Q1 Systems review

This post is to update the real time out of sample, trade setups that have been posted on this blog during the 1st quarter 2009.

Ripe Trades Level 1 made money on 199 trades out of 324 total , a 61.2% win ratio . The average trade lost -.5%. You can see a list of all the entry and exit dates and prices here.

Ripe Trades Level 2 made money on 46 trades out of 71 total, a 64.8% win ratio. The average trade made 1.67%. You can see a list of all the entry and exit dates and prices here.

Ripe Trades Short made money on 31 trades out of 39 total, a 79.5% win ratio. The average trade made 5.15%. You can see a list of all the entry and exit dates and prices here.

Breakout trades Longs made money on 13 out of 25 trades a 52% win rate. The Average trade made .39% . You can see a list of all the entry and exit dates and prices here.

Breakout trades Shorts made money on 24 out of 47 trades a 51.1% win rate. The Average trade made 1.23% . You can see a list of all the entry and exit dates and prices here.

Intermediate term system you can analyze the performance of the intermediate term S&P, NDX and VIX model in the road map that gets posted daily, here.

The Short term S&P system only had 3 trades hit for the quarter, we made 12pts on the Feb 24th long entry, 15pts on the Jan 15th long entry, lost 17.3 pts from Jan 13th long entry

These performance numbers account for multiple entries in the same stock. For example the Ripe Trade system got long ADS on Feb 17th , Feb 18th, Feb 19th and Feb 20th , the performance of every one of these entries is accounted for in the total performance statistics. The performance does not take into account commission and slippage.

Below you will find the performance of the major indices year to date.

S&P 500 -11.67% ytd
DOW -13.3% ytd
Nasdaq 2.09% ytd
Russell 2000 -14.6% ytd