Sunday, March 28, 2010

Weekly Performance Update

In a post in his wonderful blog today, Dr. Steenbarger asks the question

"Are you aware of the distribution of your returns?"

And I'm embarassed to reply, no I don't (or I didn't). Fortunately, I've been keeping very careful records of my daily results since last August, so I cut that data out of my spreadsheet, stuck it into Matlab and came up with the following histogram for 2010 so far (58 sessions). This represents the daily percent change in my net trading account balance (ie. I have accounted for commissions and fees):

Viewed as a graph over time, we see:

Overall, this isn't too bad. There are more up days than down days, and dispite one disasterous day (on 2/4, the day the Dow dove 271 points), this was still good enough to put me up 8.65% for the year. This isn't bragging or anything, just a point of reference. I'd be interested in hearing how that compares to other traders so far this year.


  1. Nice distribution. Good shape and slightly skewed to the right.

    I check mine numerically by deriving the mean, standard deviation, skewness, and kurtosis on a per-trade basis for an entire month. Then I just compare 4 numbers for each month instead of a graph. You can see my monthly reviews at if you're interested.

  2. Thanks for the comment, Paul. I like that way of doing it. I'm going to start doing that myself going forward too.

  3. Looks like I am a follower Michele. I'm always looking for ideas. Care to help? Do you look at charts?


  4. Welcome, JB. I'm a technician, so I spend most of my time looking at charts. I'll do a post on what I've been watching lately.


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