Digital Diatribes

A presentation of data on climate and other stuff

Forex Account Update as of 4/30/2012 [Through 03/31/2012]

Posted by The Diatribe Guy on May 11, 2012

Continuing my account updating:

OUTSTANDING ORDERS as of End of Day 02/29/2012 settled by End of Day 03/31/2012
Date of entry / Type of Entry / Lot size / Currency Pair / Entry Price / Date of Settlement / Exit Price / Net Profit
09/09/2011 SELL 0.01 usdmxn 12.6103 03/09/2012 12.6310 +5.96
01/04/2012 BUY 0.01 euraud 1.24819 03/21/2012 1.26557 +3.36
02/01/2012 SELL 0.02 audcad 1.06727 03/06/2012 1.05808 +10.29
02/01/2012 SELL 0.01 audusd 1.06953 03/06/2012 1.05957 +5.25
02/22/2012 BUY 0.01 gbpchf 1.43701 03/01/2012 1.44374 +7.44

*Net profit means profit after consideration of swap fees (these can be negative or positive)

New Orders since End of Day 02/29/2012, settled by end of day 03/31/2012
Date of entry / Type of Entry / Lot size / Currency Pair / Entry Price / Date of Settlement / Exit Price / Net Profit
03/01/2012 BUY 0.01 audnzd 1.28846 03/02/2012 1.29454 +5.08
03/01/2012 SELL 0.01 gbpchf 1.44543 03/08/2012 1.43750 +8.44
03/05/2012 BUY 0.01 eurusd 1.31717 03/08/2012 1.32430 +7.07
03/06/2012 BUY 0.01 nzdusd 0.81535 03/08/2012 0.82582 +10.61
03/06/2012 SELL 0.01 usdtry 1.7838 03/08/2012 1.7750 +5.27
03/06/2012 BUY gbpusd 1.57199 03/08/2012 1.57964 +7.65
03/07/2012 SELL 0.01 audnzd 1.28841 03/13/2012 1.28111 +5.54
03/09/2012 SELL 0.01 audcad 1.05068 03/12/2012 1.04559 +5.01
03/12/2012 SELL 0.01 usdsgd 1.26243 03/19/2012 1.25544 +5.57
03/13/2012 BUY 0.02 audjpy 87.349 03/15/2012 87.775 +11.03
03/14/2012 BUY 0.02 chfjpy 90.222 03/16/2012 90.79 +13.34
03/21/2012 SELL 0.01 audusd 1.04216 03/22/2012 1.03641 +5.34
03/22/2012 BUY 0.01 euraud 1.27437 03/28/2012 +6.96
03/26/2012 BUY 0.02 gbpusd 1.59646 03/30/2012 1.60216 +11.4

New Orders Since end of day 02/29/2012, still outstanding as of end of day 03/31/2012
Date of entry / Type of entry / Currency Pair / Lot size / Entry price
03/06/2012 SELL usdcnh 6.31330
03/13/2012 SELL 0.02 eurcad 1.29446
03/14/2012 SELL 0.01 usdhkd 7.76142
03/14/2012 BUY 0.01 eurchf 1.21465
03/23/2012 BUY usdcad 1.00245
03/26/2012 SELL 0.01 eurchf 1.20423
03/28/2012 SELL 0.01 usdmxn 12.7769
03/29/2012 SELL 0.01 audjpy 84.769
03/30/2012 SELL 0.02 audnzd 1.26125

Carried Orders Since before end of day 02/29/2012, still outstanding as of end of day 03/31/2012
Date of entry / Type of entry / Currency Pair / Lot size / Entry price
08/04/2011 SELL 0.01 usdcad 0.96454
08/04/2011 SELL 0.01 usdmxn 11.8786
08/08/2011 SELL 0.01 usdmxn 12.1198
09/06/2011 SELL 0.01 usdchf 0.82308
09/08/2012 SELL 0.01 usdchf 0.86223
12/07/2011 BUY 0.01 eurgbp 0.85187
12/20/2011 BUY 0.01 euraud 1.29814
01/03/2012 BUY 0.01 usdcnh 6.31580
01/03/2012 SELL 0.01 audcad 1.04437
01/05/2012 BUY 0.01 usdhkd 7.76620
01/09/2012 BUY 0.01 audnzd 1.30351
01/09/2012 BUY 0.01 usdtry 1.8710
01/09/2012 SELL 0.01 eurchf 1.21285
01/20/2012 SELL 0.01 audjpy 80.768
01/25/2012 BUY 0.01 usdmxn 13.0258
02/07/2012 SELL 0.01 chfjpy 84.072
02/07/2012 SELL 0.01 gbpjpy 121.973
02/08/2012 SELL 0.01 eurjpy 102.192
02/08/2012 SELL 0.01 cadjpy 77.562
02/14/2012 SELL 0.01 usdjpy 77.798
02/14/2012 SELL 0.02 audjpy 83.803

Equity Balance @ 03/31/2012: $3,911.68
Current Month Return: 1.010%
Initial 10/31/2009 balance: $2,360.46
Current Yield since inception: +65.758%
Annualized Return: +23.261%
Average monthly return: +1.758%

11/1/2009 – 7/31/2010: +89.71%
8/1/2010 – 10/17/2010 (the date at which point I ceased the short strategy and liquidated positions): -34.35%
10/18/2010 – 12/31/2010: +11.94%
1/1/2011 – 1/31/2011: -7.23%
2/1/2011 – 8/31/2011: +29.80%
9/1/2011 – 9/30/2011: -20.68%
10/1/2011 – 11/30/2011: +27.34%
12/1/2011 – 12/31/2011: -5.06%
01/1/2012 – 01/31/2012: +8.15%
02/1/2012 – 02/29/2012: -5.749%
03/01/2012 – 03/31/2012: +1.010

Journal Notes:
Possibly too overloaded on shorting the yen at one point. I’ll be fine, though, because the positions are small (my modus operandi) so while it looks like potential overleverage on JPY, it would really have to jettison into the stratosphere to hurt overall portfolio performance. Been a bit of relief lately on the shorts.

I am always reviewing the situations where I end up with a concentration of exposure to potential overtrading, and this is one of those situations. So I am reviewing how that all set up and have started to scale in a couple changes that I think will limit risk without appreciably affecting results. Time will tell if my perception is correct on that.

Overall I continue to be satisfied with overall performance. It’s certainly human nature to look at individual carried trades that are in a sizeable loss position at the moment, or have been in a consistent loss position since entry and lose sight of the actual overall portfolio results. While those individual problem trades are worth learning from, I also need to accept that to date they have been well offset by all the positive trades that have grown my account to the current point that it has. I don’t want to make corrections that impede those successful trades, even if it means an occasional situation where there are a few bumps in the road. Always an interesting exercise to find a way to strike that balance.

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