NEWS :
January 18, 2005
Daily return of trading systems
The five trading systems were updated yesterday. Monday, US market was closed.
There were some minor changes in theses trading system performance.
The running up trading system get an increase in daily return and it show now a return of 0.48% daily, that is about 10.58% monthly.
Channel breakout system return decreased and shows a daily return of 0.44% or 9.66% monthly.
Broadening bottom system return also decreased and it show actually a daily return of 1.26% or 30.08% monthly, few trades were picked for this system so I expect the return to decrease again in next weeks.
15 minute breakout system had a daily return of 0.8% or 18.21% monthly.
Channel breakout confirmed or CHBOC system is doing pretty the same than the CHBO (Channel breakout) system and have a daily return of 0.38% or 8.29% monthly.
Finally, CARC (Close above resistance confirmed) system have a lot of sample trade, 94 trades were picked for a daily return of 0.6% or 13.39% monthly.
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