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Thread: The Robot Track Records Since Being Online.

  1. #1
    Join Date
    Dec 1969
    Location
    Brussels, Belgium
    Posts
    1,999

    The Robot Track Records Since Being Online.

    Robot Trades.xls

    Please find attached the trade-by-trade (non-beta) robot track record since being online in early March.
    The GDX robot compounded return is + 27.75% compared to a – 1.37% buy & hold strategy.
    The IWM robot compounded return is + 5.66% compared to a – 2.73% buy & hold strategy.
    Following our recommended allocation of 50% of your portfolio in each low-correlated robot, your average return would have been +16.71% since early March 2011, without use of any leverage.
    The reasons for exits have mostly been Money Flow (MF) signals for GDX and Stop Losses hits (SL) for IWM due to the choppy nature of the market over the period. Notice that drawdowns have been minor for each robot.
    The trade setups are discussed daily in the Algo & Multi-pivot forum for subscribers to both robots. Notice that the forum cannot be accessed if subscribing to only one robot.
    “Early birds” rates are expiring at midnight on Sunday July 31st.
    For subscription information, please visit the subscription page:
    http://www.effectivevolume.com/conte...on-Information
    Billy
    Last edited by Billy; 07-29-2011 at 02:22 PM.

  2. #2
    Join Date
    Jan 1970
    Location
    Victoria, BC, Canada
    Posts
    54
    Billy,

    Thank you for updating the sheet.

    With reference to the discussion today on entering only robot trades 'other than neutral' Would you know on the trade-by-trade record, which trades were 'other than neutral' entries? Are you subscribing to the idea of only 'other than neutral' entries? With the most money to be made from a long trending trade, just wondering in the back testing, how many of those trades were neutral entries?

    Dave

  3. #3
    Quote Originally Posted by davidallison@shaw.ca View Post
    Billy,

    Thank you for updating the sheet.

    With reference to the discussion today on entering only robot trades 'other than neutral' Would you know on the trade-by-trade record, which trades were 'other than neutral' entries? Are you subscribing to the idea of only 'other than neutral' entries? With the most money to be made from a long trending trade, just wondering in the back testing, how many of those trades were neutral entries?

    Dave
    Here it is. I just posted it on a different thread.


    Pascal

    Robot Trades.xls

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