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.