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.
Saturday, December 30, 2006
Revised Yearly results
Below I posted early 2006 results. I revised the charts above give a better picture. The last bar shows carried forward open trades. Even though 2006 could be considered down on previous years in terms of realised profits the open profits carried forward into 2007 gives a better idea of how good 2006 was. Profit factor is still over 3 at 3.34, including open trades.
Over the last year there has been quite a distinct accumulation / distribution pattern of profit taking. So the 2nd quarter of 2006 realised substantial profits. Profits have been building through the 2nd half of 2006.
Don't ask me for % profits over the year. I added substantial capital late this year.
Let's see what 2007 brings.
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