Dan B’s Journal

[danielbarbaro79]

Hi Guys , thought I better kick a journal off,
commenced the course in mid April, worked through and pretty much finished 2 or 3 weeks ago (other than the ongoing revision!!)

decided to look at a multi Day Mr strategy with 20 @5% on the rusel1000- no leverage

put some random criteria together , kind of ROC ranking , simple 3 x lows entry and 2 x high exit, ADX to measure strength and MA for trend direction . 1st pass ended up around 21%CGA and 20%DD roughly. plenty of prompt help from Craig on the coding side and a couple of calls with Nick and something is taking shape …

spent the last couple days testing exits and entry signals and seeing where i could get to , experimenting, changing and substituting things in and out and have some results around 25%CGA & 19%DD on the system . results into a table and sent to nick for a review , then onto the next step –

[RobertMontgomery]

Well done Dan, you are making good progress.

[SteveWallbrink]

Hi Daniel,
Enjoy the process of system development – i am at about the same stage with an MR MOC system on the Russell 1000.

[danielbarbaro79]

ASX Breakouts :5.63% , 16.22% for the year
US breakouts :5.17% , 28.11% for the year
ASX momo – this reminds me I have to start tracking this properly!!
TLT – same as above
strategic long term growth stock picks – closed this portfolio , 170% gain since 2014 , – moving capital over to system trading

mentor program – : probably spending to much time exploring different things, however its helping me get better with Amibroker . have a MR multi day system showing ok results , 29%CGA 24DD , lot of time working different options and parameters. feels like going in circles some weeks , then get a breakthrough and it keeps going forward . possibly another week or 2 trying different things and hopefully not overcomplicating…

planned next month :
Sort a MR system and stress test
Set up IB’s API and trial it
start using share tracker program

Get the boat out more times than the last month – this has been the least fishing I have done in 2 years, since starting this program – only rostered to work for 8 days so should be achivable

[danielbarbaro79]

so busy couple of months like always….

Breakout trades in July were about 1% for US & 6% asx , august was pretty flat (have not run the numbers yes…) , and recent a bit of profit taking and stop losses with the dips, take the new signals as the come to set up the next big runs.

the rotational are all going as per plan , I did a slight swap moving to all monthly trading cycles in my super account – now only look at retirement accounts once a month.

I honestly just keep loose oversights on results and never really bother with month to month ups and downs , if nothing looks problematic I don’t spend much time on the actual $ Day to day . most things need assessment over a couple of years anyway , normally allocate a week to do a detail review of everything each year , and have basic review each 1/4

Mentor program – finished 2 MR systems , 1 for the R1K and other for the R2 k. testing for 6 or 7 weeks and acting as they should . the R1K was at 14 or so % DD vs max of 18% – so ramped both systems to 100% allocations Monday as the volatility was looking interesting. they are pretty vanilla type systems , 10 pos @ 10% , CAR of 20% and 24% DD 15 and 19 ish – my HoleyGrail is 21% – so am where I need – this figure kind a works at 6% for wage/ spending , 9% real growth after tax & expenses , 6% to cover tax Bill – from the 21%. feeling a little more comfortable on system building –

launched a MOC Monday as well, my R2K transferred to a moc really well 50% leverage produced around 30% CAR and 15% DD , in test stage now.

API and speedy running a treat – the API has eliminated my typos

current ongoing –

finish trialling MOC system and move to 100% allocation
have a monthly NDX momo almost completed , finish it off and test
get some improvements in my record keeping on a regular basis

next
probably look at a 2nd MOC
look to build a unique breakout system , to replace the current one I’m using

Allocations:
Retirement Acc: split about 1/3 each
TLT Monthly
MOMO US
MOMO AUS

Personal –
SPA3 Breakouts ASX 20%
SPA 3 Breakouts US 25%
TLT Weekly 15%
MR1 & MR2 25%
MOC 15%

[danielbarbaro79]

Hi all , Merry Christmas and Happy new year
made it back , been overly busy last 3 months
trading away daily but no time for further system development
finally sorted performance tables and a routine for STT and data recording

mentor course systems
MOC1 : +12% for November and Dec trading months ,
MR1 and MR2 : +10.34% (commence mid Aug) combined results as this is off IB report so don’t have the system individual split – next month

IB gives me a year return of 27.1% combined for my overall portfolio so happy year for me ,

the Plan for the next 3 months is :
Develop a new MOC system for R1K ,
and finish my own rotational systems,

[Nick Radge]

Great to hear from you Dan and well done on the results.

[danielbarbaro79]

Jan 22

MOC1 5.38%
MR1 -.66
MR2 -7.9

onto some system building and ongoing reviewing with school holidays over – also will have results for the other systems next month as well . there is a MR vs MOC debate beginning in my head , and a WTT and NDX MOMO code that just needs a little fine tuning and testing, plenty to keep occupied

[danielbarbaro79]

Feb 22

MOC1 9.59%
MR1 2.87%
MR2 .89%

been pretty busy, there is some good reading on the forum – thanks all
finished my monthly NDX rotational system , and naturally it went to cash on launch day – all my rotational in cash …
most of the way through swapping my MR1 into a MOC – has been a battle to make work but in the end it clicked . – working on trying to break it this week and if it passes onto testing . similar results to my other MR , slightly higher CAD and DD on the large caps .

next have to test a R3K MOC , have experimented just need to compare the correlation with the other MOC’s and ensure it adds value and complete WTT code and swap over my breakout trades to WTT

[danielbarbaro79]

March 22
very quiet month trading , got my R1K MOC to work and its now in action – replacing my original MR codes – the MR’s only outperformed the MOC version 1 or 2 times each 15 odd years – will revisit MR some time later on.
Also coded a nice ASX 100 rotational that achieves CAR25/DD25 form 2005 to present with dividends
Looking at overall portfolio structure now in some details and how any new system affects the portfolio ( do you add them or not)
monthly systems all back into the market
looking at a ASX300 rotation and WTT further , i have struggled to get WTT to where i would like it …recently discontinued a subscription system based on breakouts i had used for a few years – so need a replacement ..

MOC1K 1.04%
MOC2K -5.1% *** begin life as MOC1

MOMo’s turned on for April
ASX100 – Invested
NDX100 -invested
R1K – invested

[danielbarbaro79]

April 22

MOC1K: -1.8%
MOC2K: -8.57%

MOMO’s
ASX100 – back to cash: -14.4%
NDX100 -back to cash : – 3.30%
R1K – Back to cash : – 6%

rebuilt my original MR systems , only very minor changes for slight improvements ,
MR1K : -4.26
MR2 : 1.06

will probably tinker with WTT further this month (different rankings) , and go over the coding modules again – not really comfortable coding anything from scratch

[danielbarbaro79]

May 22

MOC1K: -9.88%
MOC2K: -1.78%

MOMO’s
ASX100 – index filter on
NDX100 -index filter on
R1K – index filter on

MR’s
MR1K : +.06%
MR2 : – 3.58

[danielbarbaro79]

June 22

MOC1K: -20.5%
MOC2K: -10.34

MOMO’s
ASX100 – index filter on
NDX100 -index filter on
R1K – index filter on

MR’s
MR1K : -15.1%
MR2 : – 10.33%

just looking at overall FY performance in real $ , im about flat equity wise , within a couple of K from kicking off the 2021 FY , including expenses and drawing a tiny wage as i have not bothered working for some time – pretty happy in reality the way the market has been .

total overall portfolio DD is about 22% from 12 m high.

superannuation is actual positive + 4.5% for the year (3 MOMO strategy’s only) and around 15% DD from  12M high

[danielbarbaro79]

July 22

MOC1K: +5.47
MOC2K: +1.34

MOMO’s
ASX100 – index filter on
NDX100 -index filter on
R1K – index filter on

MR’s
MR1K : +5.16
MR2K : -.6

[danielbarbaro79]

AUG 22

MOC1K: -.16%
MOC2K: – 2.99%

MOMO’s
ASX100 – index filter on
NDX100 -index filter on
R1K – index filter on

MR’s
MR1K : +3.83
MR2K : – 7.01%

still around the 21% DD mark from all time highs ,

[Author]

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