Saturday, February 19, 2011

ASX Trend System Update

Well it's been over a year since I updated. Busy with a new job & all that & trading was phased out for a while post GFC. I still have a couple of fx MT4 autotrade accounts & a long term trend system. Have a year of history now on the longer term portfolio that I have been trading since start of 2010.

Long term trading is a lot easier, but need much more patience. Last year didn't make much in terms of closed trades but open equity has continued to grow with a number of trades still open since last year. Will post a few summaries....

Statistics of closed & open trades.
Stats No % Avg Max
Win 29 51% 37% 294%
Loss 28 49% -13% -26%
Total 57 100%






Expect 12%


W/L 2.83



Note - all results are basic % for privacy. Position sizing not included but based on volatility with a max % equity limit.

CODE Status PRICE PRICE % P/L
AQA Closed $10.96 $8.23 -24.9%
PEM Closed $0.76 $0.56 -26.3%
RCY Closed $0.28 $0.24 -14.3%
DKN Closed $0.84 $0.65 -22.6%
HIL Closed $2.80 $2.27 -18.9%
MSL Closed $2.78 $2.25 -19.1%
OEL Closed $0.12 $0.10 -17.4%
RHC Open $13.35 $17.77 33.1%
SPH Closed $1.67 $1.65 -1.2%
TPM Closed $1.89 $1.93 1.9%
FMG Closed $4.91 $4.30 -12.4%
CIL Closed $1.75 $1.61 -8.0%
AOE Closed $5.08 $4.70 -7.5%
CXP Closed $5.56 $4.86 -12.6%
LYL Closed $3.94 $3.19 -19.0%
MND Closed $15.73 $12.62 -19.8%
OST Closed $3.90 $3.34 -14.4%
RMD Closed $3.375 $3.40 0.7%
ANZ Closed $25.50 $22.50 -11.8%
CPL Closed $0.52 $0.72 39.8%
WBC Closed $28.00 $24.35 -13.0%
IIN Open $2.70 $2.64 -2.2%
LGL Closed $3.92 $3.92 0.0%
GRR Closed $0.67 $0.54 -20.1%
ILU Open $4.94 $9.15 85.2%
MAH Closed $0.83 $0.63 -23.6%
MML Closed $4.17 $4.67 12.0%
GBG Closed $1.35 $1.10 -18.5%
HSP Closed $5.25 $6.05 15.2%
SGI Closed $0.37 $0.31 -16.2%
WFM Closed $0.12 $0.19 58.3%
AVO CLOSED $2.77 $2.92 5.4%
SEA Open $0.24 $0.95 293.8%
SSN Open $0.07 $0.12 81.8%
CEY Closed $6.00 $6.20 3.3%
IGO Open $5.80 $6.83 17.8%
SFR Open $5.00 $7.44 48.8%
MQA Open $1.21 $1.62 33.9%
LYC Closed $0.77 $1.50 94.8%
TBG Closed $0.91 $0.92 1.1%
AVE Closed $1.69 $1.77 4.7%
TGA Open $1.36 $2.18 60.3%
IGR Closed $0.38 $0.52 36.8%
CUE Closed $0.36 $0.31 -14.1%
DCG Open $2.12 $2.86 34.9%
FLT Open $22.19 $22.87 3.1%
NCM CLOSED $37.86 $37.50 -1.0%
DTE Open $0.75 $1.145 52.7%
SGN Open $1.13 $1.25 10.6%
SPL Open $0.83 $1.05 27.3%
BLY Open $4.40 $4.38 -0.5%
VRL Open $3.15 $3.23 2.5%
IPL Open $4.55 $4.62 1.5%
CER Open $0.31 $0.30 -3.3%
AEO Open $2.08 $2.10 1.0%
FXL Open $1.95 $1.97 0.8%
HGG Open $2.70 $2.70 0.0%

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