Monthly Results – October 2014

Posted October 31st, 2014 by Trendfinder and filed in Results - Monthly

October was very volatile with market action unlike any past period I remember or could find. That includes 2008, flash crash, August 2011, etc. (and if you know any period where we had two V-bottoms in a 3 month span please let me know). There were several swing losses this month which caused sizable losses for the portfolios.

Looking at the equity curves for each system, no individual system looks in bad shape, but what has happened is that almost all the swing systems had losses/drawdowns at the same time. I am working on portfolio position sizing so that we have better risk control going forward. Also, Bank of Japan’s surprise QE announcement today may impact FedSwing – I am researching adjustments for QE from BOJ and ECB and/or trend/risk filters to handle monetary policy conditions we have never seen before.

Monthly Hypothetical Results (trades that exited this month)
(commission and slippage included, see Disclosures in top menu)
Swing Systems # Trades Net Profit
FedSwing EMD 1  $(3,040)
FedSwing EMD-A 1  $(3,040)
FedSwing EMD-B 1  $(3,040)
FedSwing ES 1  $(2,208)
FedSwing TF 1  $(3,040)
FedSwing TF-A 1  $(3,040)
FedSwing TF-B 1  $(3,040)
FedSwing YM 2  $(310)
MeanSwing II EMD 2  $(7,880)
MeanSwing II EMD-A 2  $(7,890)
MeanSwing II EMD-B 2  $(7,940)
MeanSwing II ES 1  $43
MeanSwing II TF 3  $(5,940)
Portfolios # Trades Net Profit
Index Trader I 11  $(3,630)
Index Trader II 14  $(11,960)
Index Trader III 17  $(13,118)
Index Trader IV 23  $(14,125)
Index Trader V 28  $(17,055)
Index Trader I-A 11  $(4,050)
Index Trader II-A 14  $(12,400)
Index Trader III-A 17  $(13,478)
Index Trader IV-A 22  $(13,615)
Index Trader V-A 27  $(16,755)
Index Trader I-B 11  $(2,740)
Index Trader II-B 14  $(11,250)
Index Trader III-B 16  $(12,468)
Index Trader IV-B 22  $(13,365)
Index Trader V-B 27  $(17,895)
Index Swing 2 3  $(10,088)
Index Swing 3 4  $(13,128)
Index Swing 4 5  $(13,085)
Index Swing 5 6  $(16,125)
Index Swing 6 8  $(16,435)
Index Swing 2-A 3  $(10,098)
Index Swing 3-A 4  $(13,138)
Index Swing 4-A 5  $(13,095)
Index Swing 5-A 6  $(16,135)
Index Swing 6-A 8  $(16,445)
For more information go to
www.trendfindertrading.com

Comments are closed.