Monthly Archives: April 2008

Apr 2008 Returns

April 30, 2008 – 5:58 pm

These are my personal trading returns as of month-end April 2008.
Current Month Return: 7.7%
Year To Date Return: 1.2%
3 Month Return: 5.1%
6 Month Return: -6.5%
12 Month Return: 13.6%
24 Month Return: 8.2%
24 Month Annualized Return: 4%
36 Month Return: 60.8%
36 Month Annualized Return: 17.1%
Since Inception Return: 54.1%
Since Inception, […]

By Bill | Posted in Returns On Trading | Comments (2)

Teleportation is Very Efficient Movement

April 30, 2008 – 6:03 am

Yesterday I wrote about Three Definitions for Efficiency of a Trend. This morning, a warning: teleportation is very efficient movement.
I’m talking about gaps. Big, honking, overnight gaps.
This is more of a problem for stocks than it ever will be for futures, currencies, or even index-tracking ETFs. If you were to scan stocks […]

By Bill | Posted in Broad Discussion of Trading Strategies | Comments (0)

Three Definitions for Efficiency of a Trend

April 29, 2008 – 6:10 am

Earlier, I looked at Seven Quantifiable Ways to Define Trend; today I want to look more deeply at the Efficiency Concept.
The Efficiency Concept From point A to point B in time, the market has moved from price A to price B, and those prices may be the same (no net change in price) […]

By Bill | Posted in Broad Discussion of Trading Strategies | Comments (1)

Seven Quantifiable Ways To Define Trend

April 27, 2008 – 8:02 pm

The definitions of trend range from the simple to the philosophical, with simple being something like “put the chart on the wall, back up and see what it looks like from the other side of the room,” and philosophical being something like “markets don’t trend; trend is an idea that we bring to the market […]

By Bill | Posted in Broad Discussion of Trading Strategies | Comments (6)

Tailoring Systems to Specific Market Conditions

April 24, 2008 – 6:00 am

A reader asks, “Is a system more robust if it is tailored to a specific market condition?” This is response to a point in Blogging Cross-Talk: Psychology Observations where I said,
Systems can be optimized to work in one market regime, with a signal or overlay allowing the system to switch when regimes change, […]

By Bill | Posted in Broad Discussion of Trading Strategies | Comments (2)