Trend-Following Demo – 27 March 2012

(For demonstration purposes only. Not optimized for profitability. Trade at your own risk.)

Hold – AGI, DMC, BEL, SCC

Sell – BPI

No Signal – ALI, AEV, AP, BDO, CEB, EDC, FGEN, GLO, MER, MWC, PX, RLC, SMDC, SMC (That’s a lot of dark candles.), SMPH (Is that the definition of a parabolic spike or what?), TEL, URC

Buy – ICT, SM

Intra-day Position – 22,000 AGI, 6,900 DMC, 32,800 BEL, 350 SCC, (291,800 + 670) = 292,470 cash.

% gains from 10-day low: ICT = (63.45 – 58) / 58 = 9.4%; SM = (660 – 631) / 631 = 4.6%.

1,114,630 (nominal trading account) x 2% (risk per trade) = 22,292.60. 22,292.60 / (63.45 – 58) = 4,090 shares recommended by system to buy. Round up 4,100 ICT shares. 4,100 x 63.45 = 260,145 pesos.

Final Position –  22,000 AGI, 6,900 DMC, 32,800 BEL, 350 SCC, 4,100 ICT, 32,325 Pesos Cash.

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