My inner trader

This is the trading record of “my inner trader”, whose history began when I started to issue trading alerts to readers on 4-Mar-2016. These returns are purely hypothetical and do not represent the performance of any account. In other words, your own mileage will vary.

The return calculations shown are based on the following assumptions:

  • The instrument traded is the S&P 500, regardless of whether the trade alert was on any other index. This return series was calculated as a way to measure the long or short systematic direction of the trade, whereas the instrument selected (usually either NASDAQ 100 or Russell 2000) was purely discretionary.
  • Execution is done at the closing price on the day of the signal.
  • There are no transaction costs.
  • There are no dividends.
  • The account allocates 100% of the value to the trade, i.e. it goes fully long or short.
  • If the account holds cash, the cash earns no interest.

A chart of the history of the account value and completed trade profit & loss is shown below.

The full history of trading signals are as follows:

20-Apr-18 Buy
10-Mar-16 All cash, sell long, P/L: -0.6%
23-Mar-16 Buy
14-Apr-16 All cash, sell long, P/L: 1.7%
20-Apr-16 Buy
11-May-16 Short, P/L: -2.1%
26-May-16 Buy, P/L: -2.1%
10-Jun-16 Short, P/L: 0.2%
13-Jun-16 All cash, cover short, P/L: -0.4%
21-Jun-16 Buy
18-Nov-16 All cash, sell long, P/L: 4.5%
01-Dec-16 Buy
29-Dec-16 Short, P/L: 2.5%
25-Jan-17 Buy, P/L: -2.6%
08-Feb-17 All cash, sell long, P/L: -1.1%
28-Feb-17 Short
10-Mar-17 All cash, cover short, P/L: -0.3%
06-Apr-17 Buy
05-May-17 All cash, sell long, P/L: 2%
08-May-17 Short
19-May-17 Buy, P/L: 0.9%
31-May-17 Short, P/L: 0.8%
28-Jun-17 All cash, cover short, P/L: -0.8%
05-Jul-17 Buy
24-Jul-17 Short, P/L: 2.4%
11-Aug-17 Buy, P/L: 1.9%
16-Aug-17 All cash, sell long, P/L: 1.6%
18-Aug-17 Short
05-Oct-17 All cash, cover short, P/L: -4.2%
16-Oct-17 Buy
25-Oct-17 Short, P/L: 0.8%
17-Nov-17 Buy, P/L: -0.5%
24-Nov-17 All cash, sell long, P/L: 1.9%
30-Nov-17 Short
07-Dec-17 All cash, cover short, P/L: 1.2%
08-Dec-17 Buy
16-Jan-18 All cash, sell long, P/L: 5.6%
24-Jan-18 Short
06-Feb-18 Buy, P/L: 5.9%
17-Apr-18 All cash, sell long, P/L: 1.7%