Daily Results for 11/4/14
Trendfinder’s emini futures trading systems did not have any closed trades today.
Daily Results for 11/3/14
Trendfinder’s emini futures trading systems did not have any closed trades today.
Monthly Results – October 2014
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 | |||
Weekly Results – week ending 10/31/14
This week MeanSwing II was stopped out of short trades in the EMD (S&P MidCap) and TF (Russell 2000) for losses. Lion II Vol had 1 trade which was a loss.
| 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 | – | – | $(2,208) |
| FedSwing TF | – | – | $(3,040) |
| FedSwing TF-A | – | – | $(3,040) |
| FedSwing TF-B | – | – | $(3,040) |
| FedSwing YM | – | – | $(310) |
| MeanSwing II EMD | 1 | $(3,690) | $(7,880) |
| MeanSwing II EMD-A | 1 | $(3,730) | $(7,890) |
| MeanSwing II EMD-B | 1 | $(3,740) | $(7,940) |
| MeanSwing II ES | – | – | $43 |
| MeanSwing II TF | 1 | $(3,370) | $(5,940) |
| Portfolios | # Trades | Net Profit | Month-to-date |
| Index Trader I | 1 | $(530) | $(3,630) |
| Index Trader II | 2 | $(4,220) | $(11,960) |
| Index Trader III | 2 | $(4,220) | $(13,118) |
| Index Trader IV | 2 | $(4,220) | $(14,125) |
| Index Trader V | 2 | $(4,220) | $(17,055) |
| Index Trader I-A | 1 | $(590) | $(4,050) |
| Index Trader II-A | 2 | $(4,320) | $(12,400) |
| Index Trader III-A | 2 | $(4,320) | $(13,478) |
| Index Trader IV-A | 2 | $(4,320) | $(13,615) |
| Index Trader V-A | 2 | $(4,320) | $(16,755) |
| Index Trader I-B | 1 | $(610) | $(2,740) |
| Index Trader II-B | 2 | $(4,350) | $(11,250) |
| Index Trader III-B | 2 | $(4,350) | $(12,468) |
| Index Trader IV-B | 2 | $(4,350) | $(13,365) |
| Index Trader V-B | 2 | $(4,350) | $(17,895) |
| Index Swing 2 | 1 | $(3,690) | $(10,088) |
| Index Swing 3 | 1 | $(3,690) | $(13,128) |
| Index Swing 4 | 1 | $(3,690) | $(13,085) |
| Index Swing 5 | 1 | $(3,690) | $(16,125) |
| Index Swing 6 | 1 | $(3,690) | $(16,435) |
| Index Swing 2-A | 1 | $(3,730) | $(10,098) |
| Index Swing 3-A | 1 | $(3,730) | $(13,138) |
| Index Swing 4-A | 1 | $(3,730) | $(13,095) |
| Index Swing 5-A | 1 | $(3,730) | $(16,135) |
| Index Swing 6-A | 1 | $(3,730) | $(16,445) |
| For more information go to | |||
| www.trendfindertrading.com | |||
Daily Results for 10/31/14
Trendfinder’s emini futures trading systems did not have any closed trades today.
Daily Results for 10/30/14
Trendfinder’s emini futures trading systems did not have any closed trades today.
Daily Results for 10/29/14
MeanSwing II EMD was stopped out of a short trade at the open today.
|
|||||||
| (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 | 1 | $(3,690) | |||||
| MeanSwing II EMD-A | 1 | $(3,730) | |||||
| MeanSwing II EMD-B | 1 | $(3,740) | |||||
| MeanSwing II ES | – | – | |||||
| MeanSwing II TF | – | – | |||||
| Portfolios | # Trades | Net Profit | |||||
| Index Trader I | 0 | $- | |||||
| Index Trader II | 1 | $(3,690) | |||||
| Index Trader III | 1 | $(3,690) | |||||
| Index Trader IV | 1 | $(3,690) | |||||
| Index Trader V | 1 | $(3,690) | |||||
| Index Trader I-A | 0 | $- | |||||
| Index Trader II-A | 1 | $(3,730) | |||||
| Index Trader III-A | 1 | $(3,730) | |||||
| Index Trader IV-A | 1 | $(3,730) | |||||
| Index Trader V-A | 1 | $(3,730) | |||||
| Index Trader I-B | 0 | $- | |||||
| Index Trader II-B | 1 | $(3,740) | |||||
| Index Trader III-B | 1 | $(3,740) | |||||
| Index Trader IV-B | 1 | $(3,740) | |||||
| Index Trader V-B | 1 | $(3,740) | |||||
| For more information go to | |||||||
| www.trendfindertrading.com | |||||||
Daily Results for 10/28/14
MeanSwing II was stopped out of a short trade in the Russell 2000 (TF) 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 | – | – | |||||
| 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 | $(3,370) | |||||
| 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 10/27/14
Lion II Vol had a short trade today that exited with 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 | – | – | |||||
| 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 | 1 | $(530) | |||||
| Index Trader II | 1 | $(530) | |||||
| Index Trader III | 1 | $(530) | |||||
| Index Trader IV | 1 | $(530) | |||||
| Index Trader V | 1 | $(530) | |||||
| Index Trader I-A | 1 | $(590) | |||||
| Index Trader II-A | 1 | $(590) | |||||
| Index Trader III-A | 1 | $(590) | |||||
| Index Trader IV-A | 1 | $(590) | |||||
| Index Trader V-A | 1 | $(590) | |||||
| Index Trader I-B | 1 | $(610) | |||||
| Index Trader II-B | 1 | $(610) | |||||
| Index Trader III-B | 1 | $(610) | |||||
| Index Trader IV-B | 1 | $(610) | |||||
| Index Trader V-B | 1 | $(610) | |||||
| For more information go to | |||||||
| www.trendfindertrading.com | |||||||
Weekly Results – week ending 10/24/14
FedSwing exited a profitable long trade in the Dow (YM). Two (Jaguar Vol and Lion Vol) of the three intraday systems had a gain for the week, but unfortunately the losses from the third intraday system (Lion II Vol) were greater.
| 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 | – | – | $(2,208) |
| FedSwing TF | – | – | $(3,040) |
| FedSwing TF-A | – | – | $(3,040) |
| FedSwing TF-B | – | – | $(3,040) |
| FedSwing YM | 1 | $1,750 | $(310) |
| MeanSwing II EMD | – | – | $(4,190) |
| MeanSwing II EMD-A | – | – | $(4,160) |
| MeanSwing II EMD-B | – | – | $(4,200) |
| MeanSwing II ES | – | – | $43 |
| MeanSwing II TF | – | – | $(2,570) |
| Portfolios | # Trades | Net Profit | Month-to-date |
| Index Trader I | 3 | $(1,040) | $(3,100) |
| Index Trader II | 3 | $(1,040) | $(7,740) |
| Index Trader III | 3 | $(1,040) | $(8,898) |
| Index Trader IV | 4 | $(820) | $(9,905) |
| Index Trader V | 5 | $(470) | $(12,835) |
| Index Trader I-A | 3 | $(970) | $(3,460) |
| Index Trader II-A | 3 | $(970) | $(8,080) |
| Index Trader III-A | 3 | $(970) | $(9,158) |
| Index Trader IV-A | 4 | $(770) | $(9,295) |
| Index Trader V-A | 5 | $(470) | $(12,435) |
| Index Trader I-B | 3 | $(1,100) | $(2,130) |
| Index Trader II-B | 3 | $(1,100) | $(6,900) |
| Index Trader III-B | 3 | $(1,100) | $(8,118) |
| Index Trader IV-B | 4 | $(810) | $(9,015) |
| Index Trader V-B | 5 | $(390) | $(13,545) |
| Index Swing 2 | 0 | $- | $(6,398) |
| Index Swing 3 | 0 | $- | $(9,438) |
| Index Swing 4 | 0 | $- | $(9,395) |
| Index Swing 5 | 0 | $- | $(12,435) |
| Index Swing 6 | 1 | $1,750 | $(12,745) |
| Index Swing 2-A | 0 | $- | $(6,368) |
| Index Swing 3-A | 0 | $- | $(9,408) |
| Index Swing 4-A | 0 | $- | $(9,365) |
| Index Swing 5-A | 0 | $- | $(12,405) |
| Index Swing 6-A | 1 | $1,750 | $(12,715) |
| For more information go to | |||
| www.trendfindertrading.com | |||