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Weekly Portfolio Trading System Results 07/23/2017 - 07/28/2017

Posted by David Bean on

Weekly Portfolio Trading Systems Signal Results
Out of Sample Walk Forward Hypothetical Trading System Signals 
For the Week of 07/23/2017 - 07/29/2017
The 100K and One Million Dollar Portfolios were up this week while the 25K and 50K Portfolios were down.
This past week we transitioned from Crude Oil After Hours to Crude Oil After Hours III and from Crude Oil Weekly Inventories to Crude Oil Weekly Inventories II. The weekly results reflect the new strategies while the monthly results include the old portfolio from July 1 - July 21 and the new portfolio from July 23 forward.
The far right column is the monthly result inclusive of $25 round turn slippage and commission. The Week and Month columns do not include slippage and commission numbers but the number of trades are included so that you can customize the results for your own calculations if you have a different slippage and commission number. 

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