CT Journal

[Nick Radge]

Hi Chris,
As an adjunct to what Said has already mentioned:

Focus only on the R-1000 to short. Beyond that raises questions about the availability
While I use the same setup, I use a slightly wider stretch, say 1.0 vs 0.5 for longs
To balance longs vs shorts with regard to performance output, I use a slightly larger position sizing on the shorts vs longs

[ChrisThong]

Thanks Said and Nick for the great info. You guys have given me a foundation to investigate further!

[ChrisThong]

November 2023

US Market
MOC 1.47%
MR#2 1.49%

AU Market
ASX100 Rotational  0%
Growth Portfolio -1.5%

Total portfolio as of 30/11/2023 = 1.46%

[ChrisThong]

December 2023

US Market
MOC 5.28%
MR#2 1.92%

AU Market
ASX100 Rotational  0%
Growth Portfolio 2.59%

Total portfolio as of 29/12/2023 = 9.79%

I am happy to put an end to 2023 and am ready for 2024!! Currently on holiday in Singapore, and it is quite a challenge in terms of travelling and trading at the same time, on the bright side, I made it. 

I wish all the readers of my post a happy new year and may 2024 bring you good health (this is the most important one) and fortune!!

Also, I have to say sorry to Nick that I have not been joining in the monthly group call for 2023 and this because of the busy schedules of work, soccer coaching and soccer refereeing. There will be more for 2024 as I am coaching a U13 boys aming to obtain the local championship title. 

Good health and luck for everyone!!

[ChrisThong]

January 2024

US Market
MOC 1.69%
MR#2 3.33%

AU Market
ASX100 Rotational  0%
Growth Portfolio 0.99%

Total portfolio as of 31/01/2024 = 6.01%

[ChrisThong]

February 2024

US Market
MOC 2.32%
MR#2 0.16%

AU Market
ASX All Weather 3.3%
Growth Portfolio 0.76%

Total portfolio as of 31/01/2024 = 6.54%

[ChrisThong]

March 2024

US Market
MOC -3.76%
US All Weather 2.84%

AU Market
ASX All Weather 1.76%
Growth Portfolio 4.86%

Total portfolio as of 31/03/2024 = 5.7%

March 2024 is not a good month for my MOC, which had a number of consecutive losing days. Also, I have switched off the Mean Reversion strategy for R2000 that I have traded for 2 years due to mediocre results; and switched the capital to US All Weather. 

Depending on the performance of MOC, I may re-allocate my capital from it to other strategies. 

Finally, may April 2024 be good to all of us!!

[Nick Radge]

Great to see you on the All-Weather train Chris!

[ChrisThong]

March 2024

US Market
MOC 3.5%
US All Weather -2.74%

AU Market
ASX All Weather -1.59%
Growth Portfolio -3.04%

Total portfolio = -3.87%

[ChrisThong]

May 2024

US Market
MOC -1.75%
US All Weather +2.8%

AU Market
ASX All Weather +0.8%
Growth Portfolio -4.17%

Total portfolio = -2.32% 

Although total portfolio is in negative territory, the overall performance for the portfolio is +12.06% from Jan 2024 to May 2024. 

Keep trading!!

[ChrisThong]

June 2024

US Market
MOC -1.33%
US All Weather +2.38%

AU Market
ASX All Weather +3.99%
Growth Portfolio 4.27%

Total portfolio = 9.31% 

[Nick Radge]

Great work Chris. What kind of results do you get with your All Weather strategies?

[ChrisThong]

Hi Nick,

So far, ASX All weather is sitting at +6.64% since inception from Feb 2024 with -2.96% MDD.

US All weather is sitting at +13.30% since inception from Feb 2024 with -4.92% MDD.

[ChrisThong]

July 2024

US Market
MOC -6.7%
US All Weather +1.98%

AU Market
ASX All Weather -1.62%
Growth Portfolio -2.46%

Total portfolio = -8.8% 

Three sessions in June 2024 changed everything. As for Aug 2024, two session of -1.57% and -3.26% including the session of 2/8/2024. It is really tough at the moment. 

[ScottBilton]

Agreed Chris, the market’s tough right now for trend / momo

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