Howard’s Journal

[Nick Radge]

Epic MOC results!

[TimothyStrickland]

Very nice Howard!

[Howard Lask]

Short term MOC systems are still taking up the slack for longer term strategies. Full disclosure: I made an error when entering my account size on one occasion which led to overstated gains in one of my MOC strategies. I rectified the error as soon as I saw it however it was too late and the profit had already been made!

March 2021

MOC Systems
R1K Long: +1.95%
R2K Long: +34.48% (+22.41% adjusted for error)
R1K Short: +5.48%
R2K Short: +33.38%

Long Term Systems
Nasdaq Momentum: -11.06%
R2K DTT: -5.70%

[Nick Radge]

Wow! Epic results Howard.

I’m quite sure that error came out of my account…

[TrentRothall]

Killer! Great work!

[GlenPeake]

Stunning numbers on the MOC systems Howard!!! Well done!!!

[JulianCohen]

I would treasure that error….as errors go, to make money on them is a statistical blip

[Howard Lask]

Julian Cohen wrote:

I would treasure that error….as errors go, to make money on them is a statistical blip

Whenever I make a stupid mistake I try to put additional checks/balances into my process to make sure they don’t happen again however I’m sure that there are still undiscovered errors waiting to happen!

You are right Julian – I will bank this one to fund future losses arising out of stupid mistakes

[Howard Lask]

Nick Radge wrote:

Wow! Epic results Howard.

I’m quite sure that error came out of my account…

Ha!! V funny Nick… in fact the gain was on GME and recouped the losses I had made due to WSB in Jan and Feb

[JulianCohen]

Howard Lask wrote:

Nick Radge wrote:

Wow! Epic results Howard.

I’m quite sure that error came out of my account…

in fact the gain was on GME

that could have gone wrong BIG time

[Howard Lask]

Quiet month for MOC, longer term systems trying to recover from drawdowns

April 2021

MOC Systems
R1K Long: +0.88%
R2K Long: -5.43%
R1K Short: +2.44%
R2K Short: +2.42%

Long Term Systems
Nasdaq Momentum: +8.95%
R2K DTT: +7.75%

[Howard Lask]

May 2021

MOC Systems
R1K Long: +12.97%
R2K Long: +4.87%
R1K Short: -0.76%
R2K Short: -2.01%

Long Term Systems
Nasdaq Momentum: -1.36%
R2K DTT: +2.05%

I have been working for a couple of months now on a R1K rotation system but am struggling to get robust results. I had something that looked ok but found significant deterioration when I moved the rotation day away from the end of month. It may be time to park it and move on to the next idea.

[GLENNPREECE]

Hi Howard, I found similar issues with the R1000…has quite high returns, but the drawdowns were lumpy. Still went ahead, but just have put less cash towards it to reduce risk… If you’re looking for an idea, I have been working on a rotational strategy applied across multiple large cap indices, e.g. NDX, DJ, S&P, RUI, and even ASX, etc…showed some promising results…

[Howard Lask]

Thank you Glenn… The issue with my R1K system was less about drawdowns – I had a system that looked pretty good until I started to stress test it. One of the tests was to look at the impact of moving the rotation day from the end of month – when I did that the results were significantly worse. I suppose it’s possible that there is an edge in end of month entry timing and thinking about it I will go away and devise a test to see if that’s the case. My conclusion in the meantime is that I have over-optimised the system

[ScottMcNab]

There seems to be an end of month effect (to me) Howard. Nearly all EOM systems I have tried give the best results if rotation done last day or first day…so may not be over-optomised as such ?

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