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200K Portfolio - New Equity Peaks

Posted by David Bean on

We are trading the latest 200K Portfolio and QS I and II strategies this month. The 200K Portfolio is up $6,295 this month at a new equity peak while the QS strategies are down -$3,695 on the month. The combination of these strategies is +$2,600.00 on the month, hypothetical results, and includes slippage and commission. Live trading results are slightly better, approx +$2.9k.

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We have anticipated this type of move for awhile, a pullback in the stock indexes, but I never anticipated this much chop with so little intra-day trend with these type of VIX readings. It was chop city the last two days and Tick Pulse had a rough time finding the intra-day trend with some challenging losses (testing some variations this weekend). VIX Swing and QS I, which are long only strategies, have also been our biggest losers this month. This is what I would expect of long only strategies when we get these pullbacks in the market. This expectation is built into the setup of the portfolio and not a surprise.

SR CounterTrend II has been at the top of the list in gains this month and along with the other portfolio strategies, has been able to lead the latest 200K Portfolio to new equity peaks in spite of our favorite strategies doing poorly. The systems that do well tend to rotate. I like having our strategies at different places on the drawdown curve. I get nervous when all strategies are at equity peaks at the same time. To be at equity peaks with some powerful strategies in a drawdown, gives us fuel for transitions in the market. We approach our portfolio trading from a diversity of strategies and want strategies that are in a drawdown combined with strategies at equity peaks.

The latest report for the 200K Portfolio is below. It does not include the QS strategies. Individual system results are below the report.

Individual Hypothetical Trading System Results for October 2018 as of October 12, 2018

Results Include $25 round turn slippage and commission

VIX Swing E-mini S&P $3000 Stop Loss = -$2,487.50
Mirror E-mini S&P = -$100.00
Gap Fill I E-mini S&P = +$175.00
Cobra III E-mini S&P = +$500.00
Cobra III E-mini S&P No Profit Target = +$1,412.50
Gap Continuation IIB E-mini S&P = -$325.00
Tick Pulse V10 Original = -$125.00
Tick Count Trend II E-mini S&P = +$875.00
SR CounterTrend II E-mini S&P = +$1,550.00
SR CounterTrend II E-mini Nasdaq = +$1,150.00
SR CounterTrend II v2 1m E-mini S&P = +$725.00
SR CounterTrend II v2 1m E-mini Nasdaq = +$2,300.00
SR CounterTrend II Gold = -$415.00
SR CounterTrend II Silver = -$100.00
SR CounterTrend II Crude Oil = +$125.00
SR CounterTrend II v2 1m Gold = -$640.00
SR CounterTrend II v2 1m Silver = $0.00
SR CounterTrend II v2 1m Crude Oil = +$125.00
Gold TOD = +$1,550.00 
EVP - 2 Gold = $0.00
Gold Flash = $0.00

QS I E-mini Nasdaq = -$2,080.00
QS I Crude Oil = -$2065.00
QS II E-mini Nasdaq = +$425.00


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