January and February Updates

I finally have my January and February updates posted here! A quick review of both months...January, was the best of two extremes. I came into one of the best strategies I have ever worked on trading. January also brought a rare occurrence on one of my other strategies. The strategy that gave me all the problems was a volatility based strategy and I had approximately 7 positions on and precisely at that point the market moved very strongly away from those positions resulting in heavy losses. I have since modified my strategy that brought all the losses. My strategy that I discovered helped cover some of the losses although it was still a mess. So although disappointing, January really turned out to have a silver lining.

February was an incredible month. I was up over 6%, my best month to date. Ironically, February was a month that I plodded along with little to no emotion. What the market gave me is what it gave me and I didn't really care either way. I guess I was a little disgusted from January so I went through February using only strategies that have worked in the past and it paid off. On top of that I continued to trade very small, very low risk trades. Quite honestly I was surprised when I totalled February up to see I did over 6%! And the incing on the cake is the strategy that I discovered and traded successfully in January was very successful in February. I have discovered a slight modification that should make that strategy even better, without curve fitting I might add. Below are the results for the last two months.

Stats	Nov 2007	Dec 2007	Jan 2008	Feb 2008
Profit/Loss (%):	1.91%	2.37%	-7.76%	6.12%
Profit/Loss ($):	$185.63	229.39	-$769.44	$548.98
Number of Trades:	32	54	155	109
Winning Trades:	25	44	85	67
Losing Trades:	6	10	60	38
BreakEven Trades:	1	0	10	4
% Winning Trades	78.13%	81.48%	54.84%	61.47%
Avg Winning Trade($):	$27.02	$14.80	$17.86	$23.04
Avg Losing Trade($):	$84.49	$45.81	$38.56	$26.53
Largest Gain($):	$86.00	$83.00	$58.03	$52.15
Largest Loss($):	$228.97	$196.73	$229.55	$33.18
Avg Trade Size:	5596	3083	5753	7068