Daily Updates

17:00  Thursday, 19 Mar
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Markets slightly higher, but weakness still evident.
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Both trading algorithms sold all positions before crash, and have remained out of market as crash continued.
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Now the test is to get back in once the market has bottomed.

Notes on the Performance Graph

Algorithm D is SMTPs' best performer in since evaluation began.  Trades identified by this algo are  placed automatically using Interactive Brokers Trader Work Station.

Alg- A rev 1 is also traded.  It shows lower return than Algorithm D but is currently demonstrating very low drawdown (4.4%) and is outperforming the S&P 500 by approx 40% since it began evaluation.

S&P 500 returns are based on index data.  The SPY ETF includes reinvested dividends and is approx 10% higher.

PSJ (Invesco Dynamic Software ETF) was the best performing non-leveraged ETF (as of Jan 19) in the US over the previous 5 years, out of a total of 2031 ETFs. 

Warren Buffett performance measured using Berkshire "A" shares. 

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