Howard’s Journal

[Howard Lask]

Hi all,

Since starting the course back in September, I motored through the coding section pretty quickly and have spent the last couple of months working on systems.

The first idea was a non-starter from a results perspective but the experienced gained putting it together and testing was invaluable.

Nick then pointed me towards a momentum based monthly rotation approach which I have been testing on the NDX100 universe. Testing is now complete, since we are near the beginning of January I will be aiming to go live this week and will post results here at month end.

Many thanks to Nick and Craig for all your help and support getting me up and running….

[JulianCohen]

Good Luck!

[MichaelRodwell]

Nice one Howard. Looking forward to seeing the results!

What’s next?

[Howard Lask]

Thank you…

I’m currently in the early stages of working on a breakout-based trend following system that incorporates components of WTT. Looks reasonably promising so far

[MichaelRodwell]

Cool. Are you considering trading LSE stocks?

[Howard Lask]

That’s not something I am currently considering as survivorship bias-free data feeds are more difficult and expensive to procure. I am focused on US Markets for the time being….

[Howard Lask]

January 2020

Nasdaq Momentum: +3.2%

As others have experienced, gave a lot back in the last 2 days of the month.

I have just completed and gone live with system 2 – an R2K daily trend following system, similar in concept to WTT. Will start posting results in Feb.

[Howard Lask]

February 2020

Nasdaq Momentum -4.9%
R2K DTT -5.3%

Index filter has not yet triggered on my momentum system.

Currently working on an MOC system that will hopefully give me some diversification in the current market.

[MichaelRodwell]

Hey Howard,

What style system is your R2K?

[Howard Lask]

Michael,

The R2K system is a channel breakout trend following system, similar in many ways to the WTT system however entry and exit signals are taken on a daily rather than weekly timeframe

[Howard Lask]

So a pretty bad month for me and looks like I have fared worse than many of you.

The index filter triggered mid-March for my R2K DTT daily system and end of month for the Nasdaq Momentum rotation system. I thought about a discretionary over-ride however decided to stick with the systems as designed. As it happened the rally into the end of the month helped me out for my monthly rotation.

I am out of all systems now, and with time in my hands dedicating myself to research.

March 2020

Nasdaq Momentum: -14.8%
R2K DTT: -19.3%

[Howard Lask]

Having had a rough time last March and April I got out of the habit of posting my results here. I stuck with my systems and glad I did so as I recovered from the drawdowns and ended the year up 35% in my NDX Rotation Strategy and up 15% in the DTT system.

I have added both long and short MOC systems on the R2K and R1K in the past couple of months. The R2K systems are being beta-tested with limited capital.

This year I have resolved to re-start posting monthly results:

January 2021

MOC Systems
R1K Long: +1.45%
R2K Long: -0.74%
R1K Short: +7.87%
R2K Short: -13.84%

Long Term Systems
Nasdaq Momentum: +7.94%
R2K DTT: +9.78%

[Nick Radge]

Great to see Howard. #next1000trades

[MichaelRodwell]

Good month! Well done!

[Howard Lask]

Having a number of diversified systems paid off in Feb, good results from MOC systems offset weaker results from Momo. R2K systems still in beta with limited capital.

February 2021

MOC Systems
R1K Long: +17.71%
R2K Long: +22.23%
R1K Short: -0.76%
R2K Short: +4.61%

Long Term Systems
Nasdaq Momentum: -4.17%
R2K DTT: +4.10%

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