Julian’s Journal

[Nick Radge]

Yep, had a piece of that too…

Had a few nasties this month across various portfolios.

[GlenPeake]

Re: VC

Yep…. include me in the VC list…. :whistle:
Next 1000 trades….

[JulianCohen]

It’s nice to know I don’t have to suffer alone

[Nick Radge]

Yeah…but I’m special…I have $XLNX as well.

[Anonymous]

Thanks guys for clarifying regarding the code previously discussed. I was having some issue at first attempt and was going to get into it in more detail this weekend so glad I re-read just now.

Also in the XLNX club but managed to avoid VC. Seems like there have been a disproportionate number of big down gaps given the relentless upward move of the market. Who knows…

[JulianCohen]

As we prepare our monthly results, and mine are relatively pants, I think it might be worth looking at the results for the Trend Following CTAs for the year so far. For those that don’t know, they are mainly futures traders, but a lot now include stocks in their portfolios. They manage billions in total assets, and I am pleased to see that I don’t measure up too badly as far as results go.

Sorry it’s the best I can do with the image

[GlenPeake]

Thanks Julian.

It’s encouraging from our perspective to see the numbers they produce….. we stack up OK return wise…. Maybe they need to add some WTT and/or Growth Portfolio to the mix

Found the link to the screen shot you posted, with better clarity.
http://www.automated-trading-system.com/trend-following-wizards-march-2/

[Nick Radge]

Yep. David Druz has had it pretty lean for a few years. 2014 was big, but he been in drawdown since 2011.

[TimothyStrickland]

not VC but my MR system did happen to take several medical stocks earlier this month right before they tanked due to the Healthcare for all proposed plan.

[JulianCohen]

Apr ’19

Short-Term Systems

US MR: -1.18%
US MOC: -10.82%
New US MOC: -11.83%

Long Term Systems

S&P 500 Momentum:-0.56 %
NASDAQ Momentum: -0.03%
Long Term NASDAQ: 2.14%
US WTT: 3.81%

ASX Growth 8.81%

Total Account: -0.62%

YTD Account is 1.93% so I am still quite a bit underwater from the drop in Oct/Nov last year. The only system that is above October last year is Nick’s Growth Portfolio.

So he’s still the master!

[JulianCohen]

May ’19

Short-Term Systems

US MR: -8.74%
US MOC: 1.02%

Long Term Systems

S&P 500 Momentum: -1.77%
NASDAQ Momentum: -5.72%
Long Term NASDAQ: -1.37%
US WTT: -6.10%

ASX Growth -2.36%

Total Account: -6.00%

[JulianCohen]

It’s nice to wake up in the morning and see this…one of my WTT RUA stocks

[Nick Radge]

+56%…friggin nice.

[JulianCohen]

Yup!

I didn’t bother to read why. Must have discovered a cure for something or other…I don’t care fundamentally why it went up, as long as it did

That just made me think of something. I have a gap filter as part of the entry process. I’m going to test if it should be part of the exits as well.

[Stephen James]

Takeover by Pfizer Julian

[Author]

Posts