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NOVEMBER 2020 Stats
ASX WTT +7.78%
US MR#1 +39.7% :woohoo:
US MR#2 +18.1%Monthly Rotational Systems
ASX100 ROTN: -3.58%NDX100 ROTN: +0.9 (Index Filter Down for NOV… Went to cash at start of NOV on an uptick day… Index Filter GREEN for DEC)
MR#1 went into Beast Mode this month. Just looking through the historical backtests, this month is the biggest monthly percentage return ever…. During the month the system would enter positions on a ‘soft’ negative day, then there would be positive news with either the US election/COVID vaccine and the positions just ran the following session(s)…. this repeated a few times….. The system was sitting on 41.4% return for the month until last nights session…. so a little bit of give back.
MR#1 Stats
MR#1 Drawdown
MR#2 would’ve returned 22.5% for the month, but I missed my fill in SPR, my entry was the LOW of the day which didn’t get filled…. Naturally SPR would’ve gone on to be the best trade for the month…:sick: But, we can’t control that….
MR#2 Stats
The ASX100 RTN started the month off strongly, then went into drawdown on the COVID Vaccine announcement…. A little bit of rotation for December coming up.
ASX100 RTN DD
The WTT keeps on keeping on…. SYR.au is a recent addition and has kicked on nicely.. and FMG.au continues to trend nicely. The WTT is 100% invested.
Tim Strickland wrote:Wow, I have never seen a MR system get such good results….Neither have I…… Mind you, I’ve also never seen Monthly Rotational results (like someone on this forum…let’s not mention his name
) of +50% +60% +70% until now either…… :whistle:lolz
DECEMBER 2020 Stats
ASX WTT +4.82%
(Since Go Live in JAN 2019: +30.28%)US MR#1 +8.2% (Approx +75% since mid-May 2020)
US MR#2 +2.0% (Approx +78% since mid-May 2020)
Monthly Rotational Systems
ASX100 ROTN: +14.1% (Since Go Live in June 2020: +18.3%, MDD -11.8%)NDX100 ROTN: -3.5%
For 2020, I went live with 2 new Rotational Systems. I tweaked my 2 Mean Reversion Systems, which have performed consistently well post COVID. I plan to start Live Beta Trading/Testing a 3rd Mean Reversion System. Should be OK to go in January.
The WTT is almost out of its COVID drawdown, with FMG.au being the stand out position atm, +300%…I’m also holding FMG.au in the ASX100 Rotational. The Mean Reversion systems have outperformed during the last 6 months and as a result, I finish the year at new equity highs…. (I didn’t think that we be the case during March/April after hitting new equity highs in February).
I’m thinking I will probably split some of my ASX100 RTN funds and trade Nick’s/Chartist ASX100 Momo as well. The STOCK signals are almost identical atm (thus far, e.g. the Rotation for January is identical
) but we differ in Index Filter on/off from time to time. So my plan atm is a 50%/50% split…. Provides another layer of diversification.A backtest comparison for 2020: Nick’s ASX Momo system returned 59% vs Mine 10%.
ASX100 Stats since GO LIVE in June 2020
ASX100 Stats for 2020
Took a bit of a haircut within the NDX100 system this month with MRNA, while every man and his dog was shorting MRNA @ $178 on the 1/12/20, my NDX100 system was buying it
Plans for the future (later in 2021 and beyond)….
– Allocate more funds to my current Live rotational systems. (A bit light-on, on additional funds atm, so a bit of time required here).
– Diversify further by allocating funds to Nicks US MOMO systems. The message I keep reminding myself is “Secular Bull Market”, Nick has mentioned this countless times and I need a bit more exposure in the US MOMO space. (Again, a bit light-on, on additional funds atm…. A common theme developing here. Once you start going down the diversification Rabbit Hole, a case of ‘so many systems – not enough funds’ ).
– Continue to research more Mean Reversion systems….
– Get my teeth into RealTest…. just working my way through the examples scripts atm.
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