Hi C2 or Matthew:
Suppose I signaled long on IBM on March 1st, then signaled cash on May 15th.
So the trades will look like this:
buy 100 IBM 3/1
sell 100 IBM 5/15
This means during the month of April, there will be no trades. Do I get a zero for my performance in April?
in the same example, would the performance in this trade be recorded for March? or May?
Thank you for your time,
Ed
Everything is marked to market every day (if not more often). You will see performance numbers in March, April and May.
As Kevin explained, performance is calculated on a marked-to-market basis. This means that C2 reports the performance of all your positions – both open and closed. Your stats don’t suddenly change when you close a position. Indeed, between the moment just before you close a position (and it is still open), and the moment you close that position, there shouldn’t be any change in the equity of your system (except for the hit you might take on the bid/ask spread).
