I have added some new features to the Portfolio Calculator including the Average Drawdown Duration, along with updated the buttons. There is also a Date Range that has been added. The latest data will be added this weekend and uploaded. I look forward to publishing this latest update.
The hypothetical results for the One Million MNS 130 was down -0.23% on the day while the 250K Portfolio hypothetical results were -$464.25 on the day. The Stock Index Portfolio 18 E-mini hypothetical results were -$20.00 on the day while the Micros were +$0.50. The volatility in the equity curve has been small in spite of the choppy market conditions. The VIX is back down below 16 but up about 1 point on the week, closing at 15.86 while closing at about 14.80 last week. The S&P 500, Nasdaq 100, and Nasdaq Composite were all positive on the week even though the VIX was higher.
The stock indexes have rallied for over two years in anticipation of a more doveish Fed. There seem to be temporary signs of "sell the news" when the Fed seems as dovish as they seemed to be today at Jackson Hole. The liquidity is jumpy and energized on every sell off though, so not much selling in this market right now, even during a seasonally weak time period.
The One Million MNS 130 is in about 5K drawdown while the Stock Index Portfolio 18 is in about a 2K drawdown. Working on an entry after a really strong half to this month.
In the first 7 months of the year, around 80% of profits for the One Million MNS 130 were in the first half of the month while the second half of the month on average is less profitable. There are five business days left in this month and we are anticipating a drawdown entry alert in the next 1-2 weeks and look forward to trading a portfolio of strategies that has been in sync with the market to finish the year strong.
Past performance is not indicative of future results.
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