Skip to main content


Showing posts from March, 2013

Review Q1 2013

Result last two weeks: -26%
Result Q1: 4%

Last week has been terrible for my trading as volatility picked up due to the things going on with Cyprus. The thing with my method is, that I tend to keep open positions for a few days or more and a lot can happen in a few days.

So in the end I seem to be able to break above break even, but only barely. This reminds me of my Trade Plan analysis. I decided to make another analysis of my equity curve.

A simple quantified strategy enhanced

Today I came across the following post: When SPY Falls 2 Times More Than Average Change on the Quantified Strategies blog by Oddmund Grotte. As I am looking for a more quantified approach for my investing / trading, I decided to do a back test on the strategy explained in the post. The strategy is as follows: