Performance

GENERAL INFORMATION

Percent Winning Trades: 86%

Average Number of Trades Per Month: 5-6

Average Holding Period: 8.5 Trading Days 

Largest Drawdown: 6.7%

Largest Open Trade Drawdown: 6.7%

All returns listed below are simple arithmetic totals of our individual closed trade returns by month.  They are not compounded and do not include the use of margin.

BY MONTH RETURNS

2009January3.2%
2009February4.5%
2009March78.6%
2009April31.1%
2009May5%
2009June11%
2009July15.2%
2009
August
14.3%
2009
September
23.2%
2009
October
17.6%
2009November16.9%
2009December
4.1%
2010January7%
2010February 6.2%

Click here to access our detailed trade log. 

Our system is very robust and anticipates market direction very closely.  We allow profits to build on successful trades, while closing losing trades early.  Keep in mind that your returns may not be the same as those listed here, depending upon how much you allocate per trade and whether or not you utilize margin. 

Many trading system providers inflate their returns by leaving losing trades open indefinitely instead of closing them and publishing a loss.  At Silicon Trading, we only have one open position in SPY and one in QQQQ at any given time.  Our monthly returns reflect ALL trades, not just cherry-picked winners.  Sometimes we do remain in cash while waiting for our trading system to identify an opportunity. 

 Hypothetical Trading Results Risk Disclosure:

Hypothetical performance results (back tested strategies) have many inherent limitations, some of which are described below. No representation is being made that any account will achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance results is that they are prepared with the benefit of hindsight and pre-existing data. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading, such as, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses or drawdown. Strict rules of money management are a must to survive large drawdowns. There are numerous other factors related to the markets in general and to the implementation of any specific trading program which cannot be fully accounted for in a trading simulation and  can adversely affect actual trading results. The internet connection itself can cause problems with signal delivery.