THE SHORT-TERM TREND IS NOT CLEAR, I HOLD BOTH LONG (TRAPPED) AND SHORT (TRAPPED) OVERNIGHT
No idea about tomorrow, seasonality seems bullish though as the 3rd last trading of the month was green 17 out of 23 (74%) times (see green arrows) since the August 2009. By the way, according to the chart below, I’m not sure about the setup of shorting at close tomorrow anymore, although the winning rate still is 70%.
| MECHANICAL TRADING SIGNALS |
|
|
| DEMO ACCOUNT FOR SHORT-TERM MODEL (Attention: This is not part of Cobra Impulse System) |
| TICKER |
Entry Date |
Entry |
Share |
Stop Loss |
Exit Date |
Exit |
Profit |
Comment |
| SSO |
07/25/2011 |
$54.79 |
50 |
$51.50 |
|
|
|
Speculation play, half positioned. |
| SSO |
07/21/2011 |
$54.06 |
100 |
$50.82 |
07/21/2011 |
$54.84 |
78.00 |
|
| SSO |
07/19/2011 |
$52.79 |
50 |
$50.82 |
07/25/2011 |
$54.57 |
89.00 |
|
| SSO |
07/19/2011 |
$52.79 |
50 |
$49.62 |
07/19/2011 |
$53.40 |
30.50 |
|
| SDS |
07/14/2011 |
$20.65 |
300 |
$19.62 |
07/14/2011 |
$20.94 |
87.00 |
|
| SDS |
07/13/2011 |
$20.50 |
200 |
$19.27 |
07/13/2011 |
$20.63 |
26.00 |
|
| SDS |
07/11/2011 |
$20.37 |
100 |
$19.62 |
|
|
|
|
| SDS |
07/11/2011 |
$20.37 |
100 |
$19.15 |
07/11/2011 |
$20.60 |
23.00 |
|
| SSO |
07/08/2011 |
$54.84 |
50 |
$52.10 |
07/14/2011 |
$52.10 |
137.00 |
Speculation play, half positioned. |
| SSO |
07/07/2011 |
$55.46 |
100 |
$52.69 |
07/07/2011 |
$55.76 |
30.00 |
|
| SSO |
07/06/2011 |
$54.22 |
100 |
$51.51 |
07/06/2011 |
$54.34 |
12.00 |
|
| SSO |
07/01/2011 |
$53.90 |
100 |
$51.21 |
07/01/2011 |
$54.50 |
60.00 |
New stop loss strategy: 2*ATR(10) used. |
| SSO |
06/22/2011 |
$50.30 |
50 |
$52.69 |
07/11/2011 |
$53.42 |
156.00 |
|
| LAST |
|
|
|
|
|
|
1905.00 |
|
| SUM |
|
|
|
|
|
|
2359.50 |
|
|
- $300 max loss allowed per trade. For fun only.
- LAST = Year to the last month balance. SUM = Year to date realized gains/losses.
|
