I had someone ask me for the month-by-month results from my backtesting for the monthly method. So, below is a table that gives the monthly percentage of gain or loss. For example, if a certain month began with $2,000 and ended with $2,500, that monthly percentage gain would be +25%.
As you can see, there were two occasions where there were as many as three or more losing months in a row. By using only 25% of our available capital to trade each month, we are able to weather such bad streaks and still end up ahead in the end.
It has been brought to my attention that results from some other brokers are wildly different. While I would expect them to definitely be some different, I would be surprised if the difference was meaningful. I will be looking into this over the next few days.
Without further adieu, here is the table. Please let me know if you have any questions.
Alpari-UK Backtest Monthly Results
(Aggressive Preset)
|
Month
|
2004
|
2005
|
2006
|
2007
|
2008
|
2009
|
|
Jan
|
+300.5%
|
+60.0%
|
-64.7%
|
+111.0%
|
+217.3%
|
+360.8%
|
|
Feb
|
-95.8%
|
+64.5%
|
-98.3%
|
+52.0%
|
+66.8%
|
+177.8%
|
|
Mar
|
+66.3%
|
-98.7%
|
-98.4%
|
+74.1%
|
+149.3%
|
-98.0%
|
|
Apr
|
-98.5%
|
+9.6%
|
-97.0%
|
+66.8%
|
+173.3%
|
+165.3%
|
|
May
|
+94.1%
|
-98.5%
|
+100.6%
|
-56.9%
|
+107.9%
|
-97.7%
|
|
Jun
|
-53.2%
|
+290.8%
|
-98.2%
|
-22.9%
|
+106.5%
|
|
|
Jul
|
-98.5%
|
-99.7%
|
+133.9%
|
-7.9%
|
+147.2%
|
|
|
Aug
|
+216.6%
|
+70.7%
|
+152.7%
|
-98.3%
|
+126.6%
|
|
|
Sep
|
+151.5%
|
-23.3%
|
-86.5%
|
-98.2%
|
+258.0%
|
|
|
Oct
|
+18.5%
|
+98.2%
|
+65.4%
|
-24.8%
|
+722.5%
|
|
|
Nov
|
+80.0%
|
+143.6%
|
+85.2%
|
+32.6%
|
+544.0%
|
|
|
Dec
|
-76.9%
|
+34.1%
|
+6.48%
|
+11.8%
|
+607.5%
|








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