Performance

We started in March 7, 2013 with the AI on a paper account. By December 2014, the strategy returned 38% (a 19% return annualized). Thus starting 2015, we opened a $25,000 account and started trading the AI, so far the strategy has returned 53.1% percent.

Monthly return since trading the real-money account

2015: +13.7%

Jan: 3.9%
Feb: 5.9%
Mar: 12.0%
Apr: 7.2%
May: -2.0%
Jun: -10.0%
Jul: -0.8%
Aug: -1.7%
Sep: 7.8%
Oct: 1.6%
Nov: 8.9%
Dec: -16.2%

2016: +27.6%

Jan: 12.2%
Feb: 15.1%
Mar: 3.5%
Apr: 1.7%
May: -2.2%
Jun: 4.6%
Jul: -8.6%
Aug: 1.0%
Sep: -8.8%
Oct: 8.9%
Nov: -2.3%
Dec: 2.5%

2017: +16.6%

Jan: 2.2%
Feb: -6.9%
Mar: -12.0%
Apr: 24.4%
May: 1.9%
Jun: 1.0%
Jul: -10.6%
Aug: 10.3%
Sep: 5.5%
Oct: -3.2%
Nov: -0.5%
Dec: 8.6%

2018: 

Jan: -9.5%