Portfolio Performance for March 2010
Posted by Mike Taylor | Saturday, April 10, 2010
It has been a long winter in Missouri. Glad to finally get some sunshine and warm weather.
You can see the portfolio received a few rays of sun, as well. Of course, in the market, the clouds can come back anytime.
This past week, I pushed a change to the trading systems. Based on the idea that a good portion of a stock's move comes from the market itself followed by its sector family. The backtest showed minor improvement to total profits and a fairly significant reduction in portfolio drawdowns.
Another item achieved this month was daily posting of portfolio stats similar to the Russell 3000 stats posted on the site. I have kept the portfolio stats local (not to the blog) for the time being until I've validated the results.
Later Trades,
MT
Labels: portfolio
