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Portfolio Equity Peaks and Updates

Posted by David Bean on


We hit equity peaks in the 100K and One Million Portfolios this week with nice gains in the 25K and 50K Portfolios. Making changes at equity peaks is one of the best times to make a change if you see a strategy that needs updated. We didn't "re-optimize" the portfolio strategies but instead make changes based on the observations of slippage and commission.

This first update is for Crude Oil After Hours. We want to avoid the 4:30 pm EST Rig Count Report during the first minute of trade. We can trade after that though since the opportunity shows up in the research. We will implement Crude Oil After Hours III. It is a hybrid of Crude Oil After Hours and Crude Oil After Hours II. With Crude Oil After Hours III, we trade Crude Oil After Hours on Monday, Thursday, and Friday and trade Crude Oil After Hours II on Tuesday and Wednesday. We have found this approach to improve the strategy, improve the portfolio, and avoid a sloppy market.

The second update is for Crude Oil Weekly Inventories. The entry technique does not change but the exit technique does. Instead of exiting and re-entering when we hit a profit target during the timeframe for entering trades, we continue to hold and incrementally move the stop loss down once a new PrfTgAmt is reached. 

The video above goes into more details. This approach won't change the way you trade until Tuesday afternoon. We are sending updates out tomorrow and/or early Tuesday so that you can have the updated portfolio and strategies. The Members Area for Algorithmic Trading Systems will also be updates for these strategies in the next week.


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