As I mentioned previously, here are the all JT Composite trades from 2009-Present in a downloadable XLS spreadsheet. I'll also post my personal account performance graph like I did last year- just for entertainment. (Both items will be added permanently to the 2012 Stats page for future reference).
A terrible January was followed by solid gains the rest of the year. I feel very fortunate to have overcome such a slow start and finish the year off so well.
And below are all the JT Comp signals.... Thanks!!
Evidently, filedropper leaves much to be desired.
ReplyDeleteI downloaded it? What happened?
DeleteShould use Google Docs and share for all to see.
DeleteI'll try google docs. Thanks, berlne.
DeleteI was also wondering if you have a spreadsheet with all of the JTS and CCI signals separate (aka not just the composite signal)?
ReplyDeleteRMI, I've got those... I'll insert them in the new spreadsheet that I hope to have on google docs soon. Thanks.
DeleteThanks! I think I have them but really want to verify what I have. No worries, no rush.
DeleteJ, that's a very respectable 2012 return! Congratulations. The -25% draw down, though, was pretty hefty. I remember those days. And I don't do those any more. I've found that those are hard on the psyche. Now I manage to keep my maximum peak-to-trough draw downs less than 5%, typically, and for that, my 2012 return was +32% (+36% in my IRA)... but what I like is having better risk-adjusted-return than the Sp500...usually a factor of 2 or 3 better. Do that consistently, and that's what will keep you going long haul. It's either that, or steady consistent yearly returns of some fixed amount.
ReplyDeleteI would think that w/a bit more scale-in/scale-out on your system signals, you could easily smooth-out that ride -- if you want to.
Looking forward to another great year together, J. Keep up the good work.
JKH, how do you minimize your drawdowns? Do you use stops?
ReplyDeleteNice job, yourself! Very impressive returns. My 401k return (TSP actually) was 20% so you got me there. :)
I think following the 100% signals should limit the drawdowns (hopefully). So far, "JTComp100" appears to be starting 2013 2 for 2.
Cheers!
J, you know me.... rarely do I use stops... and when I do, it's only to manage profits. I attribute my low drawdowns and smoother ride to a few things:
Delete1.) scale-in/scale-out
2.) Gut feel (and my other charts analysis/reads) for when to play heavy vs light positions
3.) Income from my other systems
Agree, the 100% signals system should reduce drawdowns.
I don't think that anyone, except for J himself, should be trading the bulk of his/her portfolio using guidance from J's systems. So, if the portfolio percentage is reasonable, I, for one, would gladly suffer through a hefty drawdown for returns such as J's systems had last year.
ReplyDeleteInteresting, just noticed that XIV and VXX are both positive, UVXY is too...
ReplyDelete