Julian’s Journal

[JulianCohen]

If I had a shred of common decency I would….

[JulianCohen]

RXDX

Early Xmas Present

[TrentRothall]

Perfect

[Nick Radge]

WTT?

[JulianCohen]

Nick Radge wrote:

WTT?

Yes on the Russell 3000

[JulianCohen]

As this is the end of the year I thought I’d post my 2017 results in total.

Although I have added a couple of systems this year and removed others, also changed the MR and MOC mid year completely to account for selection bias, some systems like the two WTT systems have run unchanged through the whole year. I’m planning to make no changes to the MR and MOC systems from now, apart from maybe adding funds.

US MR: 19%
US MOC: 11%
Russell 3000 WTT: 26%
S&P 500 Momentum: 6%
NASDAQ Momentum: 7%
ASX WTT: 19%
ETF Momentum: 2.9%

Total Account: 19.7%

My commodities account was -1% for the year.

Thanks a lot Nick and Craig. I can safely state that I couldn’t have done it without you.

[LEONARDZIR]

Julian
Impressive results. Intrigued by the results of the WTT.

[JulianCohen]

Len Zir wrote:

Julian
Impressive results. Intrigued by the results of the WTT.

Thanks Len

It’s a great divergence to have as it is using the RUA whereas the US Momo uses the S&P 500.

[JulianCohen]

Jan ’18

US MR: 1.6%
US MOC: 0.5%
Russell 3000 WTT: 11.1%
S&P 500 Momentum: 2.4%
NASDAQ Momentum: 6.1%
ASX WTT: 0.3%
ETF Momentum: 3.9%

Total Account: 2.01%

[JulianCohen]

Doing the accounts this morning was an unpleasant task. Still could be worse…could be short the VIX !!

[LEONARDZIR]

Quite a smash today in the US. Hard to concentrate on the process and not notice the money. Been through these minicrashes/ crash many times before and most of the time they are buying opportunities.

[LEONARDZIR]

Just looked at emini futures, they are down 40 points! No buyers yet.

[JulianCohen]

Len Zir wrote:

most of the time they are buying opportunities.

“Most of the time”…You’re hedging your bets Len ha ha

[LEONARDZIR]

“Most of the time” except now!

[JulianCohen]

Feb ’18

US MR: -9.0%
US MOC: -4.5%

S&P 500 Momentum: -0.4%
NASDAQ Momentum: 0.5%

ETF Momentum: -3.8%

Total Account: -4.9%

[Author]

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