Hendrik’s Journal

[RobertMontgomery]

Here is a related video with some interesting theories on the changes in US market volatility and how it relates to the boom in passive investing. Lots of data shared in the video.

https://www.simplify.us/news-media/lunch-club-mike-green?__s=o1a7bnm17t2jifvbg6r8&utm_source=drip&utm_medium=email&utm_campaign=Todd%27s+Picks+%7C++Investment+strategy+for+epochal+change

[HendrikBotha]

Thank you Rob. I’ll have a look at that Video.

My MOC systems took an absolute hammering on 1 March and 4 March.

I have now decided that I am not comfortable trading at full size when the volatility in my strategies blow through the roof to levels way above those in my backtest and way above what I am comfortable trading.

From tonight I’ll be adjusting position size to target 30% pa. This is definitely going to make me sleep better at night. Hopefully I don’t suffer from too much FOMO when everyone else have amazing absolute returns in the good times.

[HendrikBotha]

March 2022

US
MOC LONG: -6.4%
MOC LONG 2: -8.7%

AU

WTT: 0.66%

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