ROI Stats July: Portfolio(+1.18%) vs SP500(-6.27%) June: Portfolio( 0.00%) vs SP500(+3.96%) May: Portfolio(-0.76%) vs SP500(+1.26%) Trade Stats +---------+---------+-------+---------+------+--------+--------+--------+ | Months | Entries | Exits | Win% | PF | TScore | ZScore | Optf | +---------+---------+-------+---------+------+--------+--------+--------+ | Jul | 2 | 1 | 100.00% | inf | inf | 0.00 | inf | | Jun | 0 | 0 | 0.00% | 0.00 | 0.00 | 0.00 | 0.00% | | May | 5 | 6 | 66.67% | 1.46 | 0.41 | 1.94 | 21.13% | | Last 3 | 7 | 7 | 71.43% | 1.68 | 0.61 | 1.75 | 29.01% | | Last 6 | 111 | 116 | 61.21% | 1.10 | 0.39 | - 1.10 | 5.36% | | Last 12 | 60 | 60 | 60.00% | 0.90 | - 0.29 | 0.19 | -6.50% | | All | 207 | 206 | 64.56% | 1.46 | 2.14 | - 2.10 | 20.40% | +---------+---------+-------+---------+------+--------+--------+--------+ Notes: * PF - average profits expected per trade: > 1.0: $1 invested returns > $1 (profitable) = 1.0: $1 invested returns $1 (breakeven) < 1.0: $1 invested returns < $1 (loss). * TScore - observed probability due to chance at 95% CI: >= 1.645: not just dumb luck <= 1.645: shorter duration = 0: might be worthy to invest * ZScore - duration of Win/Lose streaks: >= 1.645: shorter duration <= -1.645: longer duration. * Optf - optimal percent of capital to invest: > 0: might be worthy to invest <= 0: save your money.
The critical ingredient is a maverick mind. Focus on trading vehicles, strategies and time horizons that suit your personality. In a nutshell, it all comes down to: Do your own thing (independence); and do the right thing (discipline). -- Gil Blake
Tuesday, August 14, 2012
Portfolio Performance - July 2012
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