Daily Results for 3/16/11
It was a very emotional/event driven day. Every system that traded went short and later exited after the sharp reversal with losses. The Jaguars and Lion then went long and got whipsawed.
I have been doing extensive research and testing into the filtering mechanism these strategies use. I have found a modified method that improves results and would have kept us out of all trades today. I am in the process of revising the strategies code right now and sure wish I had finished it before today. I will have it complete this week and provide a blog post comparing results.
| Daily Hypothetical Results – 1 contract Russell 2000 emini futures | |||||
| ($50 roundtrip commission and slippage included, see Disclaimers) | |||||
| System | # Trades | Net Profit | |||
| Bobcat I | – | – | |||
| Bobcat II | – | – | |||
| Cougar | – | – | |||
| Cougar Alt | – | – | |||
| Jaguar | 2 | $ (1,240) | |||
| Jaguar Alt | 2 | $ (1,160) | |||
| Leopard | 1 | $ (580) | |||
| Leopard Alt | 1 | $ (460) | |||
| Lion | 2 | $ (980) | |||
| Lion II | 1 | $ (370) | |||
| Lion II Alt | 1 | $ (410) | |||
| Panther | 1 | $ (300) | |||
| Tiger | 1 | $ (580) | |||
| For more information about these systems, please go to | |||||
| www.trendfindertrading.com | |||||