Friday, February 1, 2013

Correction to January Results!!!

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


Total number of trades


Average return per trade


Win ratio

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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