Creating Your Own Portfolio

This procedure gives you the monthly and annual results using your choice of programs, units traded and leverage.

Download this spreadsheet open & enable editing, with some operating systems you may have to save it as a new file.

Pick the number of units traded for each program in cells C3 through C12, in this example I’ve chosen 1 unit for all 10 (to omit any program enter 0).

Recommended starting balance will show in cell  C17

Cumulative net profit, never adding units and deducting all net gains annually shows in cell C15, performance is graphed automatically.

Month-to month cumulative performance will show below the summary & chart.

Ending balance shows in cell C16.

Maximum margin requirement; this assumes all programs traded have  a maximum position allocation & maximum margin requirement at the same time, highly unlikely but better over than under prepared.

Maximum drawdown shows in cell C18; this drawdown also assumes a highly unlikely scenario, that all programs traded had their maximum drawdown at the same time, again highly unlikely but better to be over than under prepared.

Average annual gain divided by worst case maximum risk shows in cell C23

To view the combined drawdown for your allocation (based on past performance) see vertical column F “combined performance” .

The drawdown will generally be 40% to 75% less than the worst case above, again better over-prepared for risk than under-prepared.

If you’d like to be more or less aggressive (leverage used) you can modify the start balance in cell C14,  all other cells will automatically change to accommodate the new start balance.

To change programs and numbers of contracts traded

After reviewing the performance for each individual program you’ve decided to omit currency and interest rate programs from your allocation.

You believe the markets that will have the best trends up and down are Stock Indices, Energies, Metals and Shares, (Shares = CFDs, when trading share CFDs you can short easily using cost effective leverage, CFDs work just like a futures contract with the price based on the individual stock see this link.

You also believe when the inevitable bear market engages you may see a short term flight to USD, then long-term flight out of  currencies, into gold and other tangible assets as the Central Banks around the world again fire up their quantitative easing printing presses.  (quantitative easing = creating trillions backed by nothing and letting politicians and bankers spend it with zero thought on long-term debt consequences of their country, its citizens or their children’s futures)

In this example, I zero out currencies, interest rates and double up on gold.

Everything will update automatically.

 About ATAs

Automated Trading Accounts (ATAs) what they are how they work
The ATA Fee Structure
Defining Overall Risk For Your ATA Account

Exchanges Traded
 Brokerage Firms
How Balances Are Guaranteed Plus or Minus Trading Activity
How To Open An Account

If you have questions or would like me to walk you through any procedure or program contact me.

Peter Knight Advisor


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