Revisiting my old trades

I decided to apply the CTP strategy to my previous trades to see where I would have been from the first day of trading. I had used a number of "strategies" that never amounted to being consistent so I thought it would be a good exercise. It would also serve to refresh my recollection of some of the errors that I made along the way as these strategies were all mostly of my concoction and let me kick my proverbial ass for not keeping the ones that are likely to turn out to have been good long term investments.


I won't get into the individual trades but I will just start a running total on this post and continue adding to it as I go along and bumping it back to the top each time. There were 39 different companies traded over the period from February to May. At the end I will post the companies I traded and the ones that would have been still active.

• Stocks calculated so far = 10 of 39, in alphabetical order
• 4 would not have been considered for CTP trading at all
• Realized gains to date = $2892 (cash)
• Realized return = 57.84%
• Still remaining active = 3 long, 1 short
• Portfolio value = $9472 (includes stocks that wold still be considered owned today)
• Portfolio value increase = 89.44% (four month return)
• Annualized return = 268.32% (based on the non-compounded four month return)

The stocks that remain active would be considered long term keepers but that only works that way due to the method used to trade them...not because I researched them.

This is still all based on the initial $5000 with margin available to allow up to $15,000 available for trading. I'm not certain, given the timeline of the initial trades how much margin I might have used had I been CTPing. I assumed that all virtual positions were 100 shares...although with the realized gains I could have been doubling up or more on some stocks but I will assume that the extra capital was used to buy more companies instead to lessen the reliance upon margin.

JD.