TRADES

Below are the list of  trades closed since 01 January 2016. For all older trades going back to July 2012 please go here. These trades form the performance metrics and equity/R curves shown on the blog.

While I do not offer a signal service, the trades shown are all my own taken positions, and show the typical returns and performance, peaks and troughs you can expect from a trend following approach. You will see there are:

  • lots of small losses; 
  • the occasional run of numerous consecutive losing trades; 
  • the occasional small winning trade; and 
  • every so often, a big winner. 
What this shows you is how positive returns can be made even while having a win rate well below 50%. It's the old adage of cutting losses and letting winning trades run. As Ed Seykota famously said "One good trend pays for them all!".

Date opened Company Long/     short Date closed Profit/ (Loss)  in R
11-Apr-17 Gold Long 23-Apr-17 (0.07)
07-Apr-17 Gold Long 10-Apr-17 (0.47)
12-Jan-17 GKN plc Long 22-Mar-17 2.65
28-Feb-17 Greencore Group plc Long 09-Mar-17 (0.46)
25-Jan-17 Man Group Long 01-Mar-17 1.86
11-Jan-17 Vesuvius plc Long 24-Feb-17 2.70
11-Feb-17 Merlin Entertainment Long 14-Feb-17 (0.49)
12-Jan-17 Capital & Regional plc Long 26-Jan-17 (0.71)
23-Nov-17 Lamprell plc Long 23-Jan-17 1.69
29-Dec-16 NicOx SA Long 18-Jan-17 0.72
08-Dec-16 PageGroup plc Long 10-Jan-17 0.68
03-Jan-17 Aegon NV Long 06-Jan-17 (0.40)
28-Dec-16 Capital Stage AG Long 06-Jan-17 (0.45)
15-Dec-16 Koninklijke BAM Groep NV Long 16-Dec-16 (0.54)
23-Nov-16 International Consolidated Airlines  Long 24-Nov-16 (0.25)
09-Aug-16 Dixons Carphone Long 14-Sep-16 0.50
23-Aug-16 Brady Corp Long 08-Sep-16 (0.07)
02-Sep-16 ITV Long 09-Sep-16 (0.39)
05-Sep-16 The Navigator Company SA Long 09-Sep-16 (0.65)
23-Aug-16 Brady Corp Long 08-Sep-16 (0.07)
23-Aug-16 Royal Mail Long 30-Aug-16 (0.38)
08-Aug-16 Home Retail Long 30-Aug-16 0.36
18-Aug-16 Korn Ferry International Long 29-Aug-16 (0.27)
09-Aug-16 AUD/USD Long 12-Aug-16 (0.02)
08-Aug-16 Barratt Developments Long 09-Aug-16 (0.20)
25-Jul-16 USD/CAD Long 28-Jul-16 (0.02)
07-Jun-16 US Crude Oil Long 10-Jun-16 (0.05)
22-Mar-16 Johnson Matthey Long 06-May-16 1.58
19-Apr-16 Eaton Vance Tax Advantaged Global Dividend Long 29-Apr-16 (0.55)
19-Apr-16 Sage Group Long 20-Apr-16 (0.40)
14-Apr-16 Post NL NV Long 15-Apr-16 (0.34)
07-Apr-16 ARM Holdings Long 11-Apr-16 (0.28)
04-Apr-16 ICAP plc Long 05-Apr-16 (0.55)
04-Apr-16 ARM Holdings Long 05-Apr-16 (0.37)
26-Feb-16 Petra Diamonds Long 31-Mar-16 0.65
02-Mar-16 US Crude Oil Long 29-Mar-16 0.99
23-Mar-16 ICAP plc Long 23-Mar-16 (0.85)
22-Mar-16 Morgan Advanced Materials Long 23-Mar-16 (0.62)
21-Mar-16 EMC Corp Long 23-Mar-16 (0.63)
22-Feb-16 Premier Farnell Long 17-Mar-16 0.17
23-Feb-16 Lonmin Long 24-Feb-16 (0.18)
18-Feb-16 Halfords Long 19-Feb-16 (0.52)

NOTES:

Where a trade shows 'URE used' that means the Uniform Risk Exit has been applied on 50% of the position. This is detailed more in my
e-book or here.

The risk/reward ratio (expressed in units of R) is calculated based on the overall monetary profit/(loss) achieved divided by the initial monetary risk per trade.