| Start Balance | $150,000.00 |
| Cumulative Net Profit | $438,588.94 |
| Largest Drawdown | ($9,526.00) |
| Best Year 2015 +83.70% | $125,542.97 |
| Worst Year 2009 +5.57% | $8,359.00 |
| 2007-2016 Average +29.24% | $43,858.89 |
| 30 December 2016 +62.59% | $93,898.00 |
This GOOGL program trades 2 trend following and 2 range trade strategies. Cumulative net gain is calculated trading 100 shares per strategy, no compounding of positions and withdrawing all net profits annually. Greatest net drawdown is calculated from highest high to lowest low marked to the market daily prior to recovery and a new high.
Below are links to full disclosure of all 4 trading methodologies. The linked spreadsheets include all supporting historical price data, every order generated 2007-2016, every trade entry, offset, gain or loss enabling you to verify past performance and monitor trades moving forward.
| Trend Trade Strategies | Average Annual | Largest Drawdown | Cumulative Net Gain | Net Profit 2016 |
| googl01t | $16,372.90 | ($8,423.00) | $163,728.98 | $22,595.00 |
| googl02t | $14,283.40 | ($5,689.00) | $142,833.97 | $19,919.00 |
| Range Trade Strategies | Average Annual | Largest Drawdown | Cumulative Net Gain | Net Profit 2016 |
| googl01r | $6,751.70 | ($7,017.00) | $67,517.00 | $33,791.00 |
| googl02r | $6,450.90 | ($8,356.00) | $64,509.00 | $17,593.00 |
This study takes the daily “out of sample” performance for the 4 systems traded in this market then ranks the 15 possible combinations by life of program reward on risk. (reward on risk = life of program total net profit divided by maximum life of program drawdown)
Margin Requirement = $45,000 per 100 shares
Contract size = 100 shares
Why I trade multiple systems
By using a “basket” of momentum and range trade strategies I’ve increased my return on risk and smoothed out my overall equity curve.
I am an advocate of diversifying the markets I trade and the way I trade each market. I assume that I don’t know what strategy will perform best over the next 12 months or at any point in the future.
If you have any questions or would like additional information contact us
