The results for the portfolios for the week of February 12, 2017 are shown below. The 25K, 50K, and 1 Million Portfolios were down while the 100K Portfolio is up. The 1 Million Dollar Portfolio only trades 2 contracts of the Soybean Meal Swing while the 100K trades 1 contract. This is the main reason the 1 Million Dollar Portfolio was not up on the week. You never have enough of your winners and you always have too much of your losers! (or so it feels). The numbers are without slippage and commission but the number of trades is included so you can deduct your custom slippage and commission numbers. The far right column does represent the monthly results minus $25 round turn slippage and commission.
The Tick Pulse report has been updated on the Tick Pulse page. There is a positive walk forward results since the last report in September.