Monthly Results
Here’s a look at our etf trading results for the past 12 months:
- December 2011
- November 2011
- No Trades Closed in October
- September 2011
- August 2011
- July 2011
- June 2011
- May 2011
- April 2011
- March 2011
- February 2011
- January 2011
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Hi Seth , thanks for the blog. Just curious , are you in any way affiliated with Larry Conners? I see you are using some ETF’s not in the Conners book. Do you have a defined universe of funds to choose from ? I noticed while the EWH trade was a loss , most of the others like SPY QQQQ DIA would have resulted in a nice gain.
Yes, I earn a commission on the book by Larry Connors. It’s a very small amount for the time I put into the blog. I’ve added the FTC Disclaimer on the About page.
Yes, I use the leveraged etfs which are not specifically addressed in the book. My only comment on the leveraged etfs is that I use the underlying etf or index as the signal bearer. For example, when I want to trade SSO, I use the trading signals for SPY. Generally the signals for leveraged etfs follow closely, but not always.
I don’t trade etfs that have a daily trading volume of less than 500k shares. I want to trade highly liquid etfs.
Yes, SPY, QQQQ, and DIA all would have been nice trades, and I would have suggested them had my blog been up. Somehow the database crashed and I was unable to post last week.
I notice you seem to take just three scale in trading positions. What % lot do you use with each scale in? In Conners TPS strategy he recommends four scale ins 10% 20% 30% 40%
I use a 1-2-3 ratio, which equates to roughly 16% – 34% – 50%. You could also use a 20% – 30% – 50% ratio for a three position etf trade. I like the 3 position trade because it makes better sense for those with a smaller trading account. I would just add that I then wait for a deeper sell-off for my initial trade, where the RSI(2) drops below say 15. So instead of the 4th trade, I wait for a deeper sell-off.
Was trying to get an idea of returns Conners methods would generate as that seems to have been left out of the results tables.Test results began in 1993 as stated in the book till end of 2008. So lets look at the SPY whose inception was Jan 1993.
3 day hi low method
LONG side 64 trades avg. P/L +.91% = +58.24
SHORT side 32 trades avg. P/L +.67% = +21.44
combined would be +79.68
divided by the 15 year test period 1993 till 2008 for +5.31% avg. gain per year, factoring in Commish and slippage , maybe 4.5% or 4.75%return per year.
Makes me wonder if those returns are high enough to even bother with as they are not that different from the returns of a long term CD ?
Yes, but you put your money at risk for only a few days at a time. And, it’s not an either/or proposition. Why can’t you do both? Use the etf trading to “goose” your returns – leveraged etfs are a great vehicle for this.
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[...] Monthly Results [...]
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[...] Monthly Results [...]
[...] Monthly Results [...]
[...] Monthly Results [...]
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