I trade longer term mechanical trading systems exclusively on the ASX. I rarely look at daily charts and the systems are built using weekly timeframes. The information in this site is based on actual trades in real portfolios. I don't trade using margin or any sort of leverage. I mainly use Amibroker for system testing and trade monitoring. I am not selling anything. This is just a journal to record where I have been and, just maybe, where I am going.
Friday, April 14, 2006
SKE trade
Recent SKE trade. I ignored the profit exit signalled over christmas due to light volume and let it run until the exit signalled this week. I've tested not taking the profit exits and it doesn't matter if I ignore them occasionally. Got out on the close this week. Nothing startling at 28% but also nothing to complain about.
Tuesday, April 11, 2006
Trading Performance & MSA software
Saturday, April 01, 2006
P/E ratios on the ASX
P/E ratios suggest that the market is actually quite cheap, even though the market is hitting new highs. Data is up to the end of February 2006. We haven't seen P/E's this low since the early 90's.
Data from http://www.rba.gov.au/Statistics/AlphaListing/alpha_listing_s.html - you can download the spreadsheet for Sharemarkets.
Stevo
Quarterly Performance - Q1 2006
Quarterly performance of my long term trading portfolio - excluding dividends. Most of the profits shown in the last quarter haven't been realised. Realised profits for the current financial year are $7,727, less than half the dividend payments so far received, whilst the portfolio is currently sitting on $185,000 of unrealised gains, up over $100,000 since the last quarter.
Stevo
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