Saturday, October 08, 2011

Portfolio Performance - September 2011

July 2011
# of Entries...........6
# of Exits.............9
WinRatio..............66.67%
Portfolio's ROI.......+0.76%
Market's ROI..........-2.15%


August 2011
# of Entries...........0
# of Exits.............1
WinRatio...............0.00%
Portfolio's ROI.......-3.40%
Market's ROI..........-5.68%


September 2011
# of Entries..........14
# of Exits.............9
WinRatio..............66.67%
Portfolio's ROI.......-2.13%
Market's ROI..........-7.18%


What a crazy 3 months this has been in the market. Despite the crazy market; the system performed better than I expected. I've only interceded once in the past 3 months. Going to cash just prior to August 2nd's debt ceiling deadline. The reason for interceding? I knew the system had never been tested over such an event and was not willing to risk real money on an event as crazy as that one.

In hindsight, interceding was a bad decision. August would have been a profitable month for the system. But, August would also have been an extremely volatile month for the portfolio. So, I lost money in order to sleep better. That's the difficulty in trading systems. We feel the fear...they do not.

Later Trades,

MT