Tundi's ES Journal

February 23rd, 2011, 07:08 PM

The system lost $625 today.

With friends like this, who needs enemies?

February 25th, 2011, 12:11 AM

The strategy lost $125 today. This ties the most consecutive losers in the backtest.

For the sake of regularity, I'm going to continue this journal.

Also, I plan on starting a new journal on Monday which will track the trades on two strategies which have been optimized for best day(s) of week to trade.

February 25th, 2011, 09:37 PM

The system won $425.50 today stopping its losing streak and within the guidelines of its backtest.

March 1st, 2011, 01:13 PM

The strategy won $700 today.

Best day since running this thing and perhaps shows that drawdowns are an inevitable part of the business and if you prematurely abandon a system (which is designed to be traded long term) you'll never reap the benefits.

As a rule of thumb, one should start trading a system during a drawdown rather than a new equity high.

March 2nd, 2011, 07:13 PM

The system won $112.50 today.

March 3rd, 2011, 09:48 PM

The system did not trade today.

Tundi's ES Journal

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Tundi's ES Journal