I posted the January results earlier today, and discovered that I made a mistake… oops! The modifications I made to the trading system weren’t put into the daily scan cycle until January 3, but January 2 was the first trading day of the year.
Put simply, trades from the 2nd were based on the previous version of the model, and I don’t think any were generated. This might all sound confusing, so let me just net it out for you. The results were less than what I provided in my earlier post. Here are the stats based on starting the updated system on the 3rd.
| Net profit for the month | 9.67% |
| Total number of trades | 34 |
| Average return per trade | 1.71% |
| Win ratio | 76.47% |
| Exposure | 24.37% |
I apologize for the earlier post, and should have caught this earlier. 9.67% is still a great return for the month, but a far cry from 14%.
Good Trading…
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