Monthly Results – December 2011
It was a good month for the swing systems but a poor month for the intraday systems.
If you are wondering why the “Year-to-date” and “Past 12 months” columns don’t match, this is because the Year-to-date column is based on real-time trading and the Past 12 months column uses the most current version of each system for the entire 12 months. Updates were made to the intraday systems in March so the first 3 months of the year have different results. I am going to now do a study of results comparing updated systems results with results if updates had not been made. I will post my findings here and any adjustments being made going forward. The only update made to MeanSwing was to add a fixed dollar trailing stop for better money management. Since no update to the trading logic was made and a necessary stop was added, MeanSwing won’t be included in this study.
| Monthly Hypothetical Results – 1 contract per trade | |||||
| (commission and slippage included, see Info/Disclaimers in top menu) | |||||
| Month | Year | Past | |||
| System | # Trades | Net Profit | to-date | 12 months | |
| Bobcat I | 8 | $ 260 | $ (1,150) | $ (200) | |
| Bobcat II | 5 | $ 390 | $ 1,260 | $ 1,490 | |
| Cougar | 6 | $ (890) | $ 3,780 | $ 6,220 | |
| Cougar Alt | 5 | $ (740) | $ 560 | $ 920 | |
| Jaguar | 12 | $ (2,060) | $ (6,600) | $ (1,600) | |
| Jaguar Alt | 12 | $ (1,780) | $ (4,990) | $ (220) | |
| Leopard | 8 | $ (620) | $ 720 | $ 4,500 | |
| Leopard Alt | 8 | $ (530) | $ (1,440) | $ 3,930 | |
| Lion | 13 | $ (1,320) | $ 3,580 | $ 7,390 | |
| Lion II | 7 | $ (780) | $ 4,370 | $ 6,400 | |
| Lion II Alt | 8 | $ (1,630) | $ 4,260 | $ 6,350 | |
| Tiger | 10 | $ (1,140) | $ 8,360 | $ 9,870 | |
| MeanSwing II EMD | 2 | $ 3,130 | $ 11,720 | $ 12,260 | |
| MeanSwing II ES | 1 | $ 518 | $ (2,693) | $ (2,615) | |
| MeanSwing II NQ | – | – | $ (1,750) | $ (1,615) | |
| MeanSwing II RL | 2 | $ 1,610 | $ 2,765 | $ 2,800 | |
| MeanSwing II YM | 1 | $ 1,180 | $ 6,355 | $ 6,490 | |
| Month | Year | Past | |||
| Portfolio | # Trades | Net Profit | to-date | 12 months | |
| Index Trader I | 13 | $ (1,263) | $ (7,683) | $ 4,035 | |
| Index Trader II | 21 | $ (1,283) | $ (658) | $ 13,185 | |
| Index Trader III | 31 | $ 1,228 | $ 11,782 | $ 29,945 | |
| Index Trader IV | 36 | $ 1,668 | $ 18,697 | $ 37,355 | |
| Index Trader V | 46 | $ 528 | $ 25,307 | $ 45,610 | |
| Wildcat I | 19 | $ (2,840) | $ (2,230) | $ 9,040 | |
| Wildcat II | 25 | $ (3,730) | $ 1,550 | $ 15,260 | |
| Wildcat III | 30 | $ (3,340) | $ 2,810 | $ 16,750 | |
| Wildcat IV | 40 | $ (4,480) | $ 11,170 | $ 26,620 | |
| Wildcat V | 48 | $ (5,100) | $ 11,890 | $ 31,120 | |
| Note: for the “Past 12 months” results, if the system has been updated | |||||
| then the updated code is used for all 12 months. | |||||
| For more information about these systems, please go to | |||||
| www.trendfindertrading.com | |||||