Friday, October 5, 2012

Weekly Single-Stock Update

Two trades, both losses. (.22%) on the first, (1.2%) on the second. Brings the P/L down to +0.18%.

I like the strategy, but there are factors I didn't completely take into account when crafting it, things that improve performance and reduce variance. Still going to keep track of it, but the system I posted yesterday is really 10x more durable.

No comments:

Post a Comment

Note: Only a member of this blog may post a comment.