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Thread: 2014 LEV Leader Performance

  1. #1

    2014 LEV Leader Performance

    Hi-

    Pascal and I have agreed to start a new thread to track 2014 LEV performance. Here are the results from the first 2 trading day of 2014.

    Name:  P&L - Jan 2, 2014.png
Views: 4599
Size:  26.3 KB


    Name:  P&L - Jan 3, 2014.png
Views: 4661
Size:  25.7 KB

    Next, I will post weekly results in a reply.

    Shawn

  2. #2

    2014 Wk #1 LEV Performance

    Hi-

    Here is the 1st full week of performance and when I started trading a funded acct on this strategy.

    Shawn

    Mon, Jan 6, 2014:

    Name:  P&L - Jan 6, 2014.png
Views: 4583
Size:  26.2 KB

    Tu, Jan 7, 2014:

    Name:  P&L - Jan 7, 2014.png
Views: 4553
Size:  25.8 KB

    Wed, Jan 8, 2014:

    Name:  P&L - Jan 8, 2014.png
Views: 4543
Size:  25.5 KB

    Th, Jan 9, 2014:

    Name:  P&L - Jan 9, 2014.png
Views: 4597
Size:  25.0 KB

    Fri, Jan 10, 2014:

    Name:  P&L - Jan 10, 2014.png
Views: 4581
Size:  25.8 KB

    Shawn

  3. #3

    2014 Wk #2 LEV Performance

    Hi-

    Here is the 2nd week of 2014 performance.

    Shawn

    Mon, Jan 13, 2014:

    Name:  P&L - Jan 13, 2014.png
Views: 4599
Size:  26.6 KB

    Tu, Jan 14, 2014:

    Name:  P&L - Jan 14, 2014.png
Views: 4574
Size:  25.7 KB

    Wed, Jan 15, 2014:

    Name:  P&L - Jan 15, 2014.png
Views: 4677
Size:  26.1 KB

    Th, Jan 16, 2014:

    Name:  P&L - Jan 16, 2014.png
Views: 4561
Size:  26.3 KB

    Fri, Jan 17, 2014:

    Name:  P&L - Jan 17, 2014.png
Views: 4584
Size:  26.3 KB

    Shawn

  4. #4

    2014 Wk #3 LEV Performance

    Hi-

    Here is the 3rd week of 2014 performance.

    Mon, Jan 20, 2014 (MLK Holiday):

    Tu, Jan 21, 2014:

    Name:  P&L - Jan 21, 2014.png
Views: 4563
Size:  27.2 KB

    Wed, Jan 22, 2014:

    Name:  P&L - Jan 22, 2014.png
Views: 4536
Size:  36.1 KB

    Th, Jan 23, 2014 (computer issues only allowed me to record close-to-close stats):

    Name:  P&L - Jan 23.1, 2014.png
Views: 4520
Size:  23.8 KB

    And, that brings us up to date. We will do daily from here on.

    Shawn

  5. #5

    LEV Leaders Performance - Jan 24, 2014

    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.

    Name:  P&L - Jan 24, 2014.png
Views: 4532
Size:  31.3 KB

    Shawn

  6. #6

    LEV Leaders Performance - Mon, Jan 27, 2014

    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:

    Name:  P&L - Jan 27, 2014.png
Views: 4455
Size:  25.4 KB

    Shawn

  7. #7

    LEV Leader Performance - Tu, Jan 28, 2014

    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..

    Name:  P&L - Jan 28, 2014.png
Views: 4198
Size:  24.2 KB

    Shawn

  8. #8

    LEV Leaders Performance - Wed, Jan 29, 2014

    Hi-

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

    Name:  P&L - Jan 29, 2014.png
Views: 4112
Size:  23.2 KB

    Shawn

  9. #9

    LEV Leader Performance - Th, Jan 30, 2014

    Hi-

    Results for Th, Jan 30, 2014:

    Name:  P&L - Jan 30, 2014.png
Views: 4079
Size:  27.0 KB

    Shawn

  10. #10

    LEV Leader Performance - Fri, Jan 31, 2014

    Hi-

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

    Name:  P&L - Jan 31, 2014.png
Views: 4066
Size:  21.4 KB

    Shawn

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