November Performance

October Performance

September Performance

Portfolio Update 22/08/08

No action to take next week in terms of buying or selling.

Closed equity column was added to the closed trades spreadsheet.

Due to an increasing workload, this blog will no longer be updated on a weekly basis.

I will endeavour to update it monthly.

Portfolio Update 15/08/08

BKN aka "Dog of the Year" is to make a re-appearance in my portfolio as of next week.

Closed equity takes a jump as both PRC positions were winners.

Portfolio Update 08/08/08

Two thirds of my position in PRC was closed out yesterday.

CPB was added to the portfolio.

Portfolio Update 01/08/08

PMM triggered a buy and will be added to the portfolio.

Portfolio Update 25/07/2008

I will be adding to my position in PRC next week.

No other (new) securities have triggered a buy.

Closed equity makes a new low.

Portfolio Update 18/7/2008

Several positions to be closed next week, as per green highlighted symbols on the spreadsheet.

Portfolio Update 11/07/2008

Nothing to buy or sell next week.

Most positions are getting quite close to their trailing exits.

Portfolio Update 04/07/2008

Out with a bang!

This is the last update for this financial year and the dollar gain marks my best week yet.

RIO and ABB have triggered exits.

The proceeds will go towards pyramiding my positions in WPL and ORG.

Starting from next year, I will put in a performance summary on my weekly updates, to make it easier to monitor the system's performance.

It's worth mentioning that I have noticed some divergence between the market performance and the system performance the last 6 weeks as per the attached chart.

Welcome 2008-2009, lets make this one a big year!

Portfolio Update 20/06/2008

Portfolio Update 13/06/2008

RIO came very close to its trailing exit, which is sitting on $133.82.

Portfolio Update 06/06/2008

Portfolio Update 30/03/2008

I will add to my position in STO next week.

Some funds became available as I made a decision to liquidate DXL at a small loss as it will be delisted sometime next week.

The one that got away

The whole reason I got into systems testing and design is to answer the elusive question - how much (profit) do you give back in order to ride the longer term trend?

With CEY (shown above), it's obvious the exit was too tight.

But that's okay -- I'm interesting in using the exit which works best MOST of the time, over hundreds of different trades and over long periods of time.

There will always be exceptions, but you have to be willing to let those go, and move on to the next trade.

But congrats to anybody who caught this one, its a real winner.

Portfolio Update 23/05/2008

Percent risk and Profit

The other week I did a few TradeSim simulations on my system to see the relationship between risk and returns.

As the graphs show, from a pure profit perspective, 2.5% fixed percent risk per trade delivered the best results.

But if you want to consider the risk undertaken to make the return, as I do, then the system which position sized using 1.5% fixed percent risk per trade was on top.

Portfolio Update 16/05/2008

Portfolio is fully invested as of this week.

Portfolio Update 09/05/2008

Nice to see the open profit move in the right direction.

Next week I will add to my position in SGM.

Portfolio Update 02/05/2008

Next week, I will add ORG and STO to the portfolio.

I will also add to my position in PRC.