Daily Results for 11/26/14
Trendfinder’s emini futures trading systems did not have any closed trades today. Happy Thanksgiving!
Daily Results for 11/25/14
Trendfinder’s emini futures trading systems did not have any closed trades today.
FedSwing II performance comparisons
FedSwing II has been released. FedSwing II incorporates the Fed’s open market account holdings. This additional filter reduces net profit historically, but more importantly it also reduces drawdown. In my opinion FedSwing II is better suited to FOMC policy, especially going forward, because it incorporates the balances of the FOMC’s open market holdings. Per the October FOMC statement where they announced the end of QE, they also stated that intend to remain accommodative by “reinvesting principal payments from its holdings of agency debt and agency mortgage-backed securities in agency mortgage-backed securities and of rolling over maturing Treasury securities at auction.” Translation: even though they are not engaging in new quantitative easing, they are still supporting the market.
Also a break-even type of stop was added because this is one of the most common requests received from clients and does not greatly hinder performance. The other two most common requests are smaller stops and trailing stops (both of which greatly degrade performance so were not added). Although this break-even stop does reduce profit a little, it will protect us from situations where we have a large profit and a price shock occurs.
Effective yesterday (11/24/14) all portfolios are using FedSwing II instead of FedSwing. Clients may continue to trade FedSwing on individual markets or switch to FedSwing II. To switch please contact your broker (may need to sign paperwork) and let me know so I have an accurate count. Please note FedSwing II will NOT be offered as an individual system for EMD because liquidity is too low.
The performance reports following use the current version of FedSwing (with revision made in early October) applied to all data to give an apples to apples comparison going forward. For the Index Trader portfolios I used the current version of the Vol systems for all past data for the same reason. All hypothetical performance below includes $20 roundturn commission and 2 ticks roundturn slippage (3 ticks roundturn slippage for intraday systems). Reports were created going back as far as possible for systems used (FedSwing can go back to 1/1/06, Vol systems can go back to 1/1/07) so you can see as much info as possible. Below are summaries for FedSwing, FedSwing II, Index Swing 6 Portfolio and Index Trader V Portfolio. For full reports of all systems and portfolios, please download this zip file: Reports
FedSwing EMD current
FedSwing II EMD
FedSwing ES current
FedSwing II ES
FedSwing TF current
FedSwing II TF
FedSwing YM current
FedSwing II YM
Index Trader V current
Index Trader V with FedSwing II
Index Swing 6 current
Index Swing 6 with FedSwing II
For full reports of all systems and portfolios, please download this zip file: Reports
Next week I will update the website for FedSwing II and updated portfolios.
Daily Results for 11/24/14
Trendfinder’s emini futures trading systems did not have any closed trades today.
Weekly Results – week ending 11/21/14
FedSwing exited short trades for a loss. MeanSwing II had a winning long trade in the Russell 2000 (TF).
I am now releasing a new version of FedSwing (FedSwing II) since all current open trades for FedSwing have exited. FedSwing II will replace FedSwing in the portfolios. It incorporates the Fed’s open market account holdings and adds a break-even type of stop. I will provide a blog post next week showing performance results and will update the website in early December when results are updated through November.
| Weekly Hypothetical Results (trades that exited this week) | |||
| (commission and slippage included, see Disclosures in top menu) | |||
| Swing Systems | # Trades | Net Profit | Month-to-date |
| FedSwing EMD | – | – | $(3,040) |
| FedSwing EMD-A | – | – | $(3,040) |
| FedSwing EMD-B | – | – | $(3,040) |
| FedSwing ES | 1 | $(3,045) | $(3,045) |
| FedSwing TF | – | – | $(3,040) |
| FedSwing TF-A | – | – | $(3,040) |
| FedSwing TF-B | – | – | $(3,040) |
| FedSwing YM | 1 | $(3,720) | $(3,720) |
| MeanSwing II EMD | – | – | – |
| MeanSwing II EMD-A | – | – | – |
| MeanSwing II EMD-B | – | – | – |
| MeanSwing II ES | – | – | – |
| MeanSwing II TF | 1 | $1,240 | $1,240 |
| Portfolios | # Trades | Net Profit | Month-to-date |
| Index Trader I | 0 | $- | $(3,040) |
| Index Trader II | 0 | $- | $(3,040) |
| Index Trader III | 1 | $(3,045) | $(6,085) |
| Index Trader IV | 1 | $(3,045) | $(6,085) |
| Index Trader V | 1 | $(3,045) | $(9,125) |
| Index Trader I-A | 0 | $- | $(3,040) |
| Index Trader II-A | 0 | $- | $(3,040) |
| Index Trader III-A | 1 | $(3,045) | $(6,085) |
| Index Trader IV-A | 1 | $(3,045) | $(6,085) |
| Index Trader V-A | 1 | $(3,045) | $(9,125) |
| Index Trader I-B | 0 | $- | $(3,040) |
| Index Trader II-B | 0 | $- | $(3,040) |
| Index Trader III-B | 1 | $(3,045) | $(6,085) |
| Index Trader IV-B | 1 | $(3,045) | $(6,085) |
| Index Trader V-B | 1 | $(3,045) | $(9,125) |
| Index Swing 2 | 1 | $(3,045) | $(3,045) |
| Index Swing 3 | 1 | $(3,045) | $(6,085) |
| Index Swing 4 | 1 | $(3,045) | $(6,085) |
| Index Swing 5 | 1 | $(3,045) | $(9,125) |
| Index Swing 6 | 2 | $(6,765) | $(12,845) |
| Index Swing 2-A | 1 | $(3,045) | $(3,045) |
| Index Swing 3-A | 1 | $(3,045) | $(6,085) |
| Index Swing 4-A | 1 | $(3,045) | $(6,085) |
| Index Swing 5-A | 1 | $(3,045) | $(9,125) |
| Index Swing 6-A | 2 | $(6,765) | $(12,845) |
| For more information go to | |||
| www.trendfindertrading.com | |||
Daily Results for 11/21/14
FedSwing was stopped out of a short trade in the Dow (YM) for a loss. I am now releasing a new version of FedSwing (FedSwing II) since all current open trades for FedSwing have exited. FedSwing II will replace FedSwing in the portfolios. It incorporates the Fed’s open market account holdings and adds a break-even type of stop. I will provide a blog post next week showing performance results and will update the website in early December when results are updated through November.
|
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| (commission and slippage included, see Disclosures in top menu) | |||||||
| Swing Systems | # Trades | Net Profit | |||||
| FedSwing EMD | – | – | |||||
| FedSwing EMD-A | – | – | |||||
| FedSwing EMD-B | – | – | |||||
| FedSwing ES | – | – | |||||
| FedSwing TF | – | – | |||||
| FedSwing TF-A | – | – | |||||
| FedSwing TF-B | – | – | |||||
| FedSwing YM | 1 | $(3,720) | |||||
| MeanSwing II EMD | – | – | |||||
| MeanSwing II EMD-A | – | – | |||||
| MeanSwing II EMD-B | – | – | |||||
| MeanSwing II ES | – | – | |||||
| MeanSwing II TF | – | – | |||||
| Portfolios | # Trades | Net Profit | |||||
| Index Trader I | 0 | $- | |||||
| Index Trader II | 0 | $- | |||||
| Index Trader III | 0 | $- | |||||
| Index Trader IV | 0 | $- | |||||
| Index Trader V | 0 | $- | |||||
| Index Trader I-A | 0 | $- | |||||
| Index Trader II-A | 0 | $- | |||||
| Index Trader III-A | 0 | $- | |||||
| Index Trader IV-A | 0 | $- | |||||
| Index Trader V-A | 0 | $- | |||||
| Index Trader I-B | 0 | $- | |||||
| Index Trader II-B | 0 | $- | |||||
| Index Trader III-B | 0 | $- | |||||
| Index Trader IV-B | 0 | $- | |||||
| Index Trader V-B | 0 | $- | |||||
| For more information go to | |||||||
| www.trendfindertrading.com | |||||||
Daily Results for 11/20/14
MeanSwing II exited a profitable long trade in the TF (Russell 2000).
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|||||||
| (commission and slippage included, see Disclosures in top menu) | |||||||
| Swing Systems | # Trades | Net Profit | |||||
| FedSwing EMD | – | – | |||||
| FedSwing EMD-A | – | – | |||||
| FedSwing EMD-B | – | – | |||||
| FedSwing ES | – | – | |||||
| FedSwing TF | – | – | |||||
| FedSwing TF-A | – | – | |||||
| FedSwing TF-B | – | – | |||||
| FedSwing YM | – | – | |||||
| MeanSwing II EMD | – | – | |||||
| MeanSwing II EMD-A | – | – | |||||
| MeanSwing II EMD-B | – | – | |||||
| MeanSwing II ES | – | – | |||||
| MeanSwing II TF | 1 | $1,240 | |||||
| Portfolios | # Trades | Net Profit | |||||
| Index Trader I | 0 | $- | |||||
| Index Trader II | 0 | $- | |||||
| Index Trader III | 0 | $- | |||||
| Index Trader IV | 0 | $- | |||||
| Index Trader V | 0 | $- | |||||
| Index Trader I-A | 0 | $- | |||||
| Index Trader II-A | 0 | $- | |||||
| Index Trader III-A | 0 | $- | |||||
| Index Trader IV-A | 0 | $- | |||||
| Index Trader V-A | 0 | $- | |||||
| Index Trader I-B | 0 | $- | |||||
| Index Trader II-B | 0 | $- | |||||
| Index Trader III-B | 0 | $- | |||||
| Index Trader IV-B | 0 | $- | |||||
| Index Trader V-B | 0 | $- | |||||
| For more information go to | |||||||
| www.trendfindertrading.com | |||||||
Daily Results for 11/19/14
Trendfinder’s emini futures trading systems did not have any closed trades today.
Daily Results for 11/18/14
FedSwing exited a short trade in the ES (S&P 500) for a loss.
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|||||||
| (commission and slippage included, see Disclosures in top menu) | |||||||
| Swing Systems | # Trades | Net Profit | |||||
| FedSwing EMD | – | – | |||||
| FedSwing EMD-A | – | – | |||||
| FedSwing EMD-B | – | – | |||||
| FedSwing ES | 1 | $(3,045) | |||||
| FedSwing TF | – | – | |||||
| FedSwing TF-A | – | – | |||||
| FedSwing TF-B | – | – | |||||
| FedSwing YM | – | – | |||||
| MeanSwing II EMD | – | – | |||||
| MeanSwing II EMD-A | – | – | |||||
| MeanSwing II EMD-B | – | – | |||||
| MeanSwing II ES | – | – | |||||
| MeanSwing II TF | – | – | |||||
| Portfolios | # Trades | Net Profit | |||||
| Index Trader I | 0 | $- | |||||
| Index Trader II | 0 | $- | |||||
| Index Trader III | 1 | $(3,045) | |||||
| Index Trader IV | 1 | $(3,045) | |||||
| Index Trader V | 1 | $(3,045) | |||||
| Index Trader I-A | 0 | $- | |||||
| Index Trader II-A | 0 | $- | |||||
| Index Trader III-A | 1 | $(3,045) | |||||
| Index Trader IV-A | 1 | $(3,045) | |||||
| Index Trader V-A | 1 | $(3,045) | |||||
| Index Trader I-B | 0 | $- | |||||
| Index Trader II-B | 0 | $- | |||||
| Index Trader III-B | 1 | $(3,045) | |||||
| Index Trader IV-B | 1 | $(3,045) | |||||
| Index Trader V-B | 1 | $(3,045) | |||||
| For more information go to | |||||||
| www.trendfindertrading.com | |||||||
Daily Results for 11/17/14
Trendfinder’s emini futures trading systems did not have any closed trades today.