Free Friday Update March 2017
Happy Friday!
For this Free Friday edition, I will just share an update of the Free Friday strategies performance.
One month is not indicative of anything and these are just meant for educational purposes (strategies may or may not have gone through the entire rigor of the robustness/validation techniques described on this site and offered within the software).
A lot of these strategies were built to demonstrate a specific Build Alpha feature and are for demonstrations purposes… always fun to track performance, however.
I post the strategies on Twitter and you can find them here: @dburgh or here: www.buildalpha.com/blog
Free Friday #1: Emini S&P500 -$312.50
Free Friday #2: Gold Futures +$600.00
Free Friday #5: Nasdaq Futures +265.00
Free Friday #6: Russell Futures +$1370.00, -$940.00, -$120.00, -$475.00, -$260, +$210.00, +$325.00, -$410.00, +$1050.00, +$185.00, -$1870.00, +$115.00, +$355.00, +$385.00
Free Friday #10: SMH Semiconductors ETF +$650.00
Free Friday #12: XLP Consumer Staples ETF +$100.00, -$180.00
Free Friday #14: GLD Gold ETF +$670.00
March Total: +$1,712.50
YTD Total: +$6,932.50
All in all, not a bad month. A few things to consider… 1. One month is by no means telling, but it is sure nice to see profits. 2. As mentioned not all these strategies went through the full spectrum of validation techniques. 3. Strategy #6 only has 1 rule so it is much more common for its entry condition to be satisfied; hence the larger number of trades each month. 4. All of these results based on 1 futures contract traded or 1000 ETF shares traded – very simple.
Please note I only include trades that are “live” or occur after I’ve publicly posted the strategy.
Also, the Free Friday strategies were by no means designed as a portfolio. Having a strategy, like FF6, trading frequently and others hardly trading at all would be ill-advised in most cases. These are simply for demonstration purposes and fun to track.
Happy Friday,
Dave
Old Posts:
- Free Friday 14 and 14a – MultiMarket Portfolio
- Noise Test – Explained
- Free Friday 12 – Noise Test
- Free Friday February 2017 Update
- What is E-Ratio
- Free Friday 11 – Free Friday 11 – Sample Size
- Free Friday 10 – Sizing with Monte Carlo
- Free Friday 9 – Intermarket Signals
- Free Friday January 2017 Update
- Free Friday 8 – Randomized Monte Carlo
Thanks for reading,
Dave