Saturday, January 12, 2013

2012 Trades

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!!



12 comments:

  1. Evidently, filedropper leaves much to be desired.

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  2. I was also wondering if you have a spreadsheet with all of the JTS and CCI signals separate (aka not just the composite signal)?

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    1. RMI, I've got those... I'll insert them in the new spreadsheet that I hope to have on google docs soon. Thanks.

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    2. Thanks! I think I have them but really want to verify what I have. No worries, no rush.

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  3. J, 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.

    I 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.

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  4. JKH, how do you minimize your drawdowns? Do you use stops?

    Nice 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!

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    1. 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:
      1.) 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.

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  5. 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.

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  6. Interesting, just noticed that XIV and VXX are both positive, UVXY is too...

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