Monthly Results – September 2017
Volatility dried up again in September and is at historical lows. For example, the VIX closed the month at 9.51, and the highest close of the month was 12.23 (9/5). By several measures, this was the least volatile September ever. This is quite remarkable! We’ve had tough trading conditions for several months in a row now. I never enjoy losing periods, but now is probably a good time to start trading these systems or increase allocations. I know it is hard to do, but isn’t it that way most of the time in trading?
| Monthly Hypothetical Results (trades that exited this month) | |||
| (commission and slippage included, see Disclosures in top menu) | |||
| Swing Systems | # Trades | Net Profit | |
| FedSwing ES | 1 | $(1,013) | |
| FedSwing RTY | 1 | $(2,100) | |
| FedSwing YM | 2 | $(110) | |
| FedSwing II ES | 1 | $(2,163) | |
| FedSwing II NQ | 1 | $(1,035) | |
| FedSwing II RTY | 2 | $(6,160) | |
| MeanSwing II EMD | – | – | |
| MeanSwing II EMD-A | – | – | |
| MeanSwing II EMD-B | – | – | |
| MeanSwing II ES | – | – | |
| MeanSwing II RTY | 1 | $(4,480) | |
| SentimentSwing ES | 3 | $(1,113) | |
| SentimentSwing NQ | 3 | $(940) | |
| SentimentSwing RTY | 3 | $(435) | |
| SentimentSwing YM | 3 | $(1,320) | |
| Portfolios | # Trades | Net Profit | |
| Index Trader I | 3 | $(1,113) | |
| Index Trader II | 3 | $(1,113) | |
| Index Trader III | 4 | $(2,125) | |
| Index Trader IV | 8 | $(3,145) | |
| Index Trader V | 8 | $(3,145) | |
| Index Trader I-A | 3 | $(1,113) | |
| Index Trader II-A | 3 | $(1,113) | |
| Index Trader III-A | 4 | $(2,125) | |
| Index Trader IV-A | 8 | $(3,135) | |
| Index Trader V-A | 8 | $(3,135) | |
| Index Trader I-B | 3 | $(1,113) | |
| Index Trader II-B | 3 | $(1,113) | |
| Index Trader III-B | 4 | $(2,125) | |
| Index Trader IV-B | 9 | $(3,175) | |
| Index Trader V-B | 9 | $(3,175) | |
| Index Swing 2 | 3 | $(1,113) | |
| Index Swing 3 | 4 | $(2,125) | |
| Index Swing 4 | 7 | $(3,065) | |
| Index Swing 5 | 7 | $(3,065) | |
| Index Swing 6 | 8 | $(5,165) | |
| Index Swing 2-A | 3 | $(1,113) | |
| Index Swing 3-A | 4 | $(2,125) | |
| Index Swing 4-A | 7 | $(3,065) | |
| Index Swing 5-A | 7 | $(3,065) | |
| Index Swing 6-A | 8 | $(5,165) | |
| For more information go to | |||
| www.trendfindertrading.com | |||