Saturday, 27 August 2011

August 27th 2011 end of week Summary

P Taker
No change

P Hybrid

P Runner

No new Buys or Sells for next week

It's fairly clear from the results to date that wider stops are more profitable than tight ones in a trend following system.

Brokerage fees for the 3 systems to date have been:

P Taker $1566.60
P Hybrid $1820.85
P Runner $1332.15



Sunday, 21 August 2011

21st Aug 2011 end of week summary

P Taker 
$45648.44

P Hybrid

P Runner

Portfolio Management
Sell all holdings of SPL at the next open.

Both portfolios steadily going to cash.
Joke du jour
 If you saw a politician drowning and you could either save him or photograph him, what f-stop would you use? :-)

Sunday, 14 August 2011

14th Aug end of week summary

P Taker
No change

P Hybrid
Open Positions

P Runner
Open Positions

P Taker last 10 closed Trades
No change

P Hybrid last 10 closed Trades

P Runner last 10 closed Trades


Portfolio Management
Index switch is still off, so no buys for next week and surprisingly, no new exits hit so no sells either!

Sunday, 7 August 2011

7th August 2011 end of week summary

P Taker
There have been no new entries since April 27th 2011 and no exits since the last in mid May so the portfolio is still in cash of $45648.44

P Hybrid
There have been no buys since April 27th 2011 - only sells as exits have been triggered.


P Runner
There have been no buys since early April 2011 - only sells as exits have been triggered.


Portfolio Management
Sell all holdings of IMD at the open Mon 8th Aug