03 Apr 2009

Is been a while since I started this blog. Initially, I started testing with currencies, but I am not really comfortable with the results, so I reckon my currencies system is a failure. However, I continue with MSCI SG and TW, which I am pretty satisfied with this results. Starting from this year, following strictly on my calls, MSCI TW gives me profit of 246 ticks, which MSCI SG gives me profit of 474 ticks. For now, I am going to stop posting on my calls daily.

This system only base on 1 trade per day. However, I would really like to analyse on intraday datas to develop another system that can apply for intraday. Probably will start making calls and testing again if I manage to develop any. But again, thats provided that I do not have heavy work commitment to post on intradays.

Spreadsheets of my calls as below:

MSCI TW

1-Jan-09 0 0 0.0 0.0
0 0 0.0 0.0
2-Jan-09 0 0 0.0 0.0
0 0 0.0 0.0
5-Jan-09 0 0 0.0 0.0
Sell 180 181.8 (1.8)
6-Jan-09 0 0 0.0 0.0
0 0 0.0 0.0
7-Jan-09 0 0 0.0 0.0
Sell 182 181.4 0.6
8-Jan-09 Buy 176 174.2 (1.8)
0 0 0.0 0.0
9-Jan-09 0 0 0.0 0.0
0 0 0.0 0.0
12-Jan-09 Buy 166 167.1 1.1
0 0 0.0 0.0
13-Jan-09 0 0 0.0 0.0
0 0 0.0 0.0
14-Jan-09 0 0 0.0 0.0
0 0 0.0 0.0
15-Jan-09 Buy 164.1 162.5 (1.6)
0 0 0.0 0.0
16-Jan-09 0 0 0.0 0.0
0 0 0.0 0.0
19-Jan-09 0 0 0.0 0.0
Sell 166.6 164.8 1.8
20-Jan-09 0 0 0.0 0.0
0 0 0.0 0.0
21-Jan-09 Buy 152 158.5 6.5
0 0 0.0 0.0
22-Jan-09 0 0 0.0 0.0
0 0 0.0 0.0
23-Jan-09 0 0 0.0 0.0
0 0 0.0 0.0
27-Jan-09 0 0 0.0 0.0
0 0 0.0 0.0
28-Jan-09 0 0 0.0 0.0
0 0 0.0 0.0
29-Jan-09 0 0 0.0 0.0
0 0 0.0 0.0
30-Jan-09 0 0 0.0 0.0
0 0 0.0 0.0
2-Feb-09 0 0 0.0 0.0
0 0 0.0 0.0
3-Feb-09 0 0 0.0 0.0
0 0 0.0 0.0
4-Feb-09 0 0 0.0 0.0
0 0 0.0 0.0
5-Feb-09 0 0 0.0 0.0
0 0 0.0 0.0
6-Feb-09 0 0 0.0 0.0
0 0 0.0 0.0
9-Feb-09 0 0 0.0 0.0
Sell 173.6 170.6 3.0
10-Feb-09 0 0 0.0 0.0
0 0 0.0 0.0
11-Feb-09 Buy 168 174.0 6.0
0 0 0.0 0.0
12-Feb-09 0 0 0.0 0.0
0 0 0.0 0.0
13-Feb-09 0 0 0.0 0.0
0 0 0.0 0.0
16-Feb-09 0 0 0.0 0.0
0 0 0.0 0.0
17-Feb-09 0 0 0.0 0.0
0 0 0.0 0.0
18-Feb-09 0 0 0.0 0.0
0 0 0.0 0.0
19-Feb-09 0 0 0.0 0.0
0 0 0.0 0.0
20-Feb-09 0 0 0.0 0.0
0 0 0.0 0.0
23-Feb-09 Buy 165.5 170.0 4.5
0 0 0.0 0.0
24-Feb-09 0 0 0.0 0.0
0 0 0.0 0.0
25-Feb-09 0 0 0.0 0.0
Sell 170.4 172.1 (1.7)
26-Feb-09 0 0 0.0 0.0
0 0 0.0 0.0
27-Feb-09 0 0 0.0 0.0
0 0 0.0 0.0
2-Mar-09 Buy 166.7 165.0 (1.7)
0 0 0.0 0.0
3-Mar-09 Buy 162.5 165.7 3.2
0 0 0.0 0.0
4-Mar-09 Buy 0 0.0 0.0
0 0 0.0 0.0
5-Mar-09 0 0 0.0 0.0
Sell 173.1 174.8 (1.7)
6-Mar-09 0 0 0.0 0.0
0 0 0.0 0.0
9-Mar-09 0 0 0.0 0.0
Sell 178.4 175.1 3.3
10-Mar-09 0 0 0.0 0.0
0 0 0.0 0.0
11-Mar-09 0 0 0.0 0.0
Sell 181.3 179.7 1.6
12-Mar-09 0 0 0.0 0.0
0 0 0.0 0.0
13-Mar-09 0 0 0.0 0.0
0 0 0.0 0.0
16-Mar-09 0 0 0.0 0.0
0 0 0.0 0.0
17-Mar-09 0 0 0.0 0.0
0 0 0.0 0.0
18-Mar-09 0 0 0.0 0.0
Sell 190.4 190.0 0.4
19-Mar-09 0 0 0.0 0.0
Sell 190.9 188.8 2.1
20-Mar-09 0 0 0.0 0.0
0 0 0.0 0.0
23-Mar-09 0 0 0.0 0.0
0 0 0.0 0.0
24-Mar-09 0 0 0.0 0.0
Sell 195.8 197.2 (1.4)
25-Mar-09 0 0 0.0 0.0
0 0 0.0 0.0
26-Mar-09 0 0 0.0 0.0
0 0 0.0 0.0
27-Mar-09 0 0 0.0 0.0
Sell 202.8 199.9 2.9
30-Mar-09 0 0 0.0 0.0
0 0 0.0 0.0
31-Mar-09 0 0 0.0 0.0
0 0 0.0 0.0
1-Apr-09 0 0 0.0 0.0
0 0 0.0 0.0
2-Apr-09 0 0 0.0 0.0
Sell 201 203.0 (2.0)
3-Apr-09 0 0 0.0 0.0
Sell 205.5 204.2 1.3
4-Apr-09 0 0 0.0 0.0
0 0 0.0 0.0




16.3



8.4 24.6


MSCI SG

1-Jan-09 0 0 0.0 0.0
0 0 0.0 0.0
2-Jan-09 0 0 0.0 0.0
0 0 0.0 0.0
5-Jan-09 0 0 0.0 0.0
Sell 225.6 228.3 (2.7)
6-Jan-09 0 0 0.0 0.0
0 0 0.0 0.0
7-Jan-09 0 0 0.0 0.0
0 0 0.0 0.0
8-Jan-09 Buy 225 222.3 (2.7)
0 0 0.0 0.0
9-Jan-09 0 0 0.0 0.0
0 0 0.0 0.0
12-Jan-09 Buy 216.7 214.1 (2.6)
0 0 0.0 0.0
13-Jan-09 Buy 211 210.1 (0.9)
0 0 0.0 0.0
14-Jan-09 0 0 0.0 0.0
0 0 0.0 0.0
15-Jan-09 Buy 207.3 204.8 (2.5)
0 0 0.0 0.0
16-Jan-09 0 0 0.0 0.0
0 0 0.0 0.0
19-Jan-09 0 0 0.0 0.0
Sell 211.5 211.4 0.1
20-Jan-09 0 0 0.0 0.0
0 0 0.0 0.0
21-Jan-09 Buy 201.8 206.7 4.9
0 0 0.0 0.0
22-Jan-09 0 0 0.0 0.0
Sell 210.8 207.2 3.6
23-Jan-09 Buy 202.4 203.0 0.6
0 0 0.0 0.0
27-Jan-09 0 0 0.0 0.0
0 0 0.0 0.0
28-Jan-09 0 0 0.0 0.0
Sell 208 210.5 (2.5)
29-Jan-09 0 0 0.0 0.0
Sell 216.8 214.0 2.8
30-Jan-09 Buy 211 211.5 0.5
0 0 0.0 0.0
2-Feb-09 Buy 208.6 206.1 (2.5)
0 0 0.0 0.0
3-Feb-09 Buy 204 205.6 1.6
0 0 0.0 0.0
4-Feb-09 0 0 0.0 0.0
0 0 0.0 0.0
5-Feb-09 Buy 205.1 205.5 0.4
0 0 0.0 0.0
6-Feb-09 0 0 0.0 0.0
Sell 208.4 207.0 1.4
9-Feb-09 0 0 0.0 0.0
Sell 211.6 203.1 8.5
10-Feb-09 0 0 0.0 0.0
0 0 0.0 0.0
11-Feb-09 Buy 200 207.5 7.5
0 0 0.0 0.0
12-Feb-09 0 0 0.0 0.0
0 0 0.0 0.0
13-Feb-09 0 0 0.0 0.0
0 0 0.0 0.0
16-Feb-09 0 0 0.0 0.0
0 0 0.0 0.0
17-Feb-09 0 0 0.0 0.0
0 0 0.0 0.0
18-Feb-09 Buy 195.1 199.1 4.0
0 0 0.0 0.0
19-Feb-09 0 0 0.0 0.0
0 0 0.0 0.0
20-Feb-09 0 0 0.0 0.0
0 0 0.0 0.0
23-Feb-09 Buy 191.5 199.2 7.7
0 0 0.0 0.0
24-Feb-09 0 0 0.0 0.0
0 0 0.0 0.0
25-Feb-09 0 0 0.0 0.0
Sell 198.6 195.8 2.8
26-Feb-09 0 0 0.0 0.0
0 0 0.0 0.0
27-Feb-09 0 0 0.0 0.0
0 0 0.0 0.0
2-Mar-09 Buy 188.1 185.8 (2.3)
0 0 0.0 0.0
3-Mar-09 Buy 182 185.3 3.3
0 0 0.0 0.0
4-Mar-09 Buy 0 0.0 0.0
0 0 0.0 0.0
5-Mar-09 0 0 0.0 0.0
Sell 189.1 183.5 5.6
6-Mar-09 Buy 180.3 181.5 1.2
0 0 0.0 0.0
9-Mar-09 0 0 0.0 0.0
0 0 0.0 0.0
10-Mar-09 0 0 0.0 0.0
0 0 0.0 0.0
11-Mar-09 0 0 0.0 0.0
Sell 183.1 181.4 1.7
12-Mar-09 0 0 0.0 0.0
0 0 0.0 0.0
13-Mar-09 0 0 0.0 0.0
0 0 0.0 0.0
16-Mar-09 0 0 0.0 0.0
Sell 191 190.6 0.4
17-Mar-09 0 0 0.0 0.0
0 0 0.0 0.0
18-Mar-09 0 0 0.0 0.0
0 0 0.0 0.0
19-Mar-09 0 0 0.0 0.0
0 0 0.0 0.0
20-Mar-09 0 0 0.0 0.0
0 0 0.0 0.0
23-Mar-09 0 0 0.0 0.0
0 0 0.0 0.0
24-Mar-09 0 0 0.0 0.0
Sell 204.3 206.8 (2.5)
25-Mar-09 0 0 0.0 0.0
0 0 0.0 0.0
26-Mar-09 0 0 0.0 0.0
0 0 0.0 0.0
27-Mar-09 0 0 0.0 0.0
Sell 212.8 210.5 2.3
30-Mar-09 0 0 0.0 0.0
0 0 0.0 0.0
31-Mar-09 Buy 195.3 203.1 7.8
0 0 0.0 0.0
1-Apr-09 0 0 0.0 0.0
0 0 0.0 0.0
2-Apr-09 0 0 0.0 0.0
0 0 0.0 0.0
3-Apr-09 0 0 0.0 0.0
Sell 217.4 217.5 (0.1)
4-Apr-09 0 0 0.0 0.0
0 0 0.0 0.0




26.0



21.4 47.4

8:18 PM | | 0 Comments  

02 Apr 2009

What an impressive Asian stocks rally!

According to my system, orders would have been unable yesterday.

But would have sold MSCI TW today at opening price, but stopped out, lost of 20 ticks on this trade.

8:46 PM | | 0 Comments  

Subscribe to: Posts (Atom)