Portfolio Performance - Feb 2012

February 2012 Stats
# of Entries...........6
# of Exits.............8

WinRatio..............37.50%

Portfolio's ROI......- 4.35%
Market's ROI.........+ 4.06%

Cumulative Stats
WinRatio..............64.21%
Profit Factor..........1.45
t-Test.................2.01
Half-Kelly............19.79%

Very poor performance for the month of February. The overall market did wonderful. The portfolio was heading in to the last week of February with great results, as well. But, 2 stocks took the portfolio out of the running: TSRA & CPHD. This hit created the worst drawdown for the portfolio since 2010.

As a result of this drawdown; I am adjusting the trading system to account for volatility impacts. This is the first adjustment to the trading system since creation back in 2010. The adjustment involves overlaying a stock & market volatility filter to the system.

On a brighter note; I am heading to Alabama for a little R&R with the family. We'll be around Lewis Smith Lake and the Birmingham area; so if anyone has any cool restaurants or places to see...drop me a line.

Later Trades,

MT