Anthony's Journal

This topic is empty.

Viewing 15 posts - 1 through 15 (of 41 total)

1 2 3 →

Author

Posts
December 2, 2022 at 2:06 am #102246

AnthonyFuentes
Member

November 2022

I just wrapped up my mentorship. During my mentorship I built a monthly rotational system that trades the R1000 and a MOC system. The monthly rotational system just switched on this month and I finally took my first trades today.

As for the MOC system, I’ve been trading it since the end of October. The initial system I launched was okay, in my opinion, but I immediately started working on another variation of it that I deployed mid November. I started by trading both systems with < 1/2 my planned capital while working out technical bugs, getting comfortable with the systems, etc. I'm now building 2 new MOC systems that take heavy inspiration from the first systems. They both use different rankings and I'm planning to trade them each on the R1000 and R2000. I'm working to have that done and launched by late December, early January. I'm also planning to take Real Test for a.... real test () because AmiBroker is painfully slow when working on MOC systems.

I am trading some of The Chartist systems and the Trade Long Term portfolio, but I won’t add results for those.

RESULTS
[list]
[*]MOC: +0.64
[*]Monthly Rotational R1000: 0.00
[/list]

December 2, 2022 at 4:35 am #115265

JulianCohen
Participant

If you need any help with Real Test feel free to ask…there’s a couple of us on here that use it and the RT forum is a great place to ask questions

December 4, 2022 at 12:39 am #115266

AnthonyFuentes
Member

Thank you Julian! I’ll let you know.

January 1, 2023 at 12:45 am #115267

AnthonyFuentes
Member

December 2022
[list]
[*]MOC 1: -2.41%
[*]MOC 2: -0.68%
[*]Monthly Rotational R1000: -3.47%
[/list]

My plan was to deploy another MOC system by the end of December, but had some delays this month. I expect to have it deployed by the end of January.

On the bright side, I got going with RealTest and wow it flies! I’m looking forward to 2023.

Best wishes to everyone in the near year.

February 2, 2023 at 3:35 am #115268

AnthonyFuentes
Member

January 2023
[list]
[*]MOC: 3.18%
[*]Monthly Rotational R1000: 0.00 — in cash.
[/list]

As planned I deployed a refined MOC system in January, which ended up doing fairly well. I suppose it’s somewhat expected given the market this month.

I’m working on a longer term trend following system and I’m planning to get that done by the end of the month.

Cheers everyone!

March 2, 2023 at 4:14 am #115269

AnthonyFuentes
Member

February 2023
[list]
[*]MOC: -1.52%
[*]Monthly Rotational R1000: 0.00. I stopped trading this system this month. I have reason to believe there’s an error in my code. I’ll come back around to it in the next two months.
[/list]
I worked on a monthly rotation system this month and made my first trades today.
Work now begins on a mean reversion system!

Cheers.

March 2, 2023 at 5:41 am #115465

Nick Radge
Keymaster

Send the code through Anthony, and why you thnk its wrong.

-N

March 3, 2023 at 4:53 am #115466

AnthonyFuentes
Member

Thanks Nick. I just emailed you about this.

April 1, 2023 at 5:26 pm #115270

AnthonyFuentes
Member

March 2023
[list]
[*]MOC: -4.40%
[*]NDX100 monthly rotational: -1.95%
[/list]
This month I started work on a mean reversion system. It was slow going to start while I tested out some key ideas, but I’m nearly done with v1. I expect to have it deployed by the end of the month. If time allows I will also revisit my R1000 monthly rotation system.

Cheers.

April 29, 2023 at 7:04 pm #115271

AnthonyFuentes
Member

April 2023
[list]
[*]MOC: -0.77%
[*]NDX100 monthly rotational: -3.01%
[/list]
I’ve continued working on my MR system. Nearly done, but had some unexpected things come up this month. On to May!

Cheers.

June 4, 2023 at 8:26 pm #115272

AnthonyFuentes
Member

May 2023
[list]
[*]MOC: 3.3%
[*]MR: 2.8%
[*]NDX100 monthly rotational: 11.80%
[/list]
I completed my first MR system at the beginning of May. It’s a simple system with few rules.

On a personal note, I went on vacation for 2 weeks during May so I didn’t get much else done.

Next up is circling back around to the R-1000 momentum system that I paused a few months ago. I’ve also been reading Tom Basso’s The All Weather Trader. It’s a great read if you’re looking to as he says “attack risk” and have more uncorrelated return streams.

Cheers everyone!

June 4, 2023 at 9:57 pm #115617

Nick Radge
Keymaster

Nice work Anthony.

June 5, 2023 at 2:06 pm #115618

AnthonyFuentes
Member

Thanks Nick.

July 2, 2023 at 10:42 pm #115273

AnthonyFuentes
Member

June 2023
[list]
[*]MOC: -0.7%
[*]MR: -1.6%
[*]NDX100 monthly rotational: 7.76%
[/list]
This month I worked on a R1000 monthly rotational system. I’m nearly done with version 1.

I’m not 100% sure what I’m going to work on next, but I’m thinking about a long/short trend following system that trades ETF’s. My goal with this is to add a system that has low correlation to my existing systems.

I’m also planning on looking into classical trend following, similar to what Jerry Parker does these days.

Additionally, I’d really like to add some variations on the MOC and MR systems I’m trading. As I’ve mentioned before they are simple systems with a few rules. My goal would be to create variations with equally simple rules that have minimal correlation to the existing systems.

Lots to look forward to.

Cheers everyone!

August 2, 2023 at 2:03 am #115664

AnthonyFuentes
Member

July 2023
[list]
[*]R1000: 7.4%
[*]MR: 4.31%
[*]NDX100 monthly rotational: 5.05%
[/list]
This month:
[list]
[*]I stopped trading my MOC system. I noticed some unexpected issues and I’m taking it offline until I can review. EDIT: I’ve noticed the issue a few months ago and I’ve been watching it play out. This month confirmed it for me.
[*]I deployed my R1000 monthly rotation system.
[*]Took a step back and didn’t work strictly on any systems. I reviewed my existing notes, which I keep in Notion, and rewrote everything. I am hoping this will improve my efficiency and consistency when building systems going forward.
[*]Continued tiny amounts of work on a swing trading system. Unfortunately, this system trades on 15-min bars and I don’t have much data for the /MES (Micro ES futures contract) where I’m messing around.
[*]Changed my IB commissions for my high turnover systems to tiered-rates and I’m paying much lower commissions. I remember Nick mentioning him doing this and it took me months to finally look into. Lesson learned.
[/list]
For this upcoming month I am planning to work on a MR system that can trade alongside the current one I already have. I’m not using my capital efficiently with only the 1 MR system so I’m looking to get another one in there.

After that I’m still planning to have a look at some classical trend following, but one thing at a time.

Cheers everyone!
Author

Posts