A subscriber notified me last week that his actual\u00a0returns were less than what I show on the website and blog. I researched this with his broker and one other, and I found that slippage had increased and, in some cases, commissions had increased. To better match actual client results, I am adjusting what I estimate for commission and slippage going forward. I am now using $50 roundturn for ES, $70 roundturn for EMD & TF, and $40 roundturn for NQ & YM (before 8\/1\/16, for intraday systems, $50 per roundtrip trade\u00a0had been deducted to account for commission and slippage, and\u00a0for swing systems, $20 roundtrip commission and 1 tick slippage each side had been deducted from each trade).<\/p>\n
Based on account performance provided to me, the new\u00a0commission and slippage estimates probably\u00a0slightly understate the actual slippage for the original version of the portfolios,\u00a0however\u00a0they probably\u00a0overstate the actual slippage for the A & B versions. To keep things manageable, I’m using the same estimates for all versions.<\/p>\n
Starting now, the blog and “since release” results will be using these new values. I will update the website performance reports with the new values when I update results after this month ends. For a quick comparison of the effect, below is the performance summary for the Index Trader V Portfolio with the\u00a0previous and\u00a0updated estimate of commission and slippage. Past performance is not necessarily indicative of future returns.<\/p>\n
Index Trader V Portfolio –\u00a0Previous estimate for commission and slippage:<\/span><\/p>\n
![\"Index](\"http:\/\/trendfindertrading.com\/blog\/wp-content\/uploads\/2016\/08\/Index-Trader-V-PerformanceSummary.png\")
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