Trendfinder Trading Systems

It was a very choppy, active, wild and volatile day.  Overall, these systems ended with a profit.  Every system was short this morning and exited with losses when the market bounced.  Jaguar and Lion went long then later reversed to short again.  Leopard, Lion II and Tiger also re-entered short and made up for earlier losses.

A note about slippage today.  In these wildly volatile and fast markets increased slippage is to be expected.  Today had the largest slippage I’ve encountered with these systems.  Especially for Jaguar and Leopard.  For Jaguar expect today’s live fills to be around $200 less than shown below, and for Leopard expect today’s live fills to be around $100 less than shown below.  If this continues, I will increase the amount of slippage I use for hypothetical results.  I am also going to limit subcriptions and create offset systems (offset chart by 1 minute so orders don’t coincide) to reduce effects of slippage.  I don’t think it would have made much difference today but it is an additional step I am taking – more on this by the end of the week.