The site that Radha mentioned in one of her earlier post http://pivottrading.110mb.com gives the results of trades taken up under the system. The date is from 25 June till 25 september. When I analysed the result this is what I have:
June had 4 days of trade with all four days resulting in profits. Profits of 1% on two days and 2% on the other two days.
July had 13 days on which the trades were triggered. 11 days of profit and 2 days of no profit no loss. Profits .25% (1day), .5%(3days), .75%(1day), 1% (2 days), 1.5% (1 day), 2%(3days)
August had 10 days of trade. Profitable days were 9 and one day had no profit/no loss. Profit .5%(3days), .75%(1 day), 1% (2 days), 1.5% (2 days) and 2% (1 day).
September had only 8 days of trade. Perhaps due to many ranged days. Profitable days were 5, loss on 2 days and one day had no P/L. Profit .5%(4days) and 1.5% (1 day).
We have to assume that on the days that there are no reports on the site, trades did not trigger. On some days trade both ways buy and sell have been triggered resulting in enhanced profits as well as diminishing it on some days. The loss days had a loss of .5%.
Overall as you look at 35 days of trade over three months, we see that we have 29 days of profit, 2 days of loss and 4 days of no loss/profit. One thing that comes through shining is that .5% (20 points) of profits is assured on profitable days. So exiting part at .5% profits and trailing the balance would have yielded good results over the last quarter.
Hence Radha's title Risk Less Profit More seems apt as 82% of days result in profits, 5% of days on loss and 13% of days on no profit/loss
These are my calculations based on the performance report available on the site. Any errors in analysis are mine
June had 4 days of trade with all four days resulting in profits. Profits of 1% on two days and 2% on the other two days.
July had 13 days on which the trades were triggered. 11 days of profit and 2 days of no profit no loss. Profits .25% (1day), .5%(3days), .75%(1day), 1% (2 days), 1.5% (1 day), 2%(3days)
August had 10 days of trade. Profitable days were 9 and one day had no profit/no loss. Profit .5%(3days), .75%(1 day), 1% (2 days), 1.5% (2 days) and 2% (1 day).
September had only 8 days of trade. Perhaps due to many ranged days. Profitable days were 5, loss on 2 days and one day had no P/L. Profit .5%(4days) and 1.5% (1 day).
We have to assume that on the days that there are no reports on the site, trades did not trigger. On some days trade both ways buy and sell have been triggered resulting in enhanced profits as well as diminishing it on some days. The loss days had a loss of .5%.
Overall as you look at 35 days of trade over three months, we see that we have 29 days of profit, 2 days of loss and 4 days of no loss/profit. One thing that comes through shining is that .5% (20 points) of profits is assured on profitable days. So exiting part at .5% profits and trailing the balance would have yielded good results over the last quarter.
Hence Radha's title Risk Less Profit More seems apt as 82% of days result in profits, 5% of days on loss and 13% of days on no profit/loss
These are my calculations based on the performance report available on the site. Any errors in analysis are mine
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