To: Michael Fowler[
From:
Sent Wed 6/4/2014 6:52:52 PM
Subject Re: ATorus Daily Portfolio Report 6/3
thanks so much....I would have replied sooner, but my computer froze up when I tried emailing
you back! Had to reboot....take care
On Jun 4, 2014, at 1:43 PM, Michael Fowler > wrote:
Please see attached the Daily Portfolio Report for 6/3. Hope your day is
going well.
- Daily Commentary -
We added two additional metrics into the first page of the report. The TI2M No. of
Profitable Positions and Avg. Realized Gain/Avg. Realized Loss. These are the
key factors to watch to see if there is return degradation as any decrease in the
former needs to be offset by the latter. Currently the "win rate" of nearly 60% is at
an extreme. We anticipate a more likely average ratio of 50%. On the other hand,
the "profit factor" is just a touch above levels we historically achieve.
Best Regards,
Michael J. Fowler
Trading Dcsk Email
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<ATorus_BacktestNAV 060314.pdf>
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