tech/a
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Some Monday setups.
Technical Trading Exercise (Pavilion103 and tech/a) Charts and Spreadsheets
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tech/a
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More movement today than the last 500 m of the Melbourne
cup!
cup!
tech/a
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A couple more
One prospect and a stop move.
One prospect and a stop move.
tech/a
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Updates
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View attachment Techa and Pav momentum portfolio FY 2013-2014 Version 1.1 JR.xlsx
A bit of movement up.
VRL is a ripper trade - almost 8R
We have $33,000 of the $50,000 account in use at the moment.
With IB having stopped the margin for Aussie equities, are we simply trading $50,000 flat now rather than leveraged 2:1?
A bit of movement up.
VRL is a ripper trade - almost 8R
We have $33,000 of the $50,000 account in use at the moment.
With IB having stopped the margin for Aussie equities, are we simply trading $50,000 flat now rather than leveraged 2:1?
tech/a
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2 more exits
tech/a
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Couple of prospects.
tech/a
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EML Triggered
On a -78 day!
And the other 2 open positions were green---go figure!
On a -78 day!
And the other 2 open positions were green---go figure!
tech/a
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Tightening trailing stop.
STOPPED
STOPPED
tech/a
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Current Open trades
DNA
MGX
VRL
EML.
DNA
MGX
VRL
EML.
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Here is the updated spreadsheet and an equity curve below.
From my point of view I have found this exercise very interesting.
The one that Tech ran with me earlier in the year had a ridiculous return in a very short period of time.
In the last couple of weeks questions have been asked of this current exercise and its performance.
A great time to review things after exactly 4 months yesterday.
Return = 8.96%
Annualised return = 26.88% (non-compounded)
Index (XAO) performance = 8.68%
If this exercise continues to run it will be interesting to analyse this again at 8 months (March) and 12 months (July)
View attachment Techa and Pav momentum portfolio FY 2013-2014 Version 1.1 JR.xlsx
From my point of view I have found this exercise very interesting.
The one that Tech ran with me earlier in the year had a ridiculous return in a very short period of time.
In the last couple of weeks questions have been asked of this current exercise and its performance.
A great time to review things after exactly 4 months yesterday.
Return = 8.96%
Annualised return = 26.88% (non-compounded)
Index (XAO) performance = 8.68%
If this exercise continues to run it will be interesting to analyse this again at 8 months (March) and 12 months (July)
View attachment Techa and Pav momentum portfolio FY 2013-2014 Version 1.1 JR.xlsx
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Interesting to compare this to the equity curve from the early 2013 trading. This ran from 24th January 2013 until 22th May 2013. This is an almost identical time frame to the current portfolio.
It is interesting to note that we stopped taking trades on this portfolio just before the market had a sharp fall. Being in cash during this period no doubt helped the annual return greatly.
One of the strong advantages over the buy and hold strategy which would have gone into drawdown during this period.
If we were to combine the two results somehow (although both were for different portfolio sizes), we would see a very very successful return for the 2013 calendar year.
The previous portfolio has nothing to do with the current one, but just some interesting thoughts.
It is interesting to note that we stopped taking trades on this portfolio just before the market had a sharp fall. Being in cash during this period no doubt helped the annual return greatly.
One of the strong advantages over the buy and hold strategy which would have gone into drawdown during this period.
If we were to combine the two results somehow (although both were for different portfolio sizes), we would see a very very successful return for the 2013 calendar year.
The previous portfolio has nothing to do with the current one, but just some interesting thoughts.
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Below is a chart with the two 4 month periods of the respective portfolios highlighted.
Remarkably towards the middle to end of May we had less setups appearing in the scans and decided to put the portfolio into cash. We identified a potential market top and that week the market began to fall sharply.
One consideration is the potential to short the market during the period that we were holding in cash. This is outside the scope of the momentum portfolio but could possibly be implemented, providing another advantage over the buy and hold strategy.
Remarkably towards the middle to end of May we had less setups appearing in the scans and decided to put the portfolio into cash. We identified a potential market top and that week the market began to fall sharply.
One consideration is the potential to short the market during the period that we were holding in cash. This is outside the scope of the momentum portfolio but could possibly be implemented, providing another advantage over the buy and hold strategy.
tech/a
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One tightened stop
tech/a
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Tonights updates.
While VRL and MGX may be taken out we will place them on watch list if they do.
While VRL and MGX may be taken out we will place them on watch list if they do.
tech/a
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MGX out at $1.07 back in $1.11 will do the maths tonight.
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