Friday, March 06, 2009

Blog Trading Record

I thought it would be helpful to post the month by month performance summary of all the e-mini trades I have posted on this blog. Every trade was posted at the time I made it. You can find them all in the blog archives.

After September 7, 2010 all trades have been posted real time in my trading seminar, CarlFutiaRealTime.

Each point represents $50 on a single e-mini contract. This represents the basic unit of trading on an account of $10, 000 (needless to say my own trading account is substantially bigger than this). On such an account this blog would trade one unit (one contract) at any one time. Therefore, to calculate rates of return one can multiply the points by $50 and then divide by $10,000. Alternatively, one can divide the number of points by 200 (because 200 x $50 = $10,000)

One more thing. These results are NET of commission - in other words commissions are first subtracted from profits or added to losses before the point totals are calculated.

2007 ~~~~~~~~~~ Monthly - Cumulative

October ~~~~~~~~~~< + 12 > < +12 >

November ~~~~~~~~ < - 27> < - 15 >

December~~~~~~~~~< + 4 > < - 11 >


2008 ~~~~~~~~~~ Monthly - Cumulative

January~~~~~~~~~~~< - 85 >< - 96 >

February~~~~~~~~~~< - 13 >< - 109 >

March~~~~~~~~~~~~< - 27 >< - 136 >

April~~~~~~~~~~~~~<> < - 136 >

May~~~~~~~~~~~~~< + 67 >< - 68 >

June~~~~~~~~~~~~~<> < - 69 >

July~~~~~~~~~~~~~< + 3 >< - 66 >

August~~~~~~~~~~~< + 119 >< + 53 >

September~~~~~~~~~< + 71 >< + 124 >

October~~~~~~~~~~~< +100 >< + 224 >

November~~~~~~~~~< + 17 >< + 242 >

December~~~~~~~~~< + 6 >< + 248 >


2009 ~~~~~~~~ ~~Monthly - Cumulative

January~~~~~~~~~~~< +6 >< + 254 >

February~~~~~~~~~~< +68 >< + 322 >

March ~~~~~~~~~~~< +26 >< + 348 >

April ~~~~~~~~~~~~< +66 > < + 414>

May ~~~~~~~~~~~~ < +12 > < + 426 >

June ~~~~~~~~~~~~ < +39 > < + 465 >

July ~~~~~~~~~~~~ < +46 > < + 511 >

August ~~~~~~~~~~ < +16 > < + 527 >

September ~~~~~~~ < +2 > < + 529 >

October ~~~~~~~~~ < - 9 > < + 520>

November ~~~~~~~ < - 13 > < +507 >

December ~~~~~~~ < +8 > < +515 >

2010 ~~~~~~~~ ~~Monthly - Cumulative

January ~~~~~~~~~ < +19 > < +534 >

February ~~~~~~~~ < -7 > < +527>

March ~~~~~~~~~~ < +67 > <+594>

April ~~~~~~~~~~~ < -3 > <+591>

May ~~~~~~~~~~~ <-39> <+552>

June ~~~~~~~~~~~ <0> <+552>

July ~~~~~~~~~~~~ <-9> <+543>

August ~~~~~~~~~~ <-9 > <+534>

September ~~~~~~~ < +22> <+556>

N.B. starting on September 7 trades appeared only on my paid blog, CarlFutiaRealTime

October ~~~~~~~~~~< -1 > <+555>

November ~~~~~~~~< - 7 > <+548>

December ~~~~~~~~< + 9> <+557>

2011 ~~~~~~~~ ~~Monthly - Cumulative

January ~~~~~~~~~ <+2 > < +559 >

February ~~~~~~~~ <+7 > < +566 >

March ~~~~~~~~~~<+27> < +593 >

April ~~~~~~~~~~~< +29> <+622>

May ~~~~~~~~~~~ <- 14> < +608>

June ~~~~~~~~~~~< +12> < +620>

July~~~~~~~~~~~~< +19 > < +639 >

August ~~~~~~~~~~< + 33 > < +672 >

September ~~~~~~~< + 29 > < +701 >

October ~~~~~~~~< +49 > < +750 >

November ~~~~~~< - 13 > < + 737 >

December ~~~~~~~< - 19 > < + 718 >

2012 ~~~~~~~~~~~~ Monthly - Cumulative

January ~~~~~~~~~~    - 9                  + 709

February ~~~~~~~~~    - 3                  + 706

March ~~~~~~~~~~~    - 2                 +  704

April ~~~~~~~~~~~~    - 2                  +  702

May ~~~~~~~~~~~~    - 12                 +  690

June ~~~~~~~~~~~~    + 15                +  705

July ~~~~~~~~~~~~     +  6                 +  711

August ~~~~~~~~~      +  23                +  734

September ~~~~~~       +  2                  +  736

October ~~~~~~~~      + 11                 +  747

November ~~~~~~       + 6                   +  743

December ~~~~~~        - 11                 +  742

2013:  monthly profit (loss); 2013 to date profit (loss)

January : (5.95) ;  (5.95)

February : (3.10);  (9.05)

March : 4.10 ; (4.95)

April : 1.45 ; (3.50)

May : 12.20 ; 8.70

June : (10.10) ; (1.40)

July : (2.30) ; (3.70)

August : (7.20) ; (10.90)

September : 5.45 ; (5.45)

October : 39.20 ; 33.75

November : 18.25 ; 52.00

December : 6.35 ; 58.35

2014:  monthly profit (loss); 2014 to date profit (loss)

January : (10.00) ;  (10.00)

February : 39.00;  29.00

March : (2.20);  26.80

April : 10.45;  37.25

May : (0.25);  37.00

June: 7.15;  44.15

July: 2.70;  46.85

August: 33.95;  80.80

September: (11.85);  68.95

October:  20.70;  89.65

November: 25.85;  115.50

December: 2.30;  117.80


2015:  monthly profit (loss); 2015 to date profit (loss)


January: 49.40;  49.40

February: 56.30;  105.70

March: 10.80;  116.50

April: (1.30);  115.20

May: 12.05;  127.25

June: 49.55; 177.50

July: 27.50;  : 204.30

August:  3.25;  207.55

September: 6.75;  214.30

October: 28.15; 242.45

November:  32.05;  274.50

December: 63.00;  337.50

2016:  monthly profit (loss); 2016 to date profit (loss)

January: 327.80;  327.80 (yes, this is just for January!) 

February: 158.75; 486.55

March:  74.25; 560.80

April: 69.65; 630.45

May: 44.00; 674.45

June: 21.80; 696.75

August: 39.85; 737.40

September: 7.20; 744.60

October: 7:35; 751.95

November: 18.85; 770.80

December: (27.15); 743.60


 

12 comments:

Anonymous said...

wow i hate to say this but you are on fire, i plot your chart actually its up trending!! surprising!

JF said...

That's an awesome record. Stay flexible, humble yet strong.

Anonymous said...

Great results Carl!!! From the looks of this, you were having your worst performance when the market was transitioning from Bull market to Bear market. It would be interesting to see if your performance begins to deteriorate when we begin to transition back to bull. I think not as you have a more bullish lean which is understandable as markets are USUALLY more bull than bear. Thanks for the info. You are always helpful. Good to see you have been rewarded by it.

Anonymous said...

Carl

Great post. Your trades are time stamped. Naysayers could never trade and time post like you. There is a forecast and there are trades. Two different posts. I am glad you have added trades and explanation of trades , in and out, on this blog: it separates you from almost most trading blogs with credibility. Thanks for your insights and observations daily.

Trader XYZ

Balsamo said...

Well, thank you for such an honnesty...As i am a long time follower of your blog, i remember quite well the painfull days of the first six months of 2008.

What's interresting in such a summary is that i shows how trading result can be affected by intellectual biases (bullish in your case, but the contrary can be true), and the great come back you managed to achieve once you focused more on trading than on newspapers covers...

I tell you this because i, as a trader, have been critic to you bullish bias (remember the "i think the sp will be at 1200 at the end of each months ?)

But hell, what a come back! Now that you are focused on trading, your work is amazing and is a lesson for all of us (whatever the experiance we have). Not by your results (which ARE impressives) but by the way your achieve them...

Keep on

Balsamo

Anonymous said...

Dear Carl Futia,

Your trading performance shows improvement over time.

Did your trading methodology change during this time?

Thanks again for your blog; I learn alot from it.

solrac

Anonymous said...

just noticed you have made the most points when you have been most wrong with the "big bull" picture

slip5ham said...

Think this has anything to do with the increased volatility over this time period. Carl hasn't changed his methodology the moves have just been larger and faster. Despite the fact that he's done everything in his power to show explicitly how long term bias doesn't have to affect trading results, you all still get caught up in the right vs. wrong debate. I think this is because most blogs fudge their paper trades by taking huge draw downs to remain "right".

Anonymous said...

Carl,
A great record. The thing that I admire about you is the steadfastness of your beliefs. When you pick a target you wait until it hits you target. Being a short term scalper, I really have learned from you. Occasionallyour nice profit turns to a loss but your record attests to the efficacy of your methodology. I admire your honesty in reporting all reults and not just the successful ones.
Thank You,
Charles

Ashley said...

Hi Carl,

I generally never post on blogs (probably a generational thing) but I've made an exception to sincerely thank you for your incredibly insightful and intelligent blog! I've just begun trading and you've been so helpful in navigating these volatile markets. Also wanted to congratulate you on your success in 2009! It is very well deserved.

I understand that at any given point you have a maximum equity exposure of $15,000 (up to 2 units)? Given your track record, have you considered increasing equity exposure or is there specific rationale behind the $15,000 limit?

Many Thanks!

Henry Bee said...

56% return in 2008 vs. -37% for the S&P 500. That's the type of monster year a nimble trader can achieve.

VS said...

is this updated for Oct 2011?