Friday, May 9, 2008

Analysis of trades over past 10 weeks

I started trading about 10 weeks ago. The market was still in a downtrend and I started with shorting stocks in the first week. The very next week I switched to a long position on most stocks. And now it appears the trend has changed again for the short term.

Hence I felt it was a good time to take stock and analyse my trading performance.

Here are the stats below

By % gain/loss

<-10%

-5 to –9.9%

-0 to 4.9%

+0 to 4.9%

+5 to 9.9%

Ferrochina

$7200

5 lots buy $1.44

sell 1.30

loss $755

Loss 10.4%

Shorted Wilmar

$10470

3 lots

Sell 3.49

Buy 3.80

Loss $1048

Loss 9.15%

Sembcorp

$8320

2 lots buy 4.16

sell 4.17

Loss $47

Loss 0.5%

Shorted Golden Agri

$8400

  • 10 lots
  • Sell 0.84
  • Buy 0.80
  • Gain : $310

Gain 3.86%

YZJ

$4250

5 lots buy 0.85

sell 0.90

profit $218

gain 5%




COSCO

$7480

2lots short 3.74

buy 3.65

profit $91

Gain 1.6%

First Resources

$10300

10 lots

buy 1.03

sell 1.10

profit $613

Gain 5.9%




Fibrechem

$8050

10 lots buy 0.805

sell 0.815

profit $30

Gain 0.4%





COSCO

$6220

2 lots buy 3.11

sell 3.29

profit $300

Gain 4.9%



Quantum of gains/losses


Gains

Losses

$310

$47

$91

$1,048

$30

$755

$300




$218




$613




$1,602




$929




$912









Total $5,005 %
$1,850 %
N 9 75
3 25
Average $556.11

$616.67






Net Profit $3,155




Dollar Grouping










Gains


Losses






Range Number

Range Number
Scratch under $100 2

Scratch under $100 1
$200-$300 3

$200-$300 0
$400 - $600 1

$400-$600 0
$700-$900 2

$700-$900 1
$1,000 0

$1,000 1
$1,600 1




Trading analysis
















Using multiples of $100

















Gains



Losses

Payoff
Probability Positive Expectancy
Payoff
Probability Negative Expectancy









1 to 1 3 0.333333333 0.333333333
1 to 1 0 0 0
2 to 1 1 0.111111111 0.222222222
2 to 1 0 0 0
4 to 1 1 0.111111111 0.444444444
4 to 1 0 0 0
8 to 1 1 0.111111111 0.888888889
8 to 1 1 0.111111111 0.888888889
10 to 1 0 0 0
10 to 1 1 0.111111111 1.111111111
16 to 1 1 0.111111111 1.777777778
16 to 1 0 0 0









Total

3.666666667



2









Net Expectancy 1.666666667











































Cyke's System






Expectancy Opportunities over 10 weeks Total





$1.67 9 $15.03






In summary

Trading analysis for Cyke over past 10 weeks
Expectancy = $1.67
Opportunities over 10 weeks = 9
Total = $15.03

Average gain per trade = $556.11
Average loss per trade = $616.67

% return on trading capital used over 10 weeks = 9.8%
% return on total trading capital available over 10 weeks = 6.87%

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