ATS Portfolio in Mid-Size Account – 3 Busier Trading Days, March 28th. – 30th., 2017
Part 1., March 28.th., 2017
In following serie I will show you trading of automated systems portfolio in account of medium size.
This client´s account fits in category $30k-$50k and I ´ve built here customized portfolio of automated systems in classes energy, equity indexes and grains. Individual classes of systems doesn´t correalate among themselves and we can see how important is the right portfolio diversification.
You will see fully automated trading sessions recorded, from Tuesday to Thursday, March. 28th., – 30th., 2017.
In equities and equity indexes there was still strong optimism last week and markets were close to their absolute highs. Similar situation lasts from November 2016, Donald Trump´s presidential election.
On Tuesday 3/21 first correction occurred and markets sank till Monday 3/27.
Crude oil traded in narrow range $53-$56/barrel last 4 months. Finally by early March 2017 the price dropped and 3/27 the level $47/barrel was attacked.
Trading session, March 28th., 2017
- first enters Pegas c5 CL, crude oil
- follows Pegas 1 CL
- and Folos CL joining
- equity indexes Ladon EMD system opens the position
- in 30 mins Talos EMD enters
- indexes, EMD breaking to profit, crude oil still balancing between profit and loss
- Krios TF turned from red to green and Pallas TF joins the party as the last with 2 contracts
- crude oil systems still oscillating between profit and loss
- crude closing in lighter loss, -$440 altogether for 4 contracts
- EMD closing nice profit, around $1,360 for 2 cts
- TF finally -$40/ct, -$160 in total
- Day result: +$933 net
Crude oil strategies weren´t successfull today, even some indexes strategies lost today.
Well diversified portfolio made overall profit through, about 2.5% of equity today.
Highest opened profit was $1,690, but the account dropped to open loss several times per day.
Those are really mentally challenging situations. In early days of my automated trading I was trying different methods how to close the position manually in order to protect the open profit or to prevent bigger losses. Sometimes it worked but in the long run the fully automated system was always better. It is necessary to stay disciplined and not to interfere in any way to automated trading.
Recorded live trading session from March 28th. 2017 you can watch here: