It is calculated based on quarterly compounding, using the exact historical
swing trade performance data detailed below the graph (please note disclaimer at bottom of page):
Not exact matches
Click here to view our detailed cumulative and individual
trade performance of every
swing trade in The Wagner Daily since 2002.
Despite this, the accurate signals received from our market timing model enabled us to still score decent gains in November by
swing trading on both sides of the market (updated stats of our
trading profits through November 2012 will soon be posted on «
performance» page of our website).
Although the
performance of the bond market does NOT affect our day to day
swing trading stock picks, having a general idea of how bond ETFs such as $ TLT are performing helps us with our «bird's eye view» of the overall market trends and sentiment.
To learn more about the
swing trading virtual portfolio (strategy,
performance, FAQ, etc.), please click here...
Today, we'll discuss a marginal improvement to our Commitments of Traders
swing trading calculations that improved
performance across all of the markets we
trade and that leads to big changes in the bottom line over time.
Tradestation Hypothetical
Performance Summary VIX
Swing E-mini S&P * Data settings 11/01/1997 — 03/27/2017 No Slippage and Commission has been added Price is not required to
trade through the limit order
NinjaTrader 8 Hypothetical
Performance Summary VIX
Swing E-mini S&P * Data settings 1/1/2006 — 12/26/2017 No Slippage and Commission has been added Price is not required to
trade through the limit order
If you see that your equity graph shows wide
swings, deep drawdowns, followed by steep climbs, then we usually speak of a
trading performance with a lot of variances.
Stock Index
Swing Trade Hypothetical
Performance Summary E-mini S&P (ES) Base System, Exits on Friday afternoon,
traded on day session RTH bars only (not 24 hour session), no stop loss or profit target overnight.