2012 trade review.

2012 was another successful year for the eminiglobex trading system. Below is the equity curve from the collective2 website.

The system returned $3,617 in profit (trading 1 contract) after commission and slippage and did not have a losing month.

The system took 36 trades, 19 longs and 17 shorts. 33/36 or 91% were winning trades.

The average drawdown for each trade was 0.75%. The max drawdown was 2.85%.

The system is currently at equity highs and is on a run of 24 consecutive winning trades.

Update on NFP day in bull market

This blog post from Feb 2011 detailed the bullish bias of NFP days in a bull market. 

The same strategy is updated below.

As you can see, this bias has taken a breather over the last 18 months.