Looking back 2010 performance

Merry Christmas. The year 2010 is ending, so here goes the performance report, and a little retrospective:

Rational Move made 12.1% on short term trade. I also made 2% on mid term trade that was not accounted into the short term trade. So, total capital growth is about over 14%.

Q4 result was 0.41%.

I concluded the trade for 2010 on December 9th, and in terms of currencies, I was mostly trading AUDJPY, AUDUSD, and EURUSD pairs. So here is the chart of those currency pairs plus S&P500 index from January 4th  to December 9th. (Note: Stock index rallied further in the latter half of December, S&P500 was +10.98% as of December 23rd.)

The next graph is performance by month. I made most of the return in January (8.47%), and made a gradual growth later on. Down moths were 3 out of 12 (February, April, and November).

The next graph is the number of trades by month. The total number of trades was 46, and 35 of them were from March and May only. I think I try to catch a potential big wave after the flash crash of May only to see such move did not happen. After that, I decided to be selective in taking positions, and the number of trades reduced very much.

The number of winning trades were 31 and losing trade was 15. The wining rate was 67.4%. I believe this number is higher than the last year, thanks to selectiveness in taking positions.

The last graph is the drawdowns of the last 100 trades. So latter half of the graph represents the drowdowns of 2010. I clearly learned from the lessons from 2009, and stabilized capital from the over fluctuation. This year’s worst was -3.31%.

Though I do not have a record at hand, I think I kept my bet size small; the maximum exposure I took was lower than 2.5%. Here, what I mean by exposure is the capital loss (%) when the  stop loss is triggered.

This year (again), I was anticipating really a big crash – a crash that would have been much bigger than flash crash of May. So, when I thought it was coming, I did not book profit even when I had 400 pips unrealized profit per lot. After the fact thought is that I should have taken at least a partial profit if I could for the slightly better annual return…I need more capital to be able to be flexible in operation to be honest.

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Current risk exposure:

Rational Move always use stop loss orders, and this is the worse case potential loss over the capital for the currently open positions. This is unrealized loss is less or equal to the risk exposure.

Capital growth

From recent 100 trades (%) The growth right before the 1st trade is set to 0%.
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From recent 100 trades (%)
About this graph

Total returns

Since inception
(Aug 10, 2009)
Year-to-date Quarter-to-date
0% 0% 0%
This is a normalized value: the return on each trade is normalized against the capital just before the trade execution. This way, it is eliminating the effect by the capital change from deposits and withdrawals. The calculation thus reflects the trading performance of each trade. The value does not contain unrealized profits and losses. RM's trading strategy never risks more than 5% of the present capital. Not including subtraction by tax.

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