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2016 sum up

January 9, 2017
YEAR 10 c.cts $ average P/L yearly sum $ # trades SPY all nights NIGHTLY PATTERNS
%sum returns SPY % sum returns
2012 $1.206,90 $35.000,00 29 2,87 4,94
2013 $558,08 $55.250,00 99 8,80 7,23
2014 $860,29 $58.500,00 68 10,31 5,36
2015 $-71,69 $-4.875,00 68 5,76 4,03
2016 $596,15 $23.250,00 39 -3,03 4,32

I attached above the yearly Nightly Patterns results sheet. Excluding the last 3 months of 2012, the year with the strongest performances has been 2014 so far. In the fifth column we can see how strong the overnight phenomenon has been in the market. Simply trading all nights on SPY, we would have gained more than 10%. We only got half of our market timing benchmark.

In 2015, we improved our market timing catching 70% of stock market overnight premium, only looking at SPY. But old stop loss rules made us losing this premium with an unlucky stopped out trades streak. We solved this problem with our new fixed stop loss rule.

In 2016, despite a bad drawdown similar to the 2015 one, we managed to finish with some good profits and, what is more important, to significantly outperform the market. This year was simply bad for the overnight premium in the stock market which ended the year with a 3% loss. After that our new stop loss was implemented, this year we started to benefit from the new Odds Map which led us to beat the overnight market. We have been very selective with only 39 trades through this difficult year. Whether easy times of bearish markets should come the Odds Map should opt for prudent or aggressive trade frequency. Let’s see what 2017 will bring to us, we are ready for both!

 

 

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2 Comments
  1. Tim Dean permalink

    Amazing performance Marco! Hope we carry this into 2017. Imagine if SPY all nights gets positive!!!

    Like

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