Monkey Throw Dart: Trade Longevity and Other Useless Information

Monday, April 19, 2010

Trade Longevity and Other Useless Information

Without using a trimmed mean, the average 'life expectancy' of a CMI 2.0 trade is 39 days. The longer the trade the better the result in most cases. Trade lengths range from 2 to 200 days. I will graph those results and the relationship of time vs. gain/loss on another day.


The 2010 results so far include 3 trades: +12.4%, +24.7%, and -3%. The current 4th trade (+1.7%) may be short lived. Another down day will put the QLD jeopardy. Watch the sidebar closely to see if the bear decides to rent some bull space again.