Trendfinder Trading Systems

Every intraday system had a loss this month, and every swing system had a gain.  Even with the large losses so far this year all but two of the systems (and every portfolio) are still profitable overall for the past 12 months.

This month the Cougars managed a small gain and the rest had a loss.

January had very low volatility and not great trading conditions for these systems.  That’s okay….not every month will be profitable.

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.

Eight intraday systems had a gain for the month and four had a loss.  There were one swing trade this month.  All portfolios except one are positive year-to-date and for the past 12 months – this is quite a recovery after the poor first half of the year.

Every intraday system except the Bobcats had a gain this month.  Every MeanSwing II system had a loss.

It was a profitable month for almost every system (the Bobcats had small losses).  The Lions, Tiger and MeanSwing II had the largest gains.  Every Portfolio had a gain for the month.

Edit 10/31/11: Corrected Year-to-date results.  They previously did not include September (they look much better now!).

It was a very profitable month for the intraday systems, and the swing system had large losses.  The swing system was long at the beginning of the month and got caught on the wrong side of a historical move down.  The intraday systems thrived in the high volatility.

Only 2 intraday systems were profitable, but both MeanSwing systems had nice gains.  The MeanSwing gains caused every Index Trader portfolio to be profitable for the month.  Index Trader III is once again the standout performer.

It was a poor month with only two systems managing a gain.