Please observe I trade more than 1 units, so this gain is an aggregation of individual gains/losses trades. In other terms, if I call 1 unit a $10.000 trade, sometimes I am in with $120.000.
Classic compound return is only a 1 unit trade. Here, in this blog I also demonstrate some trading strategies need more than 1 unit.
Breakdown:
SPX
1. buy@1049; sell@1040;29-06-2010 1 unit; -9 ;sum: -9;Ret%:-0.86;Comp Ret%:-0.86
2. buy@1010;7-7-2010 1 unit ; sell@1085 21-06-2010 1 unit; 75; sum 64;Ret%:7.43;Comp Ret%:6.57
3. buy@1086;15-7-2010 1 unit; sell@1085 21-06-2010 1 unit; -1; sum 63;Ret%:-0.09;Comp Ret%:6.48
4. buy@1079;13-8-2010 1 unit; sell@1095 17-8-2010 1 unit; 16; sum 79;Ret%:1.48;Comp Ret%:7.96
5. buy@1045;31-8-2010 1 unit; sell@1168 19-10-2010 1 unit;;Ret%:11.77;Comp Ret%:38.14
6. buy@1123;23-9-2010 1 unit, sell@1145 27-9-2010 1 unit; 22; sum: 101;Ret%:1.95;Comp Ret%:9.91
7. buy@1140;30-9-2010 1 unit; sell@1135 04-9-2010 1 unit; -5; sum: 96; Ret%:-0.44; Comp Ret%:9.48
8. buy@1182;26-10-2010 1 unit; sell@1210; 11-Nov-2010 1unit;Ret%:2.37;Comp Ret%:40.51
9. buy@1220;8-11-2010 1 unit; sell@1204; 15-Nov-2010 1unit;Ret%:-1.31;Comp Ret%:115.68
| 10. buy@1194; 18-nov-2010 1unit; sell@1219; 02-Dec-2010 1unit;;Ret%:2.09;Comp Ret%:136.55 |
HUI
1. buy@456; 13-Aug-2010 1 unit; sell@533; 13-Oct-2010 1unit;;Ret%:16.89;Comp Ret%:26.37
2. buy@475; 26-Aug-2010 1 unit; sell@563; 11-Nov-2010 1unit;Ret%:18.53;Comp Ret%:59.03
3. buy@495; 15-Sep-2010 1 unit; sell@563; 11-Nov-2010 1unit;Ret%:13.74;Comp Ret%:72.77
4. buy@501; 30-Sep-2010 1 unit; sell@563; 11-Nov-2010 1unit;Ret%:12.38;Comp Ret%:85.15
5. buy@500; 19-Oct-2010 1 unit; sell@550; 15-Nov-2010 1unit;;Ret%:10;Comp Ret%:125.68
6. buy@505; 26-Oct-2010 1 unit;
7. buy@496; 27- Oct-2010 1 unit; sell@563; 11-Nov-2010 1unit;Ret%:13.51;Comp Ret%:98.66
8. buy@530; 16-Nov-2010 1 unit; sell@565; 2-Dec-2010 1 unit
9. buy@544; 18-Nov-2010 1 unit;
| 10. buy@543; 19-Nov-2010 1unit; sell@565; 2-Dec-2010 1 unit;Ret%:4.05;Comp Ret%:140.6 |
SIL
1. buy@20.4; 3-Nov-2010 1 unit; sell@23.7; 11-Nov-2010 1unit;Ret%:16.18;Comp Ret%:114.83
2. buy@23.2; 8-Nov-2010 1 unit; sell@23.7; 11-Nov-2010 1 unit;Ret%:2.16;Comp Ret%:116.99
| 3. buy@21.5; 16-Nov-2010 1 unit; sell@23.2; 29-Nov-2010 1 unit;Ret%:7.91;Comp Ret%:133.58 |
| 5. buy@23; 19-Nov-2010 1 unit; sell@23.2; 29-Nov-2010 1unit;Ret%:0.87;Comp Ret%:134.45 |
