Some data about model performance

I’m sure that my (few) readers are curious of one thing: how the system has performed? percentage, percentage… I can’t blame you, even if I’m not very excited by past performance of any system. Performance percentages let’s you dream and are very dangerous 😉
But this is not a technical analysis automation or an algorithmic trader bot.

Here I have an artificial intelligence that reads the market status and is trained to recognize tops and bottoms,  to evaluate targets of the current move and finally to place a security stop for position protection. The model mimics a simple trader’s approach (I prefer to call it an investor approach) that invest on the index S&P 500 without leverage of any kind.

The model has exited the beta phase in last February, even if it has been continuously developed since then and it is on the working bench almost every day.

The first recorded position has been opened long on 12th of February at 1857 value of the index. Since then the model has completed five trades, either long or short,  for a gross total of 434 points earned. It is a 23.37% performance on starting value. Some more points are implicit in the current open position, but it’s early to evaluate. No position has been negative, maximum earning position was 12.49% and minimum earning position was 1.10%.

Obviously these are gross data, as real net earnings depend on chosen trading instrument, trading costs and above all on taxation of trading activity in your country.

 

 

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r.Virgeel