Weekly Results – week ending 7/25/14
Overall the swing systems had a profit and the intraday systems had a loss. In case you missed it yesterday, click here for a post about the intraday systems.
| 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 | – | – | – |
| FedSwing EMD-A | 1 | $(480) | $(480) |
| FedSwing EMD-B | 1 | $230 | $230 |
| FedSwing ES | – | – | $968 |
| FedSwing TF | – | – | $(3,040) |
| FedSwing TF-A | – | – | $(3,040) |
| FedSwing TF-B | – | – | $(3,040) |
| FedSwing YM | – | – | – |
| MeanSwing II EMD | 1 | $270 | $2,100 |
| MeanSwing II EMD-A | 1 | $1,650 | $3,330 |
| MeanSwing II EMD-B | 1 | $480 | $2,400 |
| MeanSwing II ES | – | – | – |
| MeanSwing II TF | 1 | $(590) | $(590) |
| Portfolios | # Trades | Net Profit | Month-to-date |
| Index Trader I | 4 | $(1,890) | $(6,170) |
| Index Trader II | 5 | $(1,620) | $(4,070) |
| Index Trader III | 6 | $(2,260) | $(3,363) |
| Index Trader IV | 12 | $(3,910) | $(6,793) |
| Index Trader V | 16 | $(5,400) | $(9,913) |
| Index Trader I-A | 4 | $(2,200) | $(6,470) |
| Index Trader II-A | 5 | $(550) | $(3,140) |
| Index Trader III-A | 6 | $(1,200) | $(3,683) |
| Index Trader IV-A | 12 | $(2,770) | $(7,203) |
| Index Trader V-A | 17 | $(4,980) | $(11,053) |
| Index Trader I-B | 4 | $(1,880) | $(6,360) |
| Index Trader II-B | 5 | $(1,400) | $(3,960) |
| Index Trader III-B | 6 | $(2,050) | $(4,633) |
| Index Trader IV-B | 12 | $(4,160) | $(8,673) |
| Index Trader V-B | 17 | $(6,010) | $(11,983) |
| Index Swing 2 | 1 | $270 | $3,068 |
| Index Swing 3 | 1 | $270 | $28 |
| Index Swing 4 | 1 | $270 | $28 |
| Index Swing 5 | 1 | $270 | $28 |
| Index Swing 6 | 1 | $270 | $28 |
| Index Swing 2-A | 1 | $1,650 | $4,298 |
| Index Swing 3-A | 1 | $1,650 | $1,258 |
| Index Swing 4-A | 1 | $1,650 | $1,258 |
| Index Swing 5-A | 2 | $1,170 | $778 |
| Index Swing 6-A | 2 | $1,170 | $778 |
| For more information go to | |||
| www.trendfindertrading.com | |||
Daily Results for 7/24/14
FedSwing exited a long trade in the EMD for the “A” and “B” versions (loser for “A” and winner for “B”). It was a whipsaw day for the intraday systems.
| Daily Hypothetical Results (trades that exited today) | |||
| (commission and slippage included, see Disclosures in top menu) | |||
| Swing Systems | # Trades | Net Profit | |
| FedSwing EMD | – | – | |
| FedSwing EMD-A | 1 | $(480) | |
| FedSwing EMD-B | 1 | $230 | |
| 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 | $(580) | |
| Index Trader II | 1 | $(580) | |
| Index Trader III | 2 | $(1,220) | |
| Index Trader IV | 4 | $(2,200) | |
| Index Trader V | 5 | $(2,630) | |
| Index Trader I-A | 1 | $(570) | |
| Index Trader II-A | 1 | $(570) | |
| Index Trader III-A | 2 | $(1,220) | |
| Index Trader IV-A | 4 | $(2,200) | |
| Index Trader V-A | 6 | $(3,160) | |
| Index Trader I-B | 1 | $(650) | |
| Index Trader II-B | 1 | $(650) | |
| Index Trader III-B | 2 | $(1,300) | |
| Index Trader IV-B | 4 | $(2,250) | |
| Index Trader V-B | 6 | $(2,820) | |
| For more information go to | |||
| www.trendfindertrading.com | |||
Comment about performance of intraday systems
The performance of the intraday systems has eroded to the point I will likely be revising them. I have not made any revisions in over two years. This is because, although conditions have been poor (low volatility) the systems were still working (even losing systems can be within expected performance). I also thought volatility would be picking up with the Fed tapering and Quantitative Easing coming to an end. But what has happened is that volatility has stayed very low and volume has dried up. With this combination it is very difficult to be profitable with intraday trading.
With the FOMC meeting next week there will be few, if any, intraday trades the rest of the month. I will use this time to make adjustments going forward. Most likely there will be much less intraday trading activity (systems will be more conservative) when volatility (measured by VIX) is low.
Daily Results for 7/23/14
Jaguar Vol and Lion II Vol had long trades that exited with a loss.
| Daily Hypothetical Results (trades that exited today) | |||
| (commission and slippage included, see Disclosures in top menu) | |||
| Swing Systems | # Trades | Net Profit | |
| FedSwing EMD | – | – | |
| FedSwing EMD-A | – | – | |
| FedSwing ES | – | – | |
| FedSwing TF | – | – | |
| FedSwing TF-A | – | – | |
| 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 | $(600) | |
| Index Trader II | 1 | $(600) | |
| Index Trader III | 1 | $(600) | |
| Index Trader IV | 1 | $(600) | |
| Index Trader V | 2 | $(1,120) | |
| Index Trader I-A | 1 | $(560) | |
| Index Trader II-A | 1 | $(560) | |
| Index Trader III-A | 1 | $(560) | |
| Index Trader IV-A | 1 | $(560) | |
| Index Trader V-A | 2 | $(1,110) | |
| Index Trader I-B | 1 | $(510) | |
| Index Trader II-B | 1 | $(510) | |
| Index Trader III-B | 1 | $(510) | |
| Index Trader IV-B | 1 | $(510) | |
| Index Trader V-B | 2 | $(1,150) | |
| For more information go to | |||
| www.trendfindertrading.com | |||
Portfolios Sold Out
All Index Trader portfolios and Index Swing portfolios are now sold out.
Systems still open for lease:
FedSwing ES
FedSwing TF
FedSwing YM
MeanSwing II ES
MeanSwing II TF
Daily Results for 7/22/14
MeanSwing II exited a profitable long trade in the S&P MidCap (EMD) and a losing long trade in the Russell 2000 (TF). Intraday systems ended with a loss for the day.
| Daily Hypothetical Results (trades that exited today) | |||
| (commission and slippage included, see Disclosures in top menu) | |||
| Swing Systems | # Trades | Net Profit | |
| FedSwing EMD | – | – | |
| FedSwing EMD-A | – | – | |
| FedSwing ES | – | – | |
| FedSwing TF | – | – | |
| FedSwing TF-A | – | – | |
| FedSwing YM | – | – | |
| MeanSwing II EMD | 1 | $270 | |
| MeanSwing II EMD-A | 1 | $1,650 | |
| MeanSwing II EMD-B | 1 | $480 | |
| MeanSwing II ES | – | – | |
| MeanSwing II TF | 1 | $(590) | |
| Portfolios | # Trades | Net Profit | |
| Index Trader I | 1 | $(460) | |
| Index Trader II | 2 | $(190) | |
| Index Trader III | 2 | $(190) | |
| Index Trader IV | 4 | $(780) | |
| Index Trader V | 5 | $(1,020) | |
| Index Trader I-A | 1 | $(650) | |
| Index Trader II-A | 2 | $1,000 | |
| Index Trader III-A | 2 | $1,000 | |
| Index Trader IV-A | 4 | $560 | |
| Index Trader V-A | 5 | $180 | |
| Index Trader I-B | 1 | $(410) | |
| Index Trader II-B | 2 | $70 | |
| Index Trader III-B | 2 | $70 | |
| Index Trader IV-B | 4 | $(860) | |
| Index Trader V-B | 5 | $(1,110) | |
| For more information go to | |||
| www.trendfindertrading.com | |||
Daily Results for 7/21/14
Jaguar Vol, Lion Vol and Lion II Vol each had a losing short trade. Lion Vol then had a winning long trade.
| Daily Hypothetical Results (trades that exited today) | |||
| (commission and slippage included, see Disclosures in top menu) | |||
| Swing Systems | # Trades | Net Profit | |
| FedSwing EMD | – | – | |
| FedSwing EMD-A | – | – | |
| FedSwing ES | – | – | |
| FedSwing TF | – | – | |
| FedSwing TF-A | – | – | |
| 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 | $(250) | |
| Index Trader II | 1 | $(250) | |
| Index Trader III | 1 | $(250) | |
| Index Trader IV | 3 | $(330) | |
| Index Trader V | 4 | $(630) | |
| Index Trader I-A | 1 | $(420) | |
| Index Trader II-A | 1 | $(420) | |
| Index Trader III-A | 1 | $(420) | |
| Index Trader IV-A | 3 | $(570) | |
| Index Trader V-A | 4 | $(890) | |
| Index Trader I-B | 1 | $(310) | |
| Index Trader II-B | 1 | $(310) | |
| Index Trader III-B | 1 | $(310) | |
| Index Trader IV-B | 3 | $(540) | |
| Index Trader V-B | 4 | $(930) | |
| For more information go to | |||
| www.trendfindertrading.com | |||
Weekly Results – week ending 7/18/14
Three swing systems exited trades this week (FedSwing ES and TF were longs, MeanSwing II EMD was a short). The intraday systems had a losing week. Overall it was a losing week.
| 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 | – | – | – |
| FedSwing EMD-A | – | – | – |
| FedSwing ES | 1 | $968 | $968 |
| FedSwing TF | 1 | $(3,040) | $(3,040) |
| FedSwing TF-A | 1 | $(3,040) | $(3,040) |
| FedSwing YM | – | – | – |
| MeanSwing II EMD | 1 | $560 | $1,830 |
| MeanSwing II EMD-A | 1 | $450 | $1,680 |
| MeanSwing II EMD-B | 1 | $560 | $1,920 |
| MeanSwing II ES | – | – | – |
| MeanSwing II TF | – | – | – |
| Portfolios | # Trades | Net Profit | Month-to-date |
| Index Trader I | 6 | $(4,280) | $(4,280) |
| Index Trader II | 7 | $(3,720) | $(2,450) |
| Index Trader III | 9 | $(2,103) | $(1,103) |
| Index Trader IV | 17 | $(3,713) | $(2,883) |
| Index Trader V | 22 | $(5,343) | $(4,513) |
| Index Trader I-A | 6 | $(4,270) | $(4,270) |
| Index Trader II-A | 7 | $(3,820) | $(2,590) |
| Index Trader III-A | 9 | $(3,503) | $(2,483) |
| Index Trader IV-A | 17 | $(5,203) | $(4,433) |
| Index Trader V-A | 22 | $(6,843) | $(6,073) |
| Index Trader I-B | 6 | $(4,480) | $(4,480) |
| Index Trader II-B | 7 | $(3,920) | $(2,560) |
| Index Trader III-B | 9 | $(3,603) | $(2,583) |
| Index Trader IV-B | 17 | $(5,393) | $(4,513) |
| Index Trader V-B | 22 | $(6,853) | $(5,973) |
| Index Swing 2 | 2 | $1,528 | $2,798 |
| Index Swing 3 | 3 | $(1,513) | $(243) |
| Index Swing 4 | 3 | $(1,513) | $(243) |
| Index Swing 5 | 3 | $(1,513) | $(243) |
| Index Swing 6 | 3 | $(1,513) | $(243) |
| Index Swing 2-A | 2 | $1,418 | $2,648 |
| Index Swing 3-A | 3 | $(1,623) | $(393) |
| Index Swing 4-A | 3 | $(1,623) | $(393) |
| Index Swing 5-A | 3 | $(1,623) | $(393) |
| Index Swing 6-A | 3 | $(1,623) | $(393) |
| For more information go to | |||
| www.trendfindertrading.com | |||