Advanced Cycles Paper Trading Results

During every Advanced Cycles course I have provided a written proven profitable plan and demonstrated its real time implementation on the Dow.  The plan is discussed Day1 and a trade direction is set with full cyclic explanation as to why.  All further calls are made ahead of time for the next 6 months.  There has not been, and will not be, any ‘coulda’, ‘woulda’ or ‘shoulda’ involved in the results.  This is unrealistic trading in that the campaign is turned on when an Advanced Cycles course starts and turned off when the course ends.  Real campaigns start for good (cyclic) reasons and end for those reasons too.

The principle based nature of cycles theory means poor results were and will continue to be, down to me.  Cycle based results depend on correct understanding of many things.  An accurate cyclic model and accurate phasing are at the top of the list but even world class cycle analysts make wrong calls.  The losing campaigns were down to me.  Having the phasing wrong and therefore having the trend wrong means results are not perfect.  I reserve the right to be smarter tomorrow.

Executive Summary
•  15 campaigns were conducted on the Dow across approximately 6 monthly periods with some overlapping campaigns starting March 2009 and ending March 2016.  No course was conducted for the most part of 2012.
•  Of these campaigns, 12 were profitable (Average 3436 points) and 3 were not (Average -1086 points)
•  Overall there was an average profit of 2532 points per campaign.  On the mini Dow this translates to 2532 x $5 = $12,660.
•  80% of campaigns were profitable (12/15)

 

Overall Metrics Across All Campaigns

 

Detailed Metrics

Course Number	1	2	3	4	5	6	7	8	9	10	11	12	13	14
Net Profit (Dow points)	5902.00	2645.00	2074.64	7832.90	7832.90	1393.40	-1934.00	2153.40	2153.40	-434.30	1816.53	-889.00	2815.50	1522.00
Number of Trades	26.00	24.00	16.00	23.00	23.00	19.00	20.00	20.00	20.00	14.00	22.00	22.00	10.00	26.00
Losers	14.00	17.00	9.00	13.00	13.00	15.00	20.00	16.00	16.00	12.00	16.00	20.00	6.00	22.00
Winners	12.00	7.00	7.00	10.00	10.00	4.00	0.00	4.00	4.00	2.00	6.00	2.00	4.00	4.00
% Winners	46%	29%	44%	43%	43%	21%	0%	20%	20%	14%	27%	9%	40%	15%
Ave Loss	67.29	53.71	82.80	65.35	65.35	80.60	96.70	45.83	45.83	50.40	49.00	61.15	84.20	88.50
Ave Profit	570.33	508.29	402.83	868.25	868.25	650.60	0.00	721.65	721.65	85.25	433.43	167.00	830.18	867.25
Profit Ratio	8.48	9.46	4.87	13.29	13.29	8.07	0.00	15.75	15.75	1.69	8.84	2.73	9.86	9.80
Expectancy (Ave of R)	2.30	1.40	1.49	5.77	5.77	0.66	-1.00	1.97	1.97	-0.64	1.10	-0.68	1.67	0.29
Stan Dev (of R)	4.75	6.97	3.82	10.52	10.52	4.38	0.00	6.64	6.64	0.85	4.26	0.97	3.63	3.86
Mathematical Expectancy	3.37	2.05	1.57	5.21	5.21	0.91	-1.00	2.35	2.35	-0.62	1.68	-0.66	3.34	0.66

 

Course Number	15	16	17	18	19	20	21	22	23	24	AVERAGE*
Net Profit (Dow points)	3093										2531.82	points
Number of Trades	16.00										20.07
Losers	11.00										14.67
Winners	5.00										5.40
% Winners	31%										27%
Ave Loss	151.45										72.54	points
Ave Profit	951.80										576.45	points
Profit Ratio	6.28										8.54	Average Profit/Average Loss
Expectancy (Ave of R)	2.22										1.62	Average of R Multiples
Stan Dev (of R)	4.56										4.82	Mathematical measure of the spread about the mean
Mathematical Expectancy	1.28										1.85	Net Profit/(Number of Trades X Average Losing Amount)
											*Averaging averages is problematic

Thank you to participants who lived these courses and who provided constructive criticism and feedback.

 

 

Ref: AC160329Paper Tading Results A01C-A15C.xlsx

Ref: FM A1-15C Advanced Cycles Paper Trading Results.docx

Ref: System profitability via MASTER AC folder