ROI Stats April: Portfolio (-1.75%) vs SP500 (-0.75%). March: Portfolio (+3.25%) vs SP500 (+3.13%). Trade Stats +---------+---------+-------+--------+------+--------+--------+---------+ | Months | Entries | Exits | Win% | PF | TScore | ZScore | Optf | +---------+---------+-------+--------+------+--------+--------+---------+ | Apr | 2 | 2 | 50.00% | 0.42 | - 0.41 | inf | -70.13% | | Mar | 6 | 7 | 71.43% | 4.06 | 1.54 | 0.68 | 53.82% | | Last 3 | 14 | 17 | 52.94% | 0.71 | - 0.47 | - 0.99 | -21.60% | | Last 6 | 38 | 38 | 63.16% | 1.08 | 0.18 | - 0.42 | 4.85% | | Last 12 | 79 | 81 | 58.02% | 0.85 | - 0.56 | - 0.22 | -10.45% | | All | 200 | 199 | 64.32% | 1.46 | 2.07 | - 2.30 | 20.14% | +---------+---------+-------+--------+------+--------+--------+---------+ Notes: * PF - average profits expected per trade: > 1.0: $1 invested returns > $1 (profitable) = 1.0: $1 invested returns $1 (breakeven) < 1.0: $1 invested returns < $1 (loss). * TScore - observed probability due to chance at 95% CI: > 1.645: not just dumb luck <= 1.645: dumb luck. * ZScore - duration of Win/Lose streaks: >= 1.645: shorter duration <= -1.645: longer duration. * Optf - optimal percent of capital to invest: > 0: might be worthy to invest <= 0: save your money.
The critical ingredient is a maverick mind. Focus on trading vehicles, strategies and time horizons that suit your personality. In a nutshell, it all comes down to: Do your own thing (independence); and do the right thing (discipline). -- Gil Blake
Saturday, May 05, 2012
Portfolio Performance - Apr 2012
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