Sunday, December 2, 2012

November Trading System Results

I hope everyone had a great Thanksgiving holiday!  The end of another year is rapidly approaching.

November started our by teasing us a little with some increasing volatility, but things rapidly settled down after the elections and the VIX fell back into the mid-teens.  If you follow the MultiStage Trading System, you know that this makes for some boring trading and very little activity.  Consquently, the majority of our trades (in fact, all but one) were initiated before mid-month. 

As boring as the second half of the month was, we still were able to get exposure up to 19% given the action in the first two weeks.  This enabled the system to turn in a respectable result.  Below are a few of the key statistics:

Net profit for the month 4.83%
Total number of trades 23
Average return per trade 1.47%
Win ratio 65.22%
Exposure 19.44%
Total time invested Less than 10 minutes a day!

Beginning immediately (first trading day of December… the 3rd) we have modified the system to a new version.  The selection criteria has been improved a bit, but the most important part of the approach is a new exit based on the 200-day simple moving average.  If you don’t follow this new exit your results will not match the back-tested results of the system, although they should be very close to the version 8 results. You can read more about that in the recent posts from last week.

Good Trading…

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