Swing trading model results for Nov. 21st - one trade for scratch
*To be removed, please reply with UNSUBSCRIBE model trading in subject line
Dear Trader Date: 11/21/2006
The results below are taken either from a real trading account or a demo trading account, depending if I have clients who are trading the model, if I am in a testing stage etc. Today’s trades below were executed in a live account.
This program/model trades in 3 markets: Mini SP, Mini Crude Oil and electronic Bonds. While the time frame is for day-trading, there will be times that the program will hold positions overnight with stops and targets, hence the name Swing trading.
My research and back testing suggests that the combination of 3 markets helps tremendously to the bottom line results as well as minimizes the size of the draw downs. However, because the model trades 3 different markets and holds positions at time overnight, the required initial account size is $15,000.
If any one would like more information, a walk through of the back testing etc., please send me an email and I will be happy to set up a time.
Today's Trades:
Closed Trades:
Mini SP:
No closed trades
Mini Crude:
No closed trades
Electronic Bonds:
1 closed trade for $0 profit/loss
Total: $0 per contract before commissions
Open Positions:
Mini Crude (QMF7) - FLAT
30 year Electronic Bonds (ZBZ6 )- Long from 112.29
Mini SP 500 (ESZ6 ) - Long from 1404.25
Results:
Swing-Trading portfolio results Dates below were compressed to save space, to view all trades, please e-mail me for the complete file Date No. of Trades Trading Results ES500 Trading Results US Bonds Trading Results Mini Crude Daily Gross Profit / Loss (before commissions) Total Commissions per contract * Daily Net Profit / Loss per contract(after commissions of $10RT) Trading Results after commissions per one contract ########## (2) (3.00) ($5.00) ($4.00) ($6.00) ($7.00) (3) * 50 -7.04 * (2) (3) + (5) (6) * 5 5/14/06 $0.00 MAY 5/30/06 4 20.75 $1,037.50 ($40.00) $997.50 $1,565.00 June 6/5/06 3 6.00 $300.00 ($30.00) $270.00 $1,835.00 On vacation 6/22/06 2 1.75 $87.50 ($20.00) $67.50 $685.00 July 7/11/06 6 2.50 $125.00 ($60.00) $65.00 $750.00 7/28/06 5 (12.00) ($600.00) ($50.00) ($650.00) ($1,861.00) Took time off between July 29th and August 28th, -$1,861.00 to work on modifying the model in order to minimize number of trades and achieve better overall results -$1,861.00 New model includes Bonds and Mini Crude in addition to Mini SP Date No. of Trades Trading Results ES500 Trading Results US Bonds Trading Results Mini Crude Daily Gross Profit / Loss (before commissions) Total Commissions per contract * Daily Net Profit / Loss per contract(after commissions of $12RT) Running Trading Results after commissions per one contract (starting from $0 on May 14th) 8/29/06 4 12.25 23 $1,331.25 ($48.00) $1,283.25 ($577.75) No Closed Trades 8/30/06 0 $0.00 $0.00 $0.00 ($577.75) August 8/31/06 1 68 $337.50 ($12.00) $325.50 ($252.25) 9/1/06 4 1 65 $356.25 ($48.00) $308.25 $56.00 September 9/29/06 6 3.25 1 220 $1,293.75 ($72.00) $1,221.75 $589.25 10/3/06 7 1.75 (3) (20) ($106.25) ($84.00) ($190.25) $399.00 October 10/31/06 10 (4.00) 16 30 $450.00 ($120.00) $330.00 $3,442.75 11/1/06 8 2.50 (26) (68) ($1,025.00) ($96.00) ($1,121.00) $2,321.75 11/2/06 8 (11.50) 10 (50) ($512.50)