2014 LEV Leader Performance

[Riskslayer]

Hi-

I wrote less than 2 weeks ago that on Jan 13, 2014, the LEV Leaders suffered a loss of -3.79%, the 3rd largest close-to-close decline since I started recording results May 7, 2013.

In that post I noted, Oct 8, 2013 @ -4.01% was the worst day, and the 2nd worst day was May 22, 2013 @ -3.82%

Well, Jan 24, 2014.. is now in the top spot on the largest single day loss @ -4.36%

In the course of 10 trading days, the largest and 4th largest single day losses occurred. I suspect that a statistical analysis would find such an occurrence perhaps unremarkable, but as a discretionary trader I take note of this.. and, this puts me on guard for further market declines.

This is not an unusual comment considering that Pascal's 20d MF Real-Time system has been on a short signal since Jan 13, 2014.

I wonder whether the onset of the Fed Taper is going to improve the performance of the 20d MF short signals and return the markets to more *normal* conditions for which many of our various tools have been honed, .e.g +10% corrections occurring with more regularity.



Shawn

[Riskslayer]

Hi-

After running the real-world acct on this strategy, I realize the best estimate of performance is to take the open-to-close % from the 1st day, and then close-to-close for the other 4 groups. So, e.g. today, the -2.66% is formed from the average of -2.23% (open-to-close) for the Jan 27, 2014 group, and then close-to-close values from the other Jan 24, Jan 23, Jan 22, and Jan 21 groups because these names were held overnight. If you guys have any Q's let me know.

Results for Mon, Jan 27, 2014:



Shawn

[Riskslayer]

Hi-

Got the 3rd highest up move since tracking started. Further evidence of growing volatility as we saw saw the 2nd and 4th largest down move earlier this month..



Shawn

[Riskslayer]

Hi-

Here are the results from Wed, Jan 29, 2014:



Shawn

[Riskslayer]

Hi-

Results for Th, Jan 30, 2014:



Shawn

[Riskslayer]

Hi-

Here are the results from Fri, Jan 31, 2014:



Shawn

[Riskslayer]

Hi-

Results for Mon, Feb 3, 2014:



Shawn