{"id":4413,"date":"2014-10-31T14:32:52","date_gmt":"2014-10-31T21:32:52","guid":{"rendered":"http:\/\/trendfindertrading.com\/blog\/?p=4413"},"modified":"2014-10-31T14:41:11","modified_gmt":"2014-10-31T21:41:11","slug":"monthly-results-october-2014","status":"publish","type":"post","link":"http:\/\/trendfindertrading.com\/blog\/monthly-results-october-2014\/","title":{"rendered":"Monthly Results – October 2014"},"content":{"rendered":"

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\u00a0know 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\u00a0sizable losses for the portfolios.<\/p>\n

Looking at the equity curves for each system, no individual system\u00a0looks 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\u00a0have 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.<\/p>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Monthly Hypothetical\u00a0Results (trades that exited this month)<\/strong><\/td>\n<\/tr>\n
(commission and slippage included, see Disclosures in top menu)<\/td>\n<\/tr>\n
Swing Systems<\/span><\/td>\n# Trades<\/span><\/td>\nNet Profit<\/span><\/td>\n<\/tr>\n
FedSwing EMD<\/td>\n1<\/td>\n\u00a0$(3,040)<\/td>\n<\/tr>\n
FedSwing EMD-A<\/td>\n1<\/td>\n\u00a0$(3,040)<\/td>\n<\/tr>\n
FedSwing EMD-B<\/td>\n1<\/td>\n\u00a0$(3,040)<\/td>\n<\/tr>\n
FedSwing ES<\/td>\n1<\/td>\n\u00a0$(2,208)<\/td>\n<\/tr>\n
FedSwing TF<\/td>\n1<\/td>\n\u00a0$(3,040)<\/td>\n<\/tr>\n
FedSwing TF-A<\/td>\n1<\/td>\n\u00a0$(3,040)<\/td>\n<\/tr>\n
FedSwing TF-B<\/td>\n1<\/td>\n\u00a0$(3,040)<\/td>\n<\/tr>\n
FedSwing YM<\/td>\n2<\/td>\n\u00a0$(310)<\/td>\n<\/tr>\n
MeanSwing II EMD<\/td>\n2<\/td>\n\u00a0$(7,880)<\/td>\n<\/tr>\n
MeanSwing II EMD-A<\/td>\n2<\/td>\n\u00a0$(7,890)<\/td>\n<\/tr>\n
MeanSwing II EMD-B<\/td>\n2<\/td>\n\u00a0$(7,940)<\/td>\n<\/tr>\n
MeanSwing II ES<\/td>\n1<\/td>\n\u00a0$43<\/td>\n<\/tr>\n
MeanSwing II TF<\/td>\n3<\/td>\n\u00a0$(5,940)<\/td>\n<\/tr>\n
Portfolios<\/span><\/td>\n# Trades<\/span><\/td>\nNet Profit<\/span><\/td>\n<\/tr>\n
Index Trader I<\/td>\n11<\/td>\n\u00a0$(3,630)<\/td>\n<\/tr>\n
Index Trader II<\/td>\n14<\/td>\n\u00a0$(11,960)<\/td>\n<\/tr>\n
Index Trader III<\/td>\n17<\/td>\n\u00a0$(13,118)<\/td>\n<\/tr>\n
Index Trader IV<\/td>\n23<\/td>\n\u00a0$(14,125)<\/td>\n<\/tr>\n
Index Trader V<\/td>\n28<\/td>\n\u00a0$(17,055)<\/td>\n<\/tr>\n
Index Trader I-A<\/td>\n11<\/td>\n\u00a0$(4,050)<\/td>\n<\/tr>\n
Index Trader II-A<\/td>\n14<\/td>\n\u00a0$(12,400)<\/td>\n<\/tr>\n
Index Trader III-A<\/td>\n17<\/td>\n\u00a0$(13,478)<\/td>\n<\/tr>\n
Index Trader IV-A<\/td>\n22<\/td>\n\u00a0$(13,615)<\/td>\n<\/tr>\n
Index Trader V-A<\/td>\n27<\/td>\n\u00a0$(16,755)<\/td>\n<\/tr>\n
Index Trader I-B<\/td>\n11<\/td>\n\u00a0$(2,740)<\/td>\n<\/tr>\n
Index Trader II-B<\/td>\n14<\/td>\n\u00a0$(11,250)<\/td>\n<\/tr>\n
Index Trader III-B<\/td>\n16<\/td>\n\u00a0$(12,468)<\/td>\n<\/tr>\n
Index Trader IV-B<\/td>\n22<\/td>\n\u00a0$(13,365)<\/td>\n<\/tr>\n
Index Trader V-B<\/td>\n27<\/td>\n\u00a0$(17,895)<\/td>\n<\/tr>\n
Index Swing 2<\/td>\n3<\/td>\n\u00a0$(10,088)<\/td>\n<\/tr>\n
Index Swing 3<\/td>\n4<\/td>\n\u00a0$(13,128)<\/td>\n<\/tr>\n
Index Swing 4<\/td>\n5<\/td>\n\u00a0$(13,085)<\/td>\n<\/tr>\n
Index Swing 5<\/td>\n6<\/td>\n\u00a0$(16,125)<\/td>\n<\/tr>\n
Index Swing 6<\/td>\n8<\/td>\n\u00a0$(16,435)<\/td>\n<\/tr>\n
Index Swing 2-A<\/td>\n3<\/td>\n\u00a0$(10,098)<\/td>\n<\/tr>\n
Index Swing 3-A<\/td>\n4<\/td>\n\u00a0$(13,138)<\/td>\n<\/tr>\n
Index Swing 4-A<\/td>\n5<\/td>\n\u00a0$(13,095)<\/td>\n<\/tr>\n
Index Swing 5-A<\/td>\n6<\/td>\n\u00a0$(16,135)<\/td>\n<\/tr>\n
Index Swing 6-A<\/td>\n8<\/td>\n\u00a0$(16,445)<\/td>\n<\/tr>\n
For more information go to<\/td>\n<\/tr>\n
www.trendfindertrading.com<\/a><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

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\u00a0know 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\u00a0sizable losses for the […]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"sfsi_plus_gutenberg_text_before_share":"","sfsi_plus_gutenberg_show_text_before_share":"","sfsi_plus_gutenberg_icon_type":"","sfsi_plus_gutenberg_icon_alignemt":"","sfsi_plus_gutenburg_max_per_row":""},"categories":[6],"tags":[],"_links":{"self":[{"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/posts\/4413"}],"collection":[{"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/comments?post=4413"}],"version-history":[{"count":6,"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/posts\/4413\/revisions"}],"predecessor-version":[{"id":4419,"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/posts\/4413\/revisions\/4419"}],"wp:attachment":[{"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/media?parent=4413"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/categories?post=4413"},{"taxonomy":"post_tag","embeddable":true,"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/tags?post=4413"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}