2017 Overall Portfolio Performance Report for SG market

2017 was a good year. STI managed to bag a return of 21.11%. My system's Singapore portfolio has done well too. It managed to beat STI with a whopping time weighted return of 61.87% and XIRR of 78.65%.

The portfolio return was quite exceptional during the first quarter of the year, boosted by the multi-baggar AWX with 247.16% profit. The 2 highest monthly returns came in March and April's at 18.77% and 15.18% respectively. Following that, the portfolio's return consolidated for a few months until another spectacular boost in October for 10.11%. The 2 worst months were November and June with a return of -3.46% and -3.01% respectively.

courtesy of stocks.cafe

Time-weighted Returns (includes Dividends) courtesy of stocks.cafe

Year	Portfolio	ES3
2016	15.69%	5.03%
2017	61.87%	21.11%
Overall	87.26%	27.20%

XIRR (includes Dividends) courtesy of stocks.cafe

Year	XIRR
2016	25.75%
2017	78.65%
Overall	53.45%

Monthly returns

Probability of positive return for trades in 2017 = 71.74%
Total number of stocks traded in 2017 = 46

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Top 3 Stocks with the highest return
AWX 247.16%
5TG 55.83%
588 49.40%

Bottom 3 Stocks with the lowest return
5WE -13.33%
J03 -16.39%
CZ4 -8.71%

Here are the list of other stocks traded this year (2017) and their percentage returns.
J2T 40.70%
AXB 36.96%
BKY 34.13%
T24 23.29%
RE2 14.66%
DM0 13.79%
5UX 13.47%
BIX 7.50%
MR7 6.86%
BKY 6.56%
5TT 6.42%
SV3U 5.75%
5ME 5.26%
C33 4.55%
K75 4.41%
S6NU 3.31%
CH8 3.03%
ACV 2.76%
P8Z 2.71%
BLT 2.56%
40D 2.38%
544 2.06%
MR7 1.92%
593 1.58%
B73 1.47%
AWI 0.92%
5SY 0.83%
B73 0.67%
5OT 0.00%
SK7 0.00%
F31 -0.57%
F1E -1.45%
BTG -1.92%
P40U -2.32%
BHU -2.94%
5WF -3.66%
564 -4.66%
U6C -6.58%
BKW -6.85%
H07 -7.89%


What are the few important lesson I learnt in 2017?
1. Do not try to outsmart my own strategy (system). I think it is human nature to think that we are always better at handling things ourselves. When the portfolio turned south, I tend to have the urge to take things into my own hand, that is, not following the system. I come to a conclusion, that I can never out beat my own system which is already heavily tested to outperform. Reason being, whenever I have the urge, it is usually due to fear or greed. Fear and greed can never survive in the stock market.

2. When I think I can outsmart my own strategy (system), refer to point no 1. Just go away for a few days and do not keep staring at the charts.

3. Keep an investment journal - to keep track of the stocks I traded and the thought process going on in my mind when entering and existing a positions. It is also to make myself accountable to all the decisions I made (actually is my system that made the decisions =p)

What is my plan for 2018?
1. Continue to trade automatically and diligently to achieve abnormal returns

2. Raise funds to venture into other regions. I am thinking of United Kingdom or Hong Kong. It depends if I can get enough historical data for backtesting

3. Post more about systematic, automatic and quantitative trading. I had a busy EOY that's why I was not that active in InvestingNote during November and December, though I still consistently post my signals here and in my Facebook private group. Things has settled down now and I will try to be more active and share useful information with everyone.

May 2018 be another year of good returns. Happy New Year!

Also check out the US portfolio performance.

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