Fig. PQ7 net results (after transaction fees and taxes) for 2 years between mid July 2008 and mid July 2010
Final result after 2 years: +107,60% (approx. 37% annulized)
It has been two years since I've started a proprietary trading experiment called PQ7.
Its goal was to test some hypotheses regarding financial markets and... survive :)
It so happened that the PQ7 experiment coincided with one of the most volatile periods in the history of modern financial markets, what is reflected in performance of the strategy.
I have learned a lot during this period. I know now what I more of less do not know :)
The experiment will continue for the next 12-18 months with modified - hopefully less volatile - trading strategy.
More updates to come.