Anthony’s Journal

[AnthonyFuentes]

August 2023
[list]
[*]R1000 monthly rotational: -4.53%
[*]NDX100 monthly rotational: 0.14%
[*]MR: –7.22%
[/list]
This month:
[list]
[*]Had MR positions in UPST and EBIX go badly against one of my systems. 35% and 40% losses, pretty much up there with all time highest single trade losses for the system.
[*]The rotational systems hung in there mostly, but the R1000 system did reach a monthly MaxDD of about 11%.
[*]I completed a new MR system to trade alongside the existing one. I’m not super excited about the trade frequency thus far, but looking at the backtest it could be as expected. I’ve put a process in place when building my systems to avoid that kind of oversight.
[/list]
Upcoming month:
[list]
[*]Working on an all weather system — is that currently the “in” thing?  Specifically, I have completed Tom Basso’s All Weather Trader book so I’m messing around with recreate the sector ETF timing system (as some other traders here have as well). My highest priority at the moment for a new system is it being less correlated to the US stock market. I’ve also seen Nick posting about this so I’ll be sure to look at his writings about this.
[/list]

Cheers everyone!
 

[AnthonyFuentes]

September 2023
[list]
[*]R1000 monthly rotational: -8.86%
[*]NDX100 monthly rotational: -8.62%
[*]MR 1: -4.20%
[*]MR 2: 0.16%
[/list]
Welp, September sucked. I’ve had a lot of noise coming in from outside the market the last 30 days as well so I didn’t make much progress on a new system.

[AnthonyFuentes]

October 2023
[list]
[*]R1000 monthly rotational: -11.76%
[*]NDX100 monthly rotational: -6.04%
[*]MR 1: 0%
[*]MR 2: 0%
[/list]
Total account: -1.5%

I continue to be extra busy away from the screens — hence the late update. The regime filters for the MR systems turned on and did what they’ve done in my backtesting and stopped some of the bleeding. The regime filters definitely help me psychologically to stay in the markets when things are turning south.

I haven’t made much progress on new systems, but I’m nearly done reading Curtis Faith’s “Way of the Turtle”. It’s been a good read and I’m looking forward to creating some trend following systems.

[smurfki0808]

Anthony F post=14392 userid=5415 wrote:

October 2023
[list]
[*]MR 1: 0%
[*]MR 2: 0%
[/list]
The regime filters for the MR systems turned on and did what they’ve done in my backtesting and stopped some of the bleeding. The regime filters definitely help me psychologically to stay in the markets when things are turning south.

 

Hi Anthony, I note that you have implemented regime filters into your MR systems. After a little rough patch, I investigated the same with my ASX MR#1, and came to a similar conclusion, “definitely helps psychologically to stay in the markets when things are turning south”. No real loss in overall performance, but certainly appears to preserve psychological capital in testing times.

Keep up the good work.

[AnthonyFuentes]

November 2023
[list]
[*]R1000 monthly rotational: 0%
[*]NDX100 monthly rotational: 0%
[*]MR 1: 1.6%
[*]MR 2: 0.4%
[/list]
Total account: 2.0%

Rotational systems went to cash just as the market roared back in November. Can’t catch ’em all  They turned back on for December, let’s see how it goes.

Wishing you all happy holidays and a happy new year!

[AnthonyFuentes]

December 2023
[list]
[*]R1000 monthly rotational: 2.2%
[*]NDX100 monthly rotational: 1.0%
[*]MR 1: 0.6%
[*]MR 2: 0.8%
[/list]
Total account: 5.6%

Overall 2023 was a disappointment for my trading. I ended up nearly flat for the year. I didn’t put in the work this year and that’s on me. Onto the next.
WIshing everyone a good start to 2024!

[AnthonyFuentes]

January 2024
[list]
[*]R1000 monthly rotational: 0.2%
[*]NDX100 monthly rotational: 1.8%
[*]MR 1: 0.7%
[*]MR 2: 0.6%
[/list]
Total account: 3.3%

[Nick Radge]

Nice one Anthony

[AnthonyFuentes]

Nice to see the green for many of the traders here!
February 2024
[list]
[*]R1000 monthly rotational: 4.6%
[*]NDX100 monthly rotational: 2.7%
[*]MR 1: 2.2%
[*]MR 2: 0.2%
[/list]
Total account: 9.6%

Since early January I started working on a day trading system that uses lower time frames. It’s more a hands-on system, but I’m trying to make it as systematic as possible. Unfortunately, without trusty RealTest and Norgate-like data it’s been a bit slower going. Fortunately, everything I learned from this course has continue to prove to be applicable to any kind of system build. That’s where my focus and effort will be for the next few months.

Cheers everyone!

[AnthonyFuentes]

March 2024
[list]
[*]R1000 monthly rotational: 2.3%
[*]NDX100 monthly rotational: –0.4%
[*]MR 1: -1.1%
[*]MR 2: –0.2%
[/list]
Total account: 2.9%

Cheers, everyone!

[AnthonyFuentes]

April 2024
[list]
[*]R1000 monthly rotational: -1.9%
[*]NDX100 monthly rotational: -0.8%
[*]MR 1: -0.1%
[*]MR 2: -0.2%
[/list]
Total account return: -3.40
Total account YTD return: 13.24%

Gave some back in April, onto the next one.
Cheers, everyone!
 

[AnthonyFuentes]

May 2024
[list]
[*]R1000 monthly rotational: +2.8%
[*]NDX100 monthly rotational: +2.0%
[*]MR 1: +2.8%
[*]MR 2: -0.4%
[/list]
Total account return this month: +8.53%
Total account YTD return: 23.02%

I started live trading my day trading system this past month, but not going to post stats to that one for the time being as I’m still making many changes. I just wanted to start getting forward testing going and I’m using small size.

Looks like a lot of others are doing well in here. Great to see.

Cheers, everyone!

[Nick Radge]

Nice results Anthony.

[smurfki0808]

Great progress over the past 6-7 months Anthony, very encouraging, well done!

[AnthonyFuentes]

Thank you, Nick and Sean!

[Author]

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