MARCH 2023 FAST 50 First Month Live Trading Signals Results

13 Trades with 11 Winners, 3.4X Reward/Risk

85% Win Rate, +3.8% for the Month

$8,006 profit on the closed trades so far… 

(EOD signals, available to trade, assumed $120,000 account equity*)

Our latest FAST 50 U.S. Equity Pairs Vintage were released on 26 Feb 2023.  

If you had replicated all open trades on the Monday market open after launch, and then taken all of the UNFILTERED trading signals called by these pairs for 4 weeks up to 25 March, you would have had:

11 Winners out of 13 closed trades

85% Win Rate

3.4x Reward/Risk

$8,006 profit on the closed trades so far… 

(EOD signals, available to trade, assumed $120,000 account equity*)

Live Trading Signals Model Account Analysis

Of course that profit gets shaved by margin costs and the Open PnL showing as of 25 March…but those open trades may yet close as winners…we shall see.

But let’s take a snapshot of the first 4 weeks live signals versus backtest:

Pair Trading Live Signals Results

How Did They Do?

Those results equate to a +3.8% return for the month vs. +0.2% for the S&P 500, a difference of +3.6% in alpha terms. That extrapolates to about a 50% Annual Return, or over $60,000 on a $120,000 account. Not bad.

What’s more, our Win Rate almost met backtest (85% vs. 93%) and our Reward/Risk was actually HIGHER than backtest (3.4x vs. 3.1x). 

Average profits per trade were lower, but overall a decent showing so far, moreso when one considers that these trades were UNFILTERED and without trade management techniques.

These results are broadly in line with our expectations: we target +2% to 4% per month. They also agree with academic research on cointegration-based pairs trading returns on the S&P 500 universe.

Why Not Start a Free Trial of PairTrade Finder® PRO today?  

Click here to join our Pair Trading 101 Webinar and see how we commit to make you a consistently profitable pair trader within 30 days!

Happy trading.

The PairTrade Finder® Team

*Based on IQFeed Adjusted Close data and using a $20,000/leg trade size.  10 bp commissions/slippage estimate per leg, per trade. Max 4:1 leverage applied.

NB: The FAST 50 example equities pairs in PairTrade Finder® PRO and the trading signals generated therefrom are provided for informational and educational purposes only and should not be construed as personalised investment advice. It should not be assumed that trading using the parameters demonstrated by the Software will be profitable and will not result in losses. Please see our full Terms & Disclaimer here.

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