November 2013 trade summary statistics and comments
A marked improvement this month - there were increases
in the Ave. Win % and the Ave.# Wins/day while the Ave.# Losses/day decreased.
The Ave. Point Gain/Loss numbers were slightly worse than last month but my bottom line was greatly improved
due to better figures in the the total number of WINNING vs. LOSING TRADES and fewer Break/Even trades.
Another factor that enhanced my bottom line this month was trading the RUT 2000 (almost exclusively).
Below are statistics for November 2013 and the previous 5 months...
Included is a snapshot of my MONTHLY STATISTICS workbook
which consolidates each individual month's numbers and also shows the over-all cumulative figures.
Next are snapshots of two other workbooks that I use for compiling my results.
They are parts of a single spreadsheet I've created - This link goes to the RECORD KEEPING & STATISTICS page on my
other blog where the spreadsheet/workbooks are explained in greater detail (including the formulas for the cells).
The first is my DAILY WIN/LOSS workbook which is filled out daily. The statistics inputted here link to the other workbooks -
(it takes only a few minutes to fill this one out at the end of each trading day. which also automatically updates the other workbooks)
Next is my PROJECTION WORKBOOK. The one on the left has November's numbers typed in the yellow cells.
The one on the right has the over-all cumulative figures...
They are both projecting results that could be achieved when using just a single contract per trade...
Friday ---------------------------------------------
11/29/2013 ... no trades
NQ held its gains this week while the rest floundered.
There were good signals today tho I didn't take any trades.
Thursday ----------------------------------------------NQ held its gains this week while the rest floundered.
There were good signals today tho I didn't take any trades.
11/28/2013 Thanksgiving - overnight session (no trades)
Wednesday ----------------------------------------------
11/27/2013 ... 1/1 ... +6 or +$73
Quitting early again today...morning slingshots worked although I missed them.
Trades:
Quitting early again today...morning slingshots worked although I missed them.
Trades:
Tuesday ----------------------------------------------
11/26/2013 ... 4/0 ... +31 or +$286
Weird day ... RUT & NQ trended up all day while the YM & ES ended the day flat.
All day 7 minute charts of the FUTs...
Weird day ... RUT & NQ trended up all day while the YM & ES ended the day flat.
All day 7 minute charts of the FUTs...
Monday ----------------------------------------------
11/25/2013 ... 2/1 ... +11 or +$92
Signals were firing in the morning but not much afterward. The ADV/DEC was today's tell
with the markets closing in narrow ranges, basically flat.
Signals were firing in the morning but not much afterward. The ADV/DEC was today's tell
with the markets closing in narrow ranges, basically flat.
Friday ----------------------------------------------
11/22/2013 ... 3/0 ... +24 or +$244
Relatively narrow ranges but to the up side...in record territory.
Good stats today! I'm starting to see benefits of trading the ES & RLM vs. the YM or NQ.
Taking the rest of the day off.
Relatively narrow ranges but to the up side...in record territory.
Good stats today! I'm starting to see benefits of trading the ES & RLM vs. the YM or NQ.
Taking the rest of the day off.
Thursday ----------------------------------------------
11/21/2013 ... 2/1 ... +11 or +$52
Trend day - nothing but up all day which minimizes the divergence opportunities.
DOW and NDX charts with ADV/DEC and the EOD...
Trend day - nothing but up all day which minimizes the divergence opportunities.
DOW and NDX charts with ADV/DEC and the EOD...
Wednesday ----------------------------------------------
11/20/2013 ... 3/2 ... +15 or +$45
Decent trading stats but didn't gross much - no runners.
Markets trended down in the late afternoon and closed with minor losses...reminder chart - 5th one down...
Decent trading stats but didn't gross much - no runners.
Markets trended down in the late afternoon and closed with minor losses...reminder chart - 5th one down...
Tuesday ----------------------------------------------
11/19/2013 ... 3/0 ... +17 or +$132
Looked like a lot of movement in the indices but they closed semi-flat...
I saw few opportunities through most of the day's chop but still managed to pull off a good day.
Trades:
Looked like a lot of movement in the indices but they closed semi-flat...
I saw few opportunities through most of the day's chop but still managed to pull off a good day.
Trades:
Monday ----------------------------------------------
11/18/2013 ... 3/4 ... +19 or +$90
Sell off in earnest @2:30 (1st set of charts).
Experimenting with a very tight 3 tick initial stop for the RLM having noticed over the past few days
that my winning trades in that market never dipped below entry point.
I managed to end positive in spite of many stop outs...Tight stops seemed to limit the damage today.
Trades:
Switched to the NQ as the signals were clearer...
Sell off in earnest @2:30 (1st set of charts).
Experimenting with a very tight 3 tick initial stop for the RLM having noticed over the past few days
that my winning trades in that market never dipped below entry point.
I managed to end positive in spite of many stop outs...Tight stops seemed to limit the damage today.
Trades:
Switched to the NQ as the signals were clearer...
Friday ----------------------------------------------
11/15/2013 ... 3/1 ... +35 or +$326
Sometimes you eat the bear...RLM trades working. Quitting early, for the day.
Sometimes you eat the bear...RLM trades working. Quitting early, for the day.
Thursday ----------------------------------------------
11/14/2013 ... 2/0 ...+20 or +$88
Narrow range but trending up - making new all time highs.
Narrow range but trending up - making new all time highs.
Wednesday ----------------------------------------------
11/13/2013 ...2/2 ... +37 or +$161
A runner at the 3:30 rev zone made my day...
Markets started off down, ended up...straight up from the low at the major market open.
Wider range today relative to Monday/Tuesday as well.
Interesting past couple of sessions:
A runner at the 3:30 rev zone made my day...
Markets started off down, ended up...straight up from the low at the major market open.
Wider range today relative to Monday/Tuesday as well.
Interesting past couple of sessions:
Tuesday ----------------------------------------------
11/12/2013 ... 3/1 ... +18 or +$156
A narrow range today with chop...
A narrow range today with chop...
Monday ----------------------------------------------
11/11/2013 ... 1/2 ... 0 or -$18
Except for at the open, a flat and narrow range day W/O signals.
Except for at the open, a flat and narrow range day W/O signals.
Friday ----------------------------------------------
11/08/2013 ...4/1 ... +41 or $175
Strong day for the markets- I was expecting a bit of a sell off going into the close but it didn't happen.
Interesting divergence between the NYSE & NAS's ADV/DEC...
Trades:
Strong day for the markets- I was expecting a bit of a sell off going into the close but it didn't happen.
Interesting divergence between the NYSE & NAS's ADV/DEC...
Trades:
Thursday ----------------------------------------------
11/07/2013 ... no trades taken ...
Trend day down closing near the lows, few opportunities to trade...
Failed divergences all day:
Daily charts:
Failed divergences all day:
Daily charts:
Wednesday ----------------------------------------------
11/06/2013 ... 4/2 ... +18 or +150
Divergences were not working in the morning.
Late day layout switch from YM to RLM made the day...
I noticed the ES, NQ and especially the RLM were lagging the YM ...that's when I loaded
my RLM layout (NQ on top monitors)...
This trade seemed agonizingly slow to run, almost bailed several times before it finally began to move up...
Divergences were not working in the morning.
Late day layout switch from YM to RLM made the day...
I noticed the ES, NQ and especially the RLM were lagging the YM ...that's when I loaded
my RLM layout (NQ on top monitors)...
This trade seemed agonizingly slow to run, almost bailed several times before it finally began to move up...
Tuesday ----------------------------------------------
11/05/2013 ... 3/4 ... +5 or +$3
A lot of trades but your basic B/E day...signals were firing but prices didn't follow thru...
Trend days like this are tough for me. What the day looked like:
Trades:
Monday ----------------------------------------------
11/04/2013 ... 0/1 ... -4 or -$26
Just couldn't focus today...my 'test' trades were indicating very few good signals with
very little follow thru on the divergence signals I did see...
I should not have missed this one...
RUT was divergent to the others all day.(APEX softwre)
and the EOD (MBT software)
11/01/2013 ... 1/3 ... -2 or -$28
Won one, missed one and stopped on two...
A positive day ending the week and starting the new month.
Up at the open then three pushes down...
What the day looked like...
Won one, missed one and stopped on two...
A positive day ending the week and starting the new month.
Up at the open then three pushes down...
What the day looked like...