Daily Results for 8/22/18
SentSwing II exited a long trade in every market it trades.
| Daily Hypothetical Results (trades that exited today) | |||
| (commission and slippage included, see Disclosures in top menu) | |||
| Systems | # Trades | Net Profit | |
| MeanSwing II EMD | – | – | |
| MeanSwing II EMD-A | – | – | |
| MeanSwing II EMD-B | – | – | |
| MeanSwing II ES | – | – | |
| MeanSwing II RTY | – | – | |
| SentSwing II ES | 1 | $1,100 | |
| SentSwing II NQ | 1 | $965 | |
| SentSwing II RTY | 1 | $1,770 | |
| SentSwing II YM | 1 | $2,220 | |
| SimpleSwing ES | – | – | |
| SimpleSwing NQ | – | – | |
| SimpleSwing RTY | – | – | |
| SimpleSwing YM | – | – | |
| Spring ES | – | – | |
| Portfolios | # Trades | Net Profit | |
| Index Trader I | 1 | $1,100 | |
| Index Trader II | 1 | $1,100 | |
| Index Trader III | 1 | $1,100 | |
| Index Trader IV | 2 | $2,065 | |
| Index Trader V | 2 | $2,065 | |
| Index Trader I-A | 1 | $1,100 | |
| Index Trader II-A | 1 | $1,100 | |
| Index Trader III-A | 1 | $1,100 | |
| Index Trader IV-A | 2 | $2,065 | |
| Index Trader V-A | 2 | $2,065 | |
| Index Trader I-B | 1 | $1,100 | |
| Index Trader II-B | 1 | $1,100 | |
| Index Trader III-B | 1 | $1,100 | |
| Index Trader IV-B | 2 | $2,065 | |
| Index Trader V-B | 2 | $2,065 | |
| For more information go to | |||
| www.trendfindertrading.com | |||
Daily Results for 8/20/18
SimpleSwing exited a long trade in every market.
| Daily Hypothetical Results (trades that exited today) | |||
| (commission and slippage included, see Disclosures in top menu) | |||
| 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 | – | – | |
| SentSwing II RTY | – | – | |
| SentSwing II YM | – | – | |
| SimpleSwing ES | 1 | $1,713 | |
| SimpleSwing NQ | 1 | $(630) | |
| SimpleSwing RTY | 1 | $1,040 | |
| SimpleSwing YM | 1 | $2,840 | |
| Spring ES | – | – | |
| Portfolios | # Trades | Net Profit | |
| Index Trader I | 0 | $- | |
| Index Trader II | 0 | $- | |
| Index Trader III | 1 | $1,713 | |
| Index Trader IV | 1 | $1,713 | |
| Index Trader V | 1 | $1,713 | |
| Index Trader I-A | 0 | $- | |
| Index Trader II-A | 0 | $- | |
| Index Trader III-A | 1 | $1,713 | |
| Index Trader IV-A | 1 | $1,713 | |
| Index Trader V-A | 1 | $1,713 | |
| Index Trader I-B | 0 | $- | |
| Index Trader II-B | 0 | $- | |
| Index Trader III-B | 1 | $1,713 | |
| Index Trader IV-B | 1 | $1,713 | |
| Index Trader V-B | 1 | $1,713 | |
| For more information go to | |||
| www.trendfindertrading.com | |||
Weekly Results – week ending 8/17/18
MeanSwing II and SentSwing II exited long trades. Spring ES had 3 daytrades.
With two new daytrading systems released (Cheetah Vol and Spring ES), the portfolios have had a makeover. In my opinion, they have better diversification now and should be less volatile going forward (of course, no guarantees!). Take a look at performance here: http://trendfindertrading.com/portfolios.html Once all current trades are flat, the blog results will use the new combinations.
If you want to trade a daytrading system by itself and avoid overnight risk, take a look at Spring ES (it has handled 2018 very well, and 2018 is out of sample): http://trendfindertrading.com/springES.html
| Weekly Hypothetical Results (trades that exited this week) | |||
| (commission and slippage included, see Disclosures in top menu) | |||
| Systems | # Trades | Net Profit | Month-to-date |
| MeanSwing II EMD | – | – | – |
| MeanSwing II EMD-A | – | – | – |
| MeanSwing II EMD-B | – | – | – |
| MeanSwing II ES | 1 | $1,113 | $1,113 |
| MeanSwing II RTY | – | – | – |
| SentSwing II ES | – | – | – |
| SentSwing II NQ | 1 | $(2,540) | $(2,540) |
| SentSwing II RTY | 1 | $(1,120) | $(1,120) |
| SentSwing II YM | – | – | – |
| SimpleSwing ES | – | – | $2,288 |
| SimpleSwing NQ | – | – | – |
| SimpleSwing RTY | – | – | $620 |
| SimpleSwing YM | – | – | $880 |
| Spring ES | 3 | $(83) | $(83) |
| Portfolios | # Trades | Net Profit | Month-to-date |
| Index Trader I | 0 | $- | $- |
| Index Trader II | 0 | $- | $- |
| Index Trader III | 0 | $- | $2,288 |
| Index Trader IV | 1 | $(2,540) | $(253) |
| Index Trader V | 2 | $(1,428) | $860 |
| Index Trader I-A | 0 | $- | $- |
| Index Trader II-A | 0 | $- | $- |
| Index Trader III-A | 0 | $- | $2,288 |
| Index Trader IV-A | 1 | $(2,540) | $(253) |
| Index Trader V-A | 2 | $(1,428) | $860 |
| Index Trader I-B | 0 | $- | $- |
| Index Trader II-B | 0 | $- | $- |
| Index Trader III-B | 0 | $- | $2,288 |
| Index Trader IV-B | 1 | $(2,540) | $(253) |
| Index Trader V-B | 2 | $(1,428) | $860 |
| Index Swing 2 | 0 | $- | $- |
| Index Swing 3 | 0 | $- | $2,288 |
| Index Swing 4 | 1 | $(2,540) | $(253) |
| Index Swing 5 | 2 | $(1,428) | $860 |
| Index Swing 6 | 2 | $(1,428) | $1,740 |
| Index Swing 2-A | 0 | $- | $- |
| Index Swing 3-A | 0 | $- | $2,288 |
| Index Swing 4-A | 1 | $(2,540) | $(253) |
| Index Swing 5-A | 2 | $(1,428) | $860 |
| Index Swing 6-A | 2 | $(1,428) | $1,740 |
| For more information go to | |||
| www.trendfindertrading.com | |||
Updated Portfolios
With the new addition of two daytrading strategies, I took the opportunity to completely reorganize the composition of the portfolios. I used a quantified combination of performance and correlation to determine the best combinations. You can see the performance of these portfolios on the website here. Going forward these are the compositions that will be used:
Index Trader I: MeanSwing II EMD, Spring ES
Index Trader II: MeanSwing II EMD, SentSwing II RTY, Leopard Vol, Spring ES
Index Trader III: MeanSwing II EMD, SentSwing II RTY, SimpleSwing ES, Cheetah Vol, Leopard Vol, Spring ES
Index Trader IV: MeanSwing II EMD, SentSwing II RTY, SentSwing II YM, SimpleSwing ES, Cheetah Vol, Leopard Vol, Spring ES, Tiger Vol
Index Trader V: MeanSwing II EMD, MeanSwing II ES, SentSwing II RTY, SentSwing II YM, SimpleSwing ES, Cheetah Vol, Leopard Vol, Lion II Vol, Spring ES, Tiger Vol
Index Swing 2: MeanSwing II EMD, SentSwing II RTY
Index Swing 3: MeanSwing II EMD, SentSwing II RTY, SimpleSwing ES
Index Swing 4: MeanSwing II EMD, SentSwing II RTY, SentSwing II YM, SimpleSwing ES
Index Swing 5: MeanSwing II EMD, MeanSwing II ES, SentSwing II RTY, SentSwing II YM, SimpleSwing ES
Index Swing 6: MeanSwing II EMD, MeanSwing II ES, SentSwing II RTY, SentSwing II YM, SimpleSwing ES, SimpleSwing NQ
Along with updating the portfolios, I also retired SentSwing II NQ, Jaguar Vol and Lion III Vol. I have several new daytrading systems in incubation. When those pass final testing, I will release them, update existing portfolios, and create portfolios of only daytrading systems.
New Intraday System – Cheetah Vol
I am releasing Cheetah Vol today. It is an intraday system that has some similarities to the other Vol systems. The biggest difference is that it starts taking trades 45 minutes after the open, whereas the other Vol systems start around 2 hours after the open. Performance summary below, and full report is here.
Daily Results for 8/16/18
MeanSwing II exited a long trade in the ES (S&P 500). Spring ES had a long daytrade.
| Daily Hypothetical Results (trades that exited today) | |||
| (commission and slippage included, see Disclosures in top menu) | |||
| 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 | – | – | |
| SentSwing II NQ | – | – | |
| SentSwing II RTY | – | – | |
| SentSwing II YM | – | – | |
| SimpleSwing ES | – | – | |
| SimpleSwing NQ | – | – | |
| SimpleSwing RTY | – | – | |
| SimpleSwing YM | – | – | |
| Spring ES | 1 | $48 | |
| Portfolios | # Trades | Net Profit | |
| Index Trader I | 0 | $- | |
| Index Trader II | 0 | $- | |
| Index Trader III | 0 | $- | |
| Index Trader IV | 0 | $- | |
| Index Trader V | 1 | $1,113 | |
| Index Trader I-A | 0 | $- | |
| Index Trader II-A | 0 | $- | |
| Index Trader III-A | 0 | $- | |
| Index Trader IV-A | 0 | $- | |
| Index Trader V-A | 1 | $1,113 | |
| Index Trader I-B | 0 | $- | |
| Index Trader II-B | 0 | $- | |
| Index Trader III-B | 0 | $- | |
| Index Trader IV-B | 0 | $- | |
| Index Trader V-B | 1 | $1,113 | |
| For more information go to | |||
| www.trendfindertrading.com | |||