2017 Overall Portfolio Performance Report for US market

Year 2017 was very smooth sailing for the US stock market. Despite the uncertainties arising from the FBI probe on President Trump's administration involvement in the Russian meddling of the 2016 Presidential election, the North Korean defiance in launching multiple nuclear tests, 3 times rising of the interest rates, the indices continue their march north with low volatility shunning off all these risks and breaking though psychological resistance (DOW 20,000, 21,000, 22,000 and 24,000) without hesitation. It baffled many. It seems emotionless. It keeps me wondering are they humans making those trades or something else?

This year (2017), S&P gave a return of 18.42%. My system's US portfolio was able to beat the benchmark with a wonderful 45.85% return. The portfolio was quite volatile with total return shot up to almost 100% in September only to fall back to around 74%. There were 3 months where the returns went above 10%. They were February, July and August where the returns were a whopping 13.01%, 11.23% and 19.02% respectively. There was no month with return below -10%. The worst month was September where the return was -6.00%. There was only one multi baggar in 2017 which is the fabulous KEM (KEMET Corporation) with a profit of 372.33%, which I have previously featured in another post.


Total Return since inception (June 2016)
74.08% (31.75% for SPY)
Total Return YTD
45.85% (18.42% for SPY)

Monthly Returns

Probability of positive return for trades in 2017 = 45.65%
Total number of stocks traded in 2017 = 46

Performance Join as Member

 us on Facebook!

Top 3 Stocks with the highest return
KEM 372.33%
RADA 79.13%
DSWL 56.57%

Bottom 3 Stocks with the lowest return
YUME -20.63%
TYHT -22.72%
TANH -25.34%

Here are the list of other stocks traded this year (2017) and their percentage returns.
TLRA 38.10%
TCCO 32.89%
NVFY 32.01%
SAUC 29.74%
NMR 24.64%
LLNW 22.27%
CLUB 20.43%
GEN 18.82%
PERI 17.02%
LRAD 7.33%
LUNA 6.41%
USEG 6.00%
ASRV 3.80%
VVR 3.56%
INAP 3.10%
ARC 2.90%
RBPAA 2.18%
RIBT 1.36%
ALSK -1.81%
KGJI -2.30%
CFBK -2.92%
OZM -3.36%
SDLP -3.89%
MCHX -6.09%
ISSC -7.07%
SGRP -7.52%
CFBK -7.78%
DWSN -7.90%
FORD -8.09%
ICL -9.62%
KCAP -10.68%
LTRX -11.38%
GRAM -11.58%
LTRX -12.43%
YUME -13.26%
WCST -13.82%
IOTS -15.32%
ZX -16.21%
TST -16.51%
CIDM -16.67%

What are the few important lesson I learnt in 2017?
1. Do not try to outsmart my own strategy (system). I think it is human nature to think that we are always better at handling things ourselves. When the portfolio turned south, I tend to have the urge to take things into my own hand, that is, not following the system. I come to a conclusion, that I can never out beat my own system which is already heavily tested to outperform. Reason being, whenever I have the urge, it is usually due to fear or greed. Fear and greed can never survive in the stock market.

2. When I think I can outsmart my own strategy (system), refer to point no 1. Just go away for a few days and do not keep staring at the charts.

3. Keep an investment journal - to keep track of the stocks I traded and the thought process going on in my mind when entering and existing a positions. It is also to make myself accountable to all the decisions I made (actually is my system that made the decisions =p)

What is my plan for 2018?
1. Continue to trade automatically and diligently to achieve abnormal returns

2. Raise funds to venture into other regions. I am thinking of United Kingdom or Hong Kong. It depends if I can get enough historical data for backtesting

3. Post more about systematic, automatic and quantitative trading. I had a busy EOY that's why I was not that actively blogging during November and December, though I still consistently post my signals here and in my Facebook private group. Things has settled down now and I will try to be more active and share useful information with everyone.

May 2018 be another year of good returns. Happy New Year!

Also check out the Singapore portfolio performance.

Performance Join as Member

 us on Facebook!