ Contracts:	56
Net $P/L:	+94
Wins:	28
Losses:	25
Win%:	53
$Commissions:	41
Avg$Win:	28
Avg$Loss:	-28

Fri. 1/29 +0.0%

3:05pm CST - Not a bad day considering the system got me back to green.  And potential was there if I hadn't missed a couple signals.

RESULTS FOR DAY
MNQ Contracts:	18
Net $P/L:	+4
Wins:	10
Losses:	8
Win%:	56
Avg$Win:	35
Avg$Loss:	-43

Thurs. 1/28 +0.9%

12:05pm CST -

RESULTS FOR DAY
MNQ Contracts:	2
Net $P/L:	+89
Wins:	2
Losses:	0
Win%:	100
Avg$Win:	45
Avg$Loss:	-0

Wed. 1/27 +0.8%

2:40pm CST - OK, right back at it. Today was no discretion on exits. One mistake trade I went long instead of short and revenge traded it right back so there's that flaw...

RESULTS FOR DAY
MNQ Contracts:	19
Net $P/L:	+78
Wins:	11
Losses:	7
Win%:	61
Avg$Win:	26
Avg$Loss:	-30

Tues. 1/26 -0.7%

3:30pm CST - First trades of 2021... Strategy testing day on MicroNQ. I'm really wanting to trade the regular eminis and only have to get half tick or so to cover commission cost rather than the 1.5 tick I need on the Micros. But patience I tell myself.  Today is a new entry idea I've been testing but did complete discretion on exits just to remind myself that I'm a failure at that.  I need firm rules on entries, exits, etc.  Back soon, I think!

RESULTS FOR DAY
MNQ Contracts:	17
Net $P/L:	-77
Wins:	5
Losses:	10
Win%:	33
Avg$Win:	12
Avg$Loss:	-14