1 | data | |||||
---|---|---|---|---|---|---|
2 | ||||||
3 | January 2011 | 5,67 | 5,67 | |||
4 | February 2011 | 17,42 | 11,75 | |||
5 | March 2011 | 21,1 | 3,68 | |||
6 | April 2011 | 30,53 | 9,43 | |||
7 | May 2011 | 34,49 | 3,96 | |||
8 | June 2011 | 34,19 | -0,3 | |||
9 | July 2011 | 45,36 | 11,17 | |||
10 | August 2011 | 59,95 | 14,59 | |||
11 | September 2011 | 68,09 | 8,14 | |||
12 | October 2011 | 67,01 | -1,08 | |||
13 | November 2011 | 71,62 | 4,61 | |||
14 | December 2011 | 76,99 | 5,37 | |||
15 | January 2012 | 92,71 | 15,72 | |||
16 | February 2012 | 103,5 | 10,79 | |||
17 | March 2012 | 112,24 | 8,74 | |||
18 | April 2012 | 118,96 | 6,72 | |||
19 | May 2012 | 114,41 | -4,55 | |||
20 | June 2012 | 130,78 | 16,37 | |||
21 | July 2012 | 135,59 | 4,81 | |||
22 | August 2012 | 153,08 | 17,49 | |||
23 | September 2012 | 164,84 | 11,76 | |||
24 | October 2012 | 167,66 | 2,82 | |||
25 | November 2012 | 169,25 | 1,59 | |||
26 | December 2012 | 174,37 | 5,12 | |||
27 | January 2013 | 177,61 | 3,24 | |||
28 | February 2013 | 182,06 | 4,45 | |||
29 | March 2013 | 189,9 | 7,84 | |||
30 | April 2013 | 194,53 | 4,63 | |||
31 | May 2013 | 195,93 | 1,4 | |||
32 | June 2013 | 200,04 | 4,11 | |||
33 | July 2013 | 210,59 | 10,55 | |||
34 | August 2013 | 217,49 | 6,9 | |||
35 | September 2013 | 213,34 | -4,15 | |||
36 | October 2013 | 226,11 | 12,77 | |||
37 | November 2013 | 228,38 | 2,27 | |||
38 | December 2013 | 233,88 | 5,5 | |||
39 | January 2014 | 237,87 | 3,99 | |||
40 | February 2014 | 248,55 | 10,68 | |||
41 | March 2014 | 251,13 | 2,58 | |||
42 | April 2014 | 254,3 | 3,17 | |||
43 | May 2014 | 260,98 | 6,68 | |||
44 | June 2014 | 264,21 | 3,23 | |||
45 | July 2014 | 260,03 | -4,18 | |||
46 | August 2014 | 264,88 | 4,85 | |||
47 | September 2014 | 262,04 | -2,84 | |||
48 | October 2014 | 274,59 | 12,55 | |||
49 | November 2014 | 286,54 | 11,95 | |||
50 | December 2014 | 287,79 | 1,25 | |||
51 | January 2015 | 304,56 | 16,77 | |||
52 | February 2015 | 313,08 | 8,52 | |||
53 | March 2015 | 319,06 | 5,98 | |||
54 | April 2015 | 325,02 | 5,96 | |||
55 | May 2015 | 331,97 | 6,95 | |||
56 | June 2015 | 328,28 | -3,69 | |||
57 | July 2015 | 336,62 | 8,34 | |||
58 | August 2015 | 340,74 | 4,12 | |||
59 | September 2015 | 339,34 | -1,4 | |||
60 | October 2015 | 357,89 | 18,55 | |||
61 | November 2015 | 360,42 | 2,53 | |||
62 | December 2015 | 363,52 | 3,1 | |||
63 | January 2016 | 365,68 | 2,16 | |||
64 | February 2016 | 373,23 | 7,55 | |||
65 | March 2016 | 385,97 | 12,74 | |||
66 | April 2016 | 392,72 | 6,75 | |||
67 | May 2016 | 395,35 | 2,63 | |||
68 | June 2016 | 407,57 | 12,22 | |||
69 | July 2016 | 412,28 | 4,71 | |||
70 | August 2016 | 411,49 | -0,79 | |||
71 | September 2016 | 410,98 | -0,51 | |||
72 | October 2016 | 418,51 | 7,53 | |||
73 | November 2016 | 423,35 | 4,84 | |||
74 | December 2016 | 429,67 | 6,32 | |||
75 | January 2017 | 435,37 | 5,7 | |||
76 | February 2017 | 443,9 | 8,53 | |||
77 | March 2017 | 450,6 | 6,7 | |||
78 | April 2017 | 449,04 | -1,56 | |||
79 | May 2017 | 456,5 | 7,46 | |||
80 | June 2017 | 456,69 | 0,19 | |||
81 | July 2017 | 459,22 | 2,53 | |||
82 | August 2017 | 460,49 | 1,27 | |||
83 | September 2017 | 459,28 | -1,21 | |||
84 | October 2017 | 464,72 | 5,44 | |||
85 | November 2017 | 468,09 | 3,37 | |||
86 | December 2017 | 473,96 | 5,87 | |||
87 | January 2018 | 472,38 | -1,58 | |||
88 | February 2018 | 479,32 | 6,94 | |||
89 | March 2018 | 478,62 | -0,7 | |||
90 | April 2018 | 479,18 | 0,56 | |||
91 | May 2018 | 485,2 | 6,02 | |||
92 | June 2018 | 486,22 | 1,02 | |||
93 | July 2018 | 487,23 | 1,01 | |||
94 | August 2018 | 495,23 | 8 | |||
95 | September 2018 | 495,98 | 0,75 | |||
96 | October 2018 | 499,72 | 3,74 | |||
97 | November 2018 | 507,45 | 7,73 | |||
98 | December 2018 | 510,43 | 2,98 | |||
99 | January 2019 | 517,02 | 6,59 | |||
100 | February 2019 | 520,27 | 3,25 | |||
101 | March 2019 | 526,28 | 6,01 | |||
102 | April 2019 | 526,55 | 0,27 | |||
103 | May 2019 | 533,76 | 7,21 | |||
104 | June 2019 | 534,07 | 0,31 | |||
105 | July 2019 | 532,54 | -1,53 | |||
106 | August 2019 | 548,48 | 15,94 | |||
107 | September 2019 | 548,33 | -0,15 | |||
108 | October 2019 | 550,55 | 2,22 | |||
109 | November 2019 | 552,37 | 1,82 | |||
110 | December 2019 | 553,41 | 1,04 | |||
111 | January 2020 | 560,33 | 6,92 | |||
112 | February 2020 | 570,74 | 10,41 | |||
113 | March 2020 | 609,81 | 39,07 | |||
114 | April 2020 | 618,81 | 9 | |||
115 | May 2020 | 630,08 | 11,27 | |||
116 | June 2020 | 644,01 | 13,93 | |||
117 | July 2020 | 660,47 | 16,46 | |||
118 | August 2020 | 671,21 | 10,74 | |||
119 | September 2020 | 665,57 | -5,64 | |||
120 | October 2020 | 660,38 | -5,19 | |||
121 | November 2020 | 666,01 | 5,63 | |||
122 | December 2020 | 674,96 | 8,95 | |||
123 | January 2021 | 684,73 | 9,77 | |||
124 | February 2021 | 677,88 | -6,85 |
1 | ||||||
---|---|---|---|---|---|---|
2 | QUANTFOR | MONTHLY | ||||
3 | data | $ ACCOUNT | % RETURNS | |||
4 | 92500 | |||||
5 | January 2011 | 97745 | 5,67 | |||
6 | February 2011 | 109230 | 11,75 | |||
7 | March 2011 | 113249 | 3,68 | |||
8 | April 2011 | 123929 | 9,43 | |||
9 | May 2011 | 128836 | 3,96 | |||
10 | June 2011 | 128450 | -0,3 | |||
11 | July 2011 | 142798 | 11,17 | |||
12 | August 2011 | 163632 | 14,59 | |||
13 | September 2011 | 176952 | 8,14 | |||
14 | October 2011 | 175041 | -1,08 | |||
15 | November 2011 | 183110 | 4,61 | |||
16 | December 2011 | 192943 | 5,37 | |||
17 | January 2012 | 223274 | 15,72 | |||
18 | February 2012 | 247365 | 10,79 | |||
19 | March 2012 | 268984 | 8,74 | |||
20 | April 2012 | 287060 | 6,72 | |||
21 | May 2012 | 273999 | -4,55 | |||
22 | June 2012 | 318853 | 16,37 | |||
23 | July 2012 | 334189 | 4,81 | |||
24 | August 2012 | 392639 | 17,49 | |||
25 | September 2012 | 438813 | 11,76 | |||
26 | October 2012 | 451188 | 2,82 | |||
27 | November 2012 | 458362 | 1,59 | |||
28 | December 2012 | 481830 | 5,12 | |||
29 | January 2013 | 497441 | 3,24 | |||
30 | February 2013 | 519577 | 4,45 | |||
31 | March 2013 | 560312 | 7,84 | |||
32 | April 2013 | 586255 | 4,63 | |||
33 | May 2013 | 594462 | 1,4 | |||
34 | June 2013 | 618895 | 4,11 | |||
35 | July 2013 | 684188 | 10,55 | |||
36 | August 2013 | 731397 | 6,9 | |||
37 | September 2013 | 701044 | -4,15 | |||
38 | October 2013 | 790567 | 12,77 | |||
39 | November 2013 | 808513 | 2,27 | |||
40 | December 2013 | 852981 | 5,5 | |||
41 | January 2014 | 887015 | 3,99 | |||
42 | February 2014 | 981749 | 10,68 | |||
43 | March 2014 | 1007078 | 2,58 | |||
44 | April 2014 | 1039002 | 3,17 | |||
45 | May 2014 | 1108408 | 6,68 | |||
46 | June 2014 | 1144209 | 3,23 | |||
47 | July 2014 | 1096381 | -4,18 | |||
48 | August 2014 | 1149556 | 4,85 | |||
49 | September 2014 | 1116908 | -2,84 | |||
50 | October 2014 | 1257080 | 12,55 | |||
51 | November 2014 | 1407301 | 11,95 | |||
52 | December 2014 | 1424893 | 1,25 | |||
53 | January 2015 | 1663847 | 16,77 | |||
54 | February 2015 | 1805607 | 8,52 | |||
55 | March 2015 | 1913582 | 5,98 | |||
56 | April 2015 | 2027632 | 5,96 | |||
57 | May 2015 | 2168552 | 6,95 | |||
58 | June 2015 | 2088532 | -3,69 | |||
59 | July 2015 | 2262716 | 8,34 | |||
60 | August 2015 | 2355940 | 4,12 | |||
61 | September 2015 | 2322957 | -1,4 | |||
62 | October 2015 | 2753865 | 18,55 | |||
63 | November 2015 | 2823538 | 2,53 | |||
64 | December 2015 | 2911068 | 3,1 | |||
65 | January 2016 | 2973947 | 2,16 | |||
66 | February 2016 | 3198480 | 7,55 | |||
67 | March 2016 | 3605966 | 12,74 | |||
68 | April 2016 | 3849369 | 6,75 | |||
69 | May 2016 | 3950607 | 2,63 | |||
70 | June 2016 | 4433372 | 12,22 | |||
71 | July 2016 | 4642183 | 4,71 | |||
72 | August 2016 | 4605510 | -0,79 | |||
73 | September 2016 | 4582022 | -0,51 | |||
74 | October 2016 | 4927048 | 7,53 | |||
75 | November 2016 | 5165517 | 4,84 | |||
76 | December 2016 | 5491978 | 6,32 | |||
77 | January 2017 | 5805021 | 5,7 | |||
78 | February 2017 | 6300189 | 8,53 | |||
79 | March 2017 | 6722302 | 6,7 | |||
80 | April 2017 | 6617434 | -1,56 | |||
81 | May 2017 | 7111094 | 7,46 | |||
82 | June 2017 | 7124606 | 0,19 | |||
83 | July 2017 | 7304858 | 2,53 | |||
84 | August 2017 | 7397630 | 1,27 | |||
85 | September 2017 | 7308118 | -1,21 | |||
86 | October 2017 | 7705680 | 5,44 | |||
87 | November 2017 | 7965361 | 3,37 | |||
88 | December 2017 | 8432928 | 5,87 | |||
89 | January 2018 | 8299688 | -1,58 | |||
90 | February 2018 | 8875686 | 6,94 | |||
91 | March 2018 | 8813556 | -0,7 | |||
92 | April 2018 | 8862912 | 0,56 | |||
93 | May 2018 | 9396460 | 6,02 | |||
94 | June 2018 | 9492304 | 1,02 | |||
95 | July 2018 | 9588176 | 1,01 | |||
96 | August 2018 | 10355230 | 8 | |||
97 | September 2018 | 10432894 | 0,75 | |||
98 | October 2018 | 10823084 | 3,74 | |||
99 | November 2018 | 11659709 | 7,73 | |||
100 | December 2018 | 12007168 | 2,98 | |||
101 | January 2019 | 12798441 | 6,59 | |||
102 | February 2019 | 13214390 | 3,25 | |||
103 | March 2019 | 14008575 | 6,01 | |||
104 | April 2019 | 14046398 | 0,27 | |||
105 | May 2019 | 15059143 | 7,21 | |||
106 | June 2019 | 15105826 | 0,31 | |||
107 | July 2019 | 14874707 | -1,53 | |||
108 | August 2019 | 17245736 | 15,94 | |||
109 | September 2019 | 17219867 | -0,15 | |||
110 | October 2019 | 17602148 | 2,22 | |||
111 | November 2019 | 17922507 | 1,82 | |||
112 | December 2019 | 18108901 | 1,04 | |||
113 | January 2020 | 19362037 | 6,92 | |||
114 | February 2020 | 21377625 | 10,41 | |||
115 | March 2020 | 29729864 | 39,07 | |||
116 | April 2020 | 32405551 | 9 | |||
117 | May 2020 | 36057657 | 11,27 | |||
118 | June 2020 | 41080489 | 13,93 | |||
119 | July 2020 | 47842337 | 16,46 | |||
120 | August 2020 | 52980604 | 10,74 | |||
121 | September 2020 | 49992498 | -5,64 | |||
122 | October 2020 | 47397887 | -5,19 | |||
123 | November 2020 | 50066388 | 5,63 | |||
124 | December 2020 | 54547330 | 8,95 | |||
125 | January 2021 | 59876604 | 9,77 | |||
126 | February 2021 | 55775057 | -6,85 |
1 | % | JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | totals | DD |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2 | 2011 | 5,67 | 11,75 | 3,68 | 9,43 | 3,96 | -0,3 | 11,17 | 14,59 | 8,14 | -1,08 | 4,61 | 5,37 | 76,99 | -1,08 |
3 | 2012 | 15,72 | 10,79 | 8,74 | 6,72 | -4,55 | 16,37 | 4,81 | 17,49 | 11,76 | 2,82 | 1,59 | 5,12 | 97,38 | -4,55 |
4 | 2013 | 3,24 | 4,45 | 7,84 | 4,63 | 1,4 | 4,11 | 10,55 | 6,9 | -4,15 | 12,77 | 2,27 | 5,5 | 59,51 | -4,15 |
5 | 2014 | 3,99 | 10,68 | 2,58 | 3,17 | 6,68 | 3,23 | -4,18 | 4,85 | -2,84 | 12,55 | 11,95 | 1,25 | 53,91 | -4,18 |
6 | 2015 | 16,77 | 8,52 | 5,98 | 5,96 | 6,95 | -3,69 | 8,34 | 4,12 | -1,4 | 18,55 | 2,53 | 3,1 | 75,73 | -3,69 |
7 | 2016 | 2,16 | 7,55 | 12,74 | 6,75 | 2,63 | 12,22 | 4,71 | -0,79 | -0,51 | 7,53 | 4,84 | 6,32 | 66,15 | -1,3 |
8 | 2017 | 5,7 | 8,53 | 6,7 | -1,56 | 7,46 | 0,19 | 2,53 | 1,27 | -1,21 | 5,44 | 3,37 | 5,87 | 44,29 | -1,56 |
9 | 2018 | -1,58 | 6,94 | -0,7 | 0,56 | 6,02 | 1,02 | 1,01 | 8 | 0,75 | 3,74 | 7,73 | 2,98 | 36,47 | 5,22 |
10 | 2019 | 6,59 | 3,25 | 6,01 | 0,27 | 7,21 | 0,31 | -1,53 | 15,94 | -0,15 | 2,22 | 1,82 | 1,04 | 42,98 | -1,53 |
11 | 2020 | 6,92 | 10,41 | 39,07 | 9 | 11,27 | 13,93 | 16,46 | 10,74 | -5,64 | -5,19 | 5,63 | 8,95 | 121,55 | -10,83 |
12 | 2021 | 9,77 | -6,85 | 2,92 | -6,85 | ||||||||||
13 | |||||||||||||||
14 | totals | 59,51 | 71,12 | 88,96 | 35,5 | 45,07 | 47,69 | 42,7 | 68,52 | -3,39 | 60,43 | 41,73 | 40,13 | 597,97 | -10,83 |
15 | |||||||||||||||
16 | 0,81 |
1 | TRADING SERVICES | % Allocation | Advised Starting Allocation |
---|---|---|---|
2 | |||
3 | NIGHTLY PATTERNS | 20,00% | $18.500 |
4 | GOLD TRADING GOLD | 20,00% | $18.500 |
5 | BACKTESTING VIX | 20,00% | $18.500 |
6 | |||
7 | WEEKLY PORTFOLIO | 20,00% | $18.500 |
8 | |||
9 | ADAPTIVE PORTFOLIO | 20,00% | $18.500 |
10 | |||
11 | |||
12 | Notes | ||
13 | Remember to keep at least 60% on cash for Nightly Patterns and that | ||
14 | the above sheets considers trading only 1 futures contract. | ||
15 | |||
16 | Advised Starting Capital = | $92.500,00 |