Old Trades

This site is traded.

In order to proof the concept of volume based trading I recorded trades for more than a year and here is the result:

First trade 29-Jun-2010

Last Trade: 22-Sep-2011

Last updated: 22-Sep-2011

Comp Ret.: 319.46% since 29-06-2010

Number of trades performed: 52

Please note I trade more than 1 units, so this gain is an aggregation of individual gains/losses trades. In other terms, if I call 1 unit a $10.000 trade, sometimes I am in with $120.000.

Average profit per trade shows the effectiveness of the trading system demonstrated on this blog.

Classic compound return is only a 1 unit trade. Here, in this blog I also demonstrate some trading strategies need more than 1 unit.

Inventory:

0 units of  SPX

0 units of HUI

0 unit of GLD

0 unit of  SIL

Breakdown:

SPX

1. buy@1049;  sell@1040;29-06-2010 1 unit; -9 ;sum: -9;Ret%:-0.86;Comp Ret%:-0.86

2. buy@1010;7-7-2010  1 unit ; sell@1085 21-06-2010 1 unit; 75; sum 64;Ret%:7.43;Comp Ret%:6.57

3. buy@1086;15-7-2010 1 unit; sell@1085 21-06-2010 1 unit; -1;  sum 63;Ret%:-0.09;Comp Ret%:6.48

4. buy@1079;13-8-2010 1 unit; sell@1095 17-8-2010 1 unit; 16; sum 79;Ret%:1.48;Comp Ret%:7.96

5. buy@1045;31-8-2010 1 unit; sell@1168 19-10-2010 1 unit;;Ret%:11.77;Comp Ret%:38.14

6. buy@1123;23-9-2010 1 unit, sell@1145 27-9-2010 1 unit; 22; sum: 101;Ret%:1.95;Comp Ret%:9.91

7. buy@1140;30-9-2010 1 unit; sell@1135 04-9-2010 1 unit; -5;  sum: 96; Ret%:-0.44; Comp Ret%:9.48

8. buy@1182;26-10-2010 1 unit; sell@1210; 11-Nov-2010 1unit;Ret%:2.37;Comp Ret%:40.51

9. buy@1220;8-11-2010 1 unit; sell@1204; 15-Nov-2010 1unit;Ret%:-1.31;Comp Ret%:115.68

10. buy@1194; 18-nov-2010 1unit; sell@1219; 02-Dec-2010 1unit;;Ret%:2.09;Comp Ret%:136.55

11. buy@1270;3-jan-2011 1unit; sell@1268;10-jan-2011 1 unit;;Ret%:-0.16;Comp Ret%:124.88

12. buy@1316;7-feb-2011 1unit; sell@1336.5;16-feb-2011 1 unit;Ret%:1.52;Comp Ret%:126.4

13. buy@1322;11-feb-2011 1unit;sell@1297;22-mar-2011 1unit;;Ret%:-1.89;Comp Ret%:255.55

14. buy@1308;2-mar-2011 1 unit;sell@1352;12-may-2011 1unit;;Ret%:3.36;Comp Ret%:328.73

15. buy@ 1315;8-mar-2011 1 unit;sell@1297;22-mar-2011 1unit;Ret%:-1.37;Comp Ret%:254.18

16. SPX@1192 16-AUG-2011  1 unit;sell@1140 19-aug-2011;Ret%:-4.36;Comp Ret%:302.86

17. SPX@1192 16-AUG-2011  1 unit;sell@1140 19-aug-2011;Ret%:-4.36;Comp Ret%:298.5

18. buy@1140 26-aug-2011 2 units; sell 14-sep-2011 2 units @1170;Ret%:2.64;Comp Ret%:314.67

19. buy@1140 6-sep-2011 1 unit; sell 14-sep-2011 1 unit @1200;Ret%:5.26;Comp Ret%:319.93

HUI

1. buy@456; 13-Aug-2010 1 unit; sell@533; 13-Oct-2010 1unit;;Ret%:16.89;Comp Ret%:26.37

2. buy@475; 26-Aug-2010 1 unit; sell@563; 11-Nov-2010 1unit;Ret%:18.53;Comp Ret%:59.03

3. buy@495; 15-Sep-2010 1 unit; sell@563; 11-Nov-2010 1unit;Ret%:13.74;Comp Ret%:72.77

4. buy@501; 30-Sep-2010 1 unit; sell@563; 11-Nov-2010 1unit;Ret%:12.38;Comp Ret%:85.15

5. buy@500; 19-Oct-2010 1 unit; sell@550; 15-Nov-2010 1unit;;Ret%:10;Comp Ret%:125.68

6. buy@505;  26-Oct-2010 1 unit;sell@560 ;04-mar-2011 1 unit;;Ret%:10.89;Comp Ret%:137.29

7. buy@496; 27- Oct-2010 1 unit; sell@563; 11-Nov-2010 1unit;Ret%:13.51;Comp Ret%:98.66

8. buy@530; 16-Nov-2010 1 unit;  sell@565; 2-Dec-2010 1 unit;Ret%:6.6;Comp Ret%:143.9

9. buy@544; 18-Nov-2010 1 unit; sell@530;10-Jan-2010 1 unit;Ret%:-2.57;Comp Ret%:141.32

10. buy@543;  19-Nov-2010 1unit; sell@565; 2-Dec-2010 1 unit;Ret%:4.05;Ret%:4.05;Comp Ret%:145.38

11. buy@572;3-Jan-2011 1unit;sell@535 6-Jan-2011;Ret%:-6.47;Comp Ret%:134.13

12. buy@520;14-Jan-2011 1unit;sell@532 12-may-2011 1unit;;Ret%:2.31;Comp Ret%:331.03

13. buy@505;20-Jan-2011 1unit;sell@532 12-may-2011 1unit;;Ret%:5.35;Comp Ret%:336.38

14. buy@503;28-Jan-2011 1unit;sell@560 ;04-mar-2011 1 unit;Ret%:11.33;Comp Ret%:156.71

15. buy@529;07-feb-2011 1unit;sell@532 12-may-2011 1unit;Ret%:0.57;Comp Ret%:336.95

16. buy@541 ;18-feb-2011 1 unit;sell@532 12-may-2011 1unit;Ret%:-1.66;Comp Ret%:335.29

17. buy@540;10-Mar-2011 1 unit;sell@532 12-may-2011 1unit;Ret%:-1.48;Comp Ret%:333.8

18. buy@542;12-Jul-2011 2 units;sell@567 3-aug-2011 2units;Ret%:13.84;Comp Ret%:310.01

19. buy@574;19-Jul-2011 4 units;sell@567 3-aug-2011 1 unit;Ret%:-2.79;Comp Ret%:307.22

20. buy@574;19-Jul-2011 4 units;sell@574 16-aug-2011 1 unit;Ret%:0;Comp Ret%298.5

21. buy@574;19-Jul-2011 4 units;sell@594 24-aug-2011 2 unit;;Ret%:6.97;Comp Ret%:305.46

22. buy@613 6-sep-2011 3 units; sell 21-sep-2011 3 units @625;Ret%:2.64;Comp Ret%:308.11

23. buy@605 12-sep-2011 3 units; sell  19-sep-2011 3 units @613;Ret%:3.92;Comp Ret%:312.02

GLD

1. buy@152.3;12-Jul-2011 2 units;sell@159.3 2-aug-2011 2units;;Ret%:9.19;Comp Ret%:291.29

2. buy@155.6;19-Jul-2011 4 units;sell@157.5 28-jul-2011 4 units;;Ret%:4.88;Comp Ret%:296.17

SIL

1. buy@20.4; 3-Nov-2010 1 unit; sell@23.7; 11-Nov-2010 1unit;Ret%:16.18;Comp Ret%:114.83

2. buy@23.2; 8-Nov-2010 1 unit; sell@23.7; 11-Nov-2010 1 unit;Ret%:2.16;Comp Ret%:116.99

3. buy@21.5; 16-Nov-2010 1 unit; sell@23.2; 29-Nov-2010 1 unit;Ret%:7.91

4. buy@23.15; 18-Nov-2010 1 unit;sell@24.00;10-Jan-2010 1 unit;Ret%:3.67;Comp Ret%:257.44

5. buy@23; 19-Nov-2010 1 unit; sell@23.2; 29-Nov-2010 1unit;Ret%:0.87;Comp Ret%:134.45

6. buy@27.5;3-Jan-2011 1 unit; sell@25;06-Jan-2011;Ret%:-9.09;Comp Ret%:125.04

7. buy@ 23.2;14-Jan-2011 1 unit;sell@27.6 ;04-mar-2011 1 unit;Ret%:18.97;Comp Ret%:175.67

8. buy@22.1;20-Jan-2011 1 unit; sell@27.6 ;04-mar-2011 1 unit;Ret%:24.89;Comp Ret%:200.56

9. buy@21,8;29-Jan-2011 1 unit; sell@27.6 ;04-mar-2011 1 unit;Ret%:26.61;Comp Ret%:227.17

10. buy@21,8;29-Jan-2011 1 unit; sell@27.6 ;04-mar-2011 1 unit;Ret%:26.61;Comp Ret%:253.77

11. buy@24,00;07-Feb-2011 1 unit;sell@30.5;11-apr-2011 1 unit;Ret%:27.08;Comp Ret%:281.27

12.buy@25.5 ;18-Feb-2011 1 unit;sell@30.5;11-apr-2011 1 unit;Ret%:19.61;Comp Ret%:300.87

13.buy@27.7 ;2-Mar-2011 1 unit;sell@25 12-may-2011 1unit;;Ret%:-9.75;Comp Ret%:324.06

14.buy@27.7 ;2-Mar-2011 1 unit;sell@25 12-may-2011 1unit;;Ret%:-9.75;Comp Ret%:314.31

15. buy@26.3;14-Mar-2011 1 unit;sell@25 12-may-2011 1unit;;Ret%:-4.94;Comp Ret%:309.37

16. buy@24.5 ;15-Mar-2011 1 unit;sell@30.5;11-apr-2011 1 unit;Ret%:24.49;Comp Ret%:325.36

17.buy@27.5;23-Mar-2011 1 unit;sell@25 12-may-2011 1unit;;Ret%:-9.09;Comp Ret%:300.28

18.buy@27.5;23-Mar-2011 1 unit;sell@25 12-may-2011 1unit;;Ret%:-9.09;Comp Ret%:291.18

19.buy@27.5;23-Mar-2011 1 unit;sell@25 12-may-2011 1unit;;Ret%:-9.09;Comp Ret%:282.09

13. buy@1322;11-feb-2011 1unit;sell@1297;22-mar-2011 1unit;;Ret%:-1.89;Comp Ret%:255.55
  1. Ralfy
    2011/08/17 at 10:27am at 10:27

    Dear salad,
    can you tell us which range of price you would recommend to buy for the RUA index ?
    at which price did you traded RUA lately ?
    thanks

  2. 2012/03/21 at 3:22am at 03:22

    Salad, I must admit I’m a little bit confused by your performance numbers. As far as I can understand these are hypothetical returns one would have made by using a 100% of equity with every position, correct? But I think tracking performance this way makes your numbers pretty irrelevant. For example, if I just sum up all my protifs and losses for this year I come up with number 68. But of course, this is not my actual percentage per equity gain. This year I’ve only made 12% on my portfolio so far. With other words, only summing up percentages per trade is useless and means nothing. It would be much more interesting to see how much you actually made, considering also your position sizes.

    Or am I wrong and you actually made these returns (100k would be turned into 419k in 14 months)??

  1. 2011/03/04 at 16:46pm at 16:46
  2. 2011/03/20 at 9:40am at 09:40
  3. 2011/04/02 at 5:20am at 05:20
  4. 2011/04/11 at 14:38pm at 14:38

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

%d bloggers like this: