Apr 2006 Report
 

 

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Performance since start of reporting

Monthly Report 

1st April 2006  – 28th April 2006

 

 

Maybe not the stuff of dreams, but I'm back in the black again this  month, and I'm happy with that.  Trading over the last 30 odd days has definitely stabilised, and is starting to head in the right direction.  Nonetheless my current core systems no longer are performing as well as some others so I have implemented some several changes, and in particular a different capital allocation regime, that will commence 1st May.

As regular readers will probably know, one of my main trading tenants is to push hard when doing well, and to be very conservative when things are not working out.   As with any trading philosophy there are pros and cons.    In this case, the downside tends to be that drawdowns become more protracted than they otherwise would be; the other side of the coin however is that one's account is far better protected.    Since trading longevity has to be paramount, the decision, to me, is a relative easy one. 

    

ADPR  - Certainly not where I want it to be, but definitely looking healthier by the day.
 

Individual components

The following charts show individual equity curves in percentage terms of the various trading components traded throughout the period.    The charts are from inception of each trading system. 

  Trade Components

Enough! This has been my core account for nearly 2 years, but other methods are now doing better.  While I'm going to continue to monitor it,  this account has now done it's last trade

I'm giving this one more month, and will drop it if it continues to flat-line, or worse.  I suspect I'm going to restart this chart anyway as I cannot see the wood for the trees.
Likewise
Days are numbered
Likewise
Cautiously optimistic about this one. 
At last, this method has started to fulfil the potential shown in analysis
Hmmm!
Early days
   
 

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