Hi-
I believe that understanding the performance of the Robots is extremely important to building confidence and belief in the system that will enable one to trade the signals and not second guessing the robot, trading too discretionarily, and other self-defeating trading habits. Once you know the basics, the correct mindset is the important aspect to trading.
The Oct 5, 2011 "IWM Robot Notes" and "GDX Robot Notes" give performance numbers from Mar 2011 through end of day Oct 4, 2011.
Since Oct 4, 2011 - there have been no GDX signals. On Oct 5, there was a Buy Signal on IWM at 65.23 that was in fact executed at the lower price of 64.78 on the open. That trade was closed on the open today (Oct 11) at 67.72.
As of Oct 11, 2011 (after the open) both robots are in cash.
http://www.effectivevolume.com/conte...October-5-2011
http://www.effectivevolume.com/conte...-for-October-5
Also, note from Aug 3-23, 2011, the IWM Robot was being modified and I don't believe tradings signals were being issued. Currently, Robot trades are not being initiated on NEUTRAL signals and are not part of the official Robot performance numbers. I am not sure if there were other modifications during the Aug period.
I tried to upload an .xls that I use to track the signals (I have redacted my positions).
Thanks,
Shawn