Monthly Results – January 2019

Posted January 31st, 2019 by Trendfinder and filed in Results - Monthly

The intraday systems had a profit overall. The swing systems had large losses. I will be releasing new swing systems shortly (probably next week).

We went from the white knuckled grip of a bear market in December to a “meh” January. With the change of direction from the Fed and improved breadth in the stock market, we may continue the bullish grind for a while….until the next shoe drops that scares traders.

Monthly Results – December 2018

Posted December 31st, 2018 by Trendfinder and filed in Results - Monthly

To say it was a volatile month might be an understatement. Not surprisingly, the intraday systems overall had a gain for the month, and the swing systems overall had a loss.

2018 will probably be remembered for many years to come. It was an historical year with lots of unusual/rare price movements and politics. For these systems, I am very glad to see the performance of the daytrading systems (especially Spring ES) and saddened to see the poor performance of the swing trading systems. It certainly appears that the mean-reversion character of the stock indexes for the past 20 years has changed. Also, the magnitude of swings has increased such that stop losses are getting hit too frequently. I’m working on new swing systems or filters to use, and will utilize them as soon as testing is complete.

Monthly Results – November 2018

Posted November 30th, 2018 by Trendfinder and filed in Results - Monthly

The daytrading systems had a very profitable month, and the swing systems had mixed results.

The market seems like it is getting squeezed between the Fed reducing liquidity yet possibly slowing rate increases, and economic growth slowing with tariff uncertainty yet stock prices wanting to rebound. We shall see if the market picks a direction after the G20 summit this weekend.

Monthly Hypothetical Results (trades that exited this month)
(commission and slippage included, see Disclosures in top menu)
Swing Systems # Trades Net Profit
Spring ES 17  $3,870
MeanSwing II EMD 1  $(4,600)
MeanSwing II EMD-A 1  $(4,650)
MeanSwing II EMD-B 1  $(4,820)
MeanSwing II ES 1  $1,288
MeanSwing II RTY 1  $(3,430)
SentSwing II ES 2  $1,225
SentSwing II RTY 1  $(2,540)
SentSwing II YM 2  $1,910
SimpleSwing ES
SimpleSwing NQ
SimpleSwing RTY
SimpleSwing YM
Portfolios # Trades Net Profit
Index Trader I 18  $(730)
Index Trader II 19  $(3,270)
Index Trader III 27  $860
Index Trader IV 37  $3,180
Index Trader V 46  $7,488
Index Trader I-A 18  $(780)
Index Trader II-A 19  $(3,320)
Index Trader III-A 29  $(680)
Index Trader IV-A 39  $1,130
Index Trader V-A 49  $5,318
Index Trader I-B 18  $(950)
Index Trader II-B 19  $(3,490)
Index Trader III-B 27  $(2,570)
Index Trader IV-B 36  $70
Index Trader V-B 46  $3,848
For more information go to
www.trendfindertrading.com

Monthly Results – October 2018

Posted October 31st, 2018 by Trendfinder and filed in Results - Monthly

This was a month for the record books. We had a pretty large and fast market drop but didn’t have as much of a volatility spike in the VIX as previous selloffs. Also, media coverage wasn’t nearly as high as previous selloffs. Maybe this due to all of the political theater, but it also may be representative of complacency. It doesn’t seem to me that this is another dip like the ones we’ve had in the bullish move up since 2009. The market is not acting the same as it has in the past. Of course, this is always true to an extent, but my personal opinion is that this time it’s different.

This month the swing systems had large losses and the intraday systems had big gains. Since February, I have shifted my trading system development to intraday trading systems and option trading. I have released 2 intraday systems this year and hope to have more before the end of the year. I have already closed the Index Swing portfolios, and going forward I may even discontinue more of the swing systems. In addition to the stock indexes, I am working on systems for other futures as well. Going forward, I am looking to keep overnight risk down and get more diversification from other markets.

Monthly Hypothetical Results (trades that exited this month)
(commission and slippage included, see Disclosures in top menu)
Swing Systems # Trades Net Profit
Spring ES 13  $6,793
MeanSwing II EMD 2  $(8,450)
MeanSwing II EMD-A 2  $(8,310)
MeanSwing II EMD-B 2  $(8,420)
MeanSwing II ES 2  $(9,475)
MeanSwing II RTY 2  $(9,680)
SentSwing II ES 3  $(2,725)
SentSwing II RTY 3  $(4,135)
SentSwing II YM 3  $(3,210)
SimpleSwing ES 1  $(2,550)
SimpleSwing NQ 1  $(2,540)
SimpleSwing RTY 1  $(2,540)
SimpleSwing YM 1  $(2,540)
Portfolios # Trades Net Profit
Index Trader I 15  $(1,658)
Index Trader II 18  $(5,793)
Index Trader III 28  $(7,453)
Index Trader IV 40  $(6,353)
Index Trader V 55  $(13,708)
Index Trader I-A 15  $(1,518)
Index Trader II-A 18  $(5,653)
Index Trader III-A 28  $(6,653)
Index Trader IV-A 40  $(5,123)
Index Trader V-A 55  $(11,268)
Index Trader I-B 15  $(1,628)
Index Trader II-B 18  $(5,763)
Index Trader III-B 28  $(7,643)
Index Trader IV-B 37  $(5,343)
Index Trader V-B 52  $(14,848)
For more information go to
www.trendfindertrading.com

Monthly Results – September 2018

Posted September 28th, 2018 by Trendfinder and filed in Results - Monthly

September was a pretty quiet and mostly profitable month. It’s pretty remarkable how quiet the overall stock market has been. Historically, September has been the most volatile month of the year. One of these days volatile will increase again.

Monthly Hypothetical Results (trades that exited this month)
(commission and slippage included, see Disclosures in top menu)
Swing Systems # Trades Net Profit
Spring ES 4  $(698)
MeanSwing II EMD 1  $700
MeanSwing II EMD-A 1  $820
MeanSwing II EMD-B 1  $540
MeanSwing II ES 1  $388
MeanSwing II RTY 2  $1,140
SentSwing II ES 1  $725
SentSwing II RTY 1  $45
SentSwing II YM 1  $1,245
SimpleSwing ES 1  $138
SimpleSwing NQ 2  $(1,115)
SimpleSwing RTY 1  $(1,000)
SimpleSwing YM 1  $735
Portfolios # Trades Net Profit
Index Trader I 5  $3
Index Trader II 6  $48
Index Trader III 7  $185
Index Trader IV 8  $1,430
Index Trader V 9  $1,818
Index Trader I-A 5  $123
Index Trader II-A 6  $168
Index Trader III-A 7  $305
Index Trader IV-A 8  $1,550
Index Trader V-A 9  $1,938
Index Trader I-B 5  $(158)
Index Trader II-B 6  $(113)
Index Trader III-B 7  $25
Index Trader IV-B 8  $1,270
Index Trader V-B 9  $1,658
Index Swing 2 2  $745
Index Swing 3 3  $883
Index Swing 4 4  $2,128
Index Swing 5 5  $2,515
Index Swing 6 7  $1,400
Index Swing 2-A 2  $865
Index Swing 3-A 3  $1,003
Index Swing 4-A 4  $2,248
Index Swing 5-A 5  $2,635
Index Swing 6-A 7  $1,520
For more information go to
www.trendfindertrading.com

Monthly Results – August 2018

Posted August 31st, 2018 by Trendfinder and filed in Results - Monthly

It was a fairly quiet and profitable month. All swing systems that traded were profitable except for the ones trading NQ (Nasdaq 100). Spring ES had a few trades, but there were no daytrades in the portfolios. Going forward the updated portfolios will be used.

Monthly Hypothetical Results (trades that exited this month)
(commission and slippage included, see Disclosures in top menu)
Swing Systems # Trades Net Profit
MeanSwing II EMD
MeanSwing II EMD-A
MeanSwing II EMD-B
MeanSwing II ES 1  $1,113
MeanSwing II RTY
SentSwing II ES 1  $1,100
SentSwing II NQ 2  $(1,575)
SentSwing II RTY 2  $650
SentSwing II YM 1  $2,220
SimpleSwing ES 2  $4,000
SimpleSwing NQ 1  $(630)
SimpleSwing RTY 2  $1,660
SimpleSwing YM 2  $3,720
Spring ES 3  $(83)
Portfolios # Trades Net Profit
Index Trader I 1  $1,100
Index Trader II 1  $1,100
Index Trader III 3  $5,100
Index Trader IV 5  $3,525
Index Trader V 6  $4,638
Index Trader I-A 1  $1,100
Index Trader II-A 1  $1,100
Index Trader III-A 3  $5,100
Index Trader IV-A 5  $3,525
Index Trader V-A 6  $4,638
Index Trader I-B 1  $1,100
Index Trader II-B 1  $1,100
Index Trader III-B 3  $5,100
Index Trader IV-B 5  $3,525
Index Trader V-B 6  $4,638
Index Swing 2 1  $1,100
Index Swing 3 3  $5,100
Index Swing 4 5  $3,525
Index Swing 5 6  $4,638
Index Swing 6 8  $8,358
Index Swing 2-A 1  $1,100
Index Swing 3-A 3  $5,100
Index Swing 4-A 5  $3,525
Index Swing 5-A 6  $4,638
Index Swing 6-A 8  $8,358
For more information go to
www.trendfindertrading.com

Monthly Results – July 2018

Posted July 31st, 2018 by Trendfinder and filed in Results - Monthly

It was a nicely profitable month. Almost every swing system that traded had a profit. Two intraday systems had trades and were profitable. Every portfolio was profitable.

Monthly Hypothetical Results (trades that exited this month)
(commission and slippage included, see Disclosures in top menu)
Swing Systems # Trades Net Profit
MeanSwing II EMD 1  $960
MeanSwing II EMD-A 1  $2,310
MeanSwing II EMD-B 1  $950
MeanSwing II ES 1  $(1,325)
MeanSwing II RTY 1  $1,470
SentSwing II ES 1  $2,913
SentSwing II NQ 1  $520
SentSwing II RTY 1  $1,805
SentSwing II YM 1  $1,175
SimpleSwing ES
SimpleSwing NQ 1  $(2,540)
SimpleSwing RTY 2  $100
SimpleSwing YM
Portfolios # Trades Net Profit
Index Trader I 2  $3,553
Index Trader II 3  $4,513
Index Trader III 5  $5,083
Index Trader IV 6  $5,603
Index Trader V 7  $4,278
Index Trader I-A 2  $3,513
Index Trader II-A 3  $5,823
Index Trader III-A 4  $6,003
Index Trader IV-A 5  $6,523
Index Trader V-A 6  $5,198
Index Trader I-B 2  $3,583
Index Trader II-B 3  $4,533
Index Trader III-B 5  $5,033
Index Trader IV-B 6  $5,553
Index Trader V-B 7  $4,228
Index Swing 2 2  $3,873
Index Swing 3 2  $3,873
Index Swing 4 3  $4,393
Index Swing 5 4  $3,068
Index Swing 6 4  $3,068
Index Swing 2-A 2  $5,223
Index Swing 3-A 2  $5,223
Index Swing 4-A 3  $5,743
Index Swing 5-A 4  $4,418
Index Swing 6-A 4  $4,418
For more information go to
www.trendfindertrading.com

 

Monthly Results – June 2018

Posted June 29th, 2018 by Trendfinder and filed in Results - Monthly

Swing trading results were mixed, and the day trading systems had nice profits. Seeing the way these strategies are performing following the market drop in early February, it might be time to bring back the day trading system portfolios.

At the end of May I said I would be releasing a new day trading system in June. Where did the time go? This new system is finished, and I will likely release it in July. I have this one and some others that I am watching live that look good. They are all developed with walk forward analysis which reduces the chances of over fitting and allows the system to adapt to future market conditions. At the end of this blog post you will find performance info for one of these new systems which trades the ES (S&p 500). Past performance is not necessarily indicative of future results.

Monthly Hypothetical Results (trades that exited this month)
(commission and slippage included, see Disclosures in top menu)
Swing Systems # Trades Net Profit
MeanSwing II EMD
MeanSwing II EMD-A
MeanSwing II EMD-B
MeanSwing II ES
MeanSwing II RTY
SentSwing II ES
SentSwing II NQ 1  $(2,540)
SentSwing II RTY
SentSwing II YM 2  $3,365
SimpleSwing ES 2  $450
SimpleSwing NQ 2  $2,205
SimpleSwing RTY 2  $(455)
SimpleSwing YM 2  $(595)
Portfolios # Trades Net Profit
Index Trader I 3  $1,050
Index Trader II 3  $1,050
Index Trader III 8  $3,200
Index Trader IV 9  $660
Index Trader V 9  $660
Index Trader I-A 3  $1,230
Index Trader II-A 3  $1,230
Index Trader III-A 8  $3,790
Index Trader IV-A 9  $1,250
Index Trader V-A 9  $1,250
Index Trader I-B 3  $990
Index Trader II-B 3  $990
Index Trader III-B 7  $2,290
Index Trader IV-B 8  $(250)
Index Trader V-B 8  $(250)
Index Swing 2 0  $-
Index Swing 3 2  $450
Index Swing 4 3  $(2,090)
Index Swing 5 3  $(2,090)
Index Swing 6 5  $(2,685)
Index Swing 2-A 0  $-
Index Swing 3-A 2  $450
Index Swing 4-A 3  $(2,090)
Index Swing 5-A 3  $(2,090)
Index Swing 6-A 5  $(2,685)
For more information go to
www.trendfindertrading.com

New intraday system coming soon (trades the ES):

Monthly Results – May 2018

Posted May 31st, 2018 by Trendfinder and filed in Results - Monthly

Overall, it was a profitable month….primarily thanks to MeanSwing II EMD.

There will be at least one new intraday system and a swing system released in June. Will keep you posted.

Monthly Hypothetical Results (trades that exited this month)
(commission and slippage included, see Disclosures in top menu)
Swing Systems # Trades Net Profit
MeanSwing II EMD 1  $2,580
MeanSwing II EMD-A 1  $2,580
MeanSwing II EMD-B 1  $2,240
MeanSwing II ES
MeanSwing II RTY 1  $-
SentSwing II ES
SentSwing II NQ 1  $(300)
SentSwing II RTY
SentSwing II YM
SimpleSwing ES 1  $225
SimpleSwing NQ
SimpleSwing RTY 1  $(385)
SimpleSwing YM 2  $(3,005)
Portfolios # Trades Net Profit
Index Trader I 0  $-
Index Trader II 1  $2,580
Index Trader III 2  $2,805
Index Trader IV 10  $2,795
Index Trader V 10  $2,795
Index Trader I-A 0  $-
Index Trader II-A 1  $2,580
Index Trader III-A 2  $2,805
Index Trader IV-A 11  $(155)
Index Trader V-A 11  $(155)
Index Trader I-B 0  $-
Index Trader II-B 1  $2,240
Index Trader III-B 2  $2,465
Index Trader IV-B 9  $3,135
Index Trader V-B 9  $3,135
Index Swing 2 1  $2,580
Index Swing 3 2  $2,805
Index Swing 4 3  $2,505
Index Swing 5 3  $2,505
Index Swing 6 5  $(500)
Index Swing 2-A 1  $2,580
Index Swing 3-A 2  $2,805
Index Swing 4-A 3  $2,505
Index Swing 5-A 3  $2,505
Index Swing 6-A 5  $(500)
For more information go to
www.trendfindertrading.com

Monthly Results – April 2018

Posted April 30th, 2018 by Trendfinder and filed in Results - Monthly

MeanSwing II had a profitable month, SentSwing II and the intraday systems had a very poor month.

Monthly Hypothetical Results (trades that exited this month)
(commission and slippage included, see Disclosures in top menu)
Swing Systems # Trades Net Profit
MeanSwing II EMD 1  $620
MeanSwing II EMD-A 1  $680
MeanSwing II EMD-B 1  $780
MeanSwing II ES 1  $1,563
MeanSwing II RTY 1  $3,870
SentSwing II ES 3  $(5,338)
SentSwing II NQ 4  $(8,360)
SentSwing II RTY 2  $1,010
SentSwing II YM 3  $(2,555)
SimpleSwing ES
SimpleSwing NQ
SimpleSwing RTY
SimpleSwing YM
Portfolios # Trades Net Profit
Index Trader I 10  $(6,838)
Index Trader II 11  $(6,218)
Index Trader III 21  $(8,728)
Index Trader IV 45  $(21,598)
Index Trader V 49  $(22,395)
Index Trader I-A 12  $(7,488)
Index Trader II-A 13  $(6,808)
Index Trader III-A 24  $(10,778)
Index Trader IV-A 48  $(22,838)
Index Trader V-A 52  $(23,605)
Index Trader I-B 11  $(6,768)
Index Trader II-B 12  $(5,988)
Index Trader III-B 22  $(8,978)
Index Trader IV-B 48  $(23,368)
Index Trader V-B 52  $(23,085)
Index Swing 2 4  $(4,718)
Index Swing 3 4  $(4,718)
Index Swing 4 8  $(13,078)
Index Swing 5 9  $(11,515)
Index Swing 6 9  $(11,515)
Index Swing 2-A 4  $(4,658)
Index Swing 3-A 4  $(4,658)
Index Swing 4-A 8  $(13,018)
Index Swing 5-A 9  $(11,455)
Index Swing 6-A 9  $(11,455)
For more information go to
www.trendfindertrading.com