Tuesday, May 14, 2013

Stats update

Finally had a chance to update my webpage including all stats.

In a nutshell, the CCI had an outstanding April but is having a horrible May.  All systems currently have open short positions.  I used TZA @ 32.00 to calculate this month's stats, including my own.   After all the ups and downs, all systems are separated by only a few % points for the year.

JT Comp: + 14.46%
JT Comp 100% Signals: + 12.72%
JTS: + 12.93%
CCI:  + 9.51%
J-Trader: + 0.61%

All stats are current as of today.  I'm personally lagging for a couple reasons.  First, I missed some decent gains in January while I was on my trading vacation.  Also, I never take 100% positions...usually 90% positions are about my limit, but more often I tend to keep at least 25% in cash, which limits risk but limits rewards.  My systems can make dramatic moves in fairly short order, so I'm not too concerned at this point.  Looking at previous years, the systems appear to perform better the 2nd half of the year.  Hopefully that trend continues.   A sincere thank you for following along on this journey with me.  -J

4 comments:

  1. Thanks, J, for posting the statistics and, more importantly, for sharing your systems.

    I'd be interested in your current thoughts about which system to follow. Are you still convinced that in the long run the 100% JT Comp will perform the best?

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    Replies
    1. Yes, it may lag more times than not, but the decreased risk it provides is worth it in my eyes.

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