July 2005 Report
 

 

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Performance since start of reporting

Monthly Report 

1st July 2005  – 31st July 2005

 

My best month to-date, despite having my worst day (30 minutes?) ever when the Yuan was unpegged.    The revaluation is something that has been hanging over the markets all year, so rather than being upset, I'm very happy that the Chinese have finally showed their hand.  Sure, there will probably be a series of similar adjustments in the future, but I expect the markets to take these more in their stride (not that the reaction was particularly extreme anyway).

All in all, a very encouraging and satisfying month.

Compounding nicely, at around 0.75 % per day for the year

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

Believe me, if I could make this equity curve  smoother, I would! 

Last month I asked 'will it last?' This month this pair went ballistic.  Looks like it'll end in tears though - doesn't it?
No points for smoothness, but certainly going in the right direction.
Nice month.  

New this period

This doesn't seem to belong, does it?  But I keep trying to find a good  method in this pair, and so far I've found that elusive.  Nonetheless, hope springs eternal, and I'm trying something quite radical.  (It backtests well though) 
   
 

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