The log has now been running for just over three months now, in a period where the major indices have seen some periods of volatility, some sharp counter-trend days, within an overall context of a grinding uptrend.
As you are aware, the log projects an annualised percentage return based on the exact performance metrics achieved by those trades listed within the log. The average R multiple achieved is then reduced by 50% as a sensitivity measure, as I consider the current sample size to be too small.
As of yesterday's close, this annualised return is currently standing at just over 200%. Let's just say that the 'non-sensitised' return is a bit higher than that :)
People who do not use spread betting as their trading vehicle may not be able to replicate these results, as in effect I only have to put up the capital equivalent to that between the entry price and the (guaranteed) stop price, which equates to 2% of my trading equity on each trade. Against that, I am only risking up to a maximum of 30% of my trading equity at any time, where as more aggresive traders or investors may utilise a higher percentage of their funds at any time.
However, having known the results I have achieved in preceding years, together with what the log is showing, I feel that the current performance (certainly at the 'sensitised' level) is sustainable going forward.