Gareth's Journal

This topic has 4 replies, 4 voices, and was last updated 3 weeks, 4 days ago by Gareth.

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January 1, 2025 at 10:40 pm #116856

Gareth
Participant

First day of the new year and so it feels appropriate for the first post in my Journal. After months of build work, preparation and fine-tuning in 2024, I’m excited to get 2025 trading underway. Our ship is finally out on open water and we’re letting the sails up.

I’ll be trading 6 codes: 2 Trend, ASX and TSX, 2 Momo’s US and ASX, and 2 reversion codes, affectionately named Beauty & the Beast.

Will update performance at the end of Jan 2025. Fair winds and following seas to all.

G

January 2, 2025 at 5:56 am #116860

RichardKoziel
Participant

Welcome aboard Gareth,

WOW you are jumping in with both feet with six systems! Smooth sailing and keep us posted. Take care, Rick

January 2, 2025 at 12:00 pm #116884

TerryDunne
Participant

That’s exciting Gareth, I wish you well.

I’ll be watching with interest, especially the TSX system, as I found that the slippage there made such a huge difference compared to back test results. Mind you, I was trading Nick’s Swing system which is shorter term than the usual trend following system, so hopefully slippage will be less of an issue for you.

January 2, 2025 at 2:15 pm #116889

RobertKinnell
Participant

Welcome Gareth! Like Terry, I’ll also be watching the TSX trend system as I’ve been thinking of exploring the Canadian market. What’s its timeframe – monthly, weekly or daily?

January 2, 2025 at 6:56 pm #116924

Gareth
Participant

Hi Rob and thanks for the warm welcome all!

My TSX system uses weekly bars and hopefully the backtest will translate (ROR/MaxDD is 23/23 over 20 years and 20/15 over last 10). I couldn’t get a momentum version to push out high enough numbers but wanted something out of TSX for the diversification. I’m using the partitions (like sub-accounts) functionality in IB, so I have a master account and then a partition for each code. Bit of admin logging in and out but it does isolate the performance well. Only annoying thing is the FX exposure as my master currency is USD and if you carry CAD or AUD assets you invariably have a position vs the strong USD. Thankfully I have Nick’s “Don’t sweat the small stuff” ringing through my ears 🙂
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