Kates Journal

[RobertMontgomery]

Yep, same here … my MOC systems are moving sideways at best the last few months, the last two days were among the bigger down days in the -1.5% range.

[KateMoloney]

I think the key is to focus on the bigger picture.

When I ran backtests, the first 6 – 10 months the account didn’t gain much traction, but the compounding of capital over time really adds up.

[JulianCohen]

I’m just having a moan…it’s good to have a moan

[KateMoloney]

haha ….now your starting to sound like the victims I posted about under the psychology thread …

[JulianCohen]

That’s true….I have to learn how to moan constructively then…

[KateMoloney]

No sympathy for moaners in this forum

[TimothyStrickland]

This seems to happen occasionally, the market will get out of sync with the shorter-term systems like the MOC and MRV and then align itself for a period of time. It has been a long good run for rotational systems though.

[TimothyStrickland]

Craig was instrumental in getting my code working. I had lots of problems at the beginning with random errors. I used to reach out to him quite often, not so much anymore now though because I am not developing systems. Craig’s videos and the coding portion of the course are what changed my life and entire career trajectory. When I started the course I knew nothing about coding. Now I am nearly done with my CS degree (inspired by the course) and got promoted to Lead Software Engineer at my company (nearly doubling my salary) and now getting into the world of Quant Finance. I could probably never thank Craig and Nick enough for what they have taught me.

[KateMoloney]

November

ASX momentum +4.17% (Inception CAGR is -1.85%)
Growth Portfolio -2.01% (currently in a 7.21% drawdown)

US TLT -4.41% (Inception CAGR 15.32%)
US Momo +4.22% (Inception CAGR is 3.84%)

Day Trade strategy +1%

Started my day trade strategy 16th of November with 50% capital allocation. 100% capital allocation 10 days in. So far really enjoying the process and looking forward to designing the next system.

Goals for December

[ul]
[li]Start working on a new trading strategy (possibly WTT and/or another day trade strategy … I have some ideas cooking…)
Review the mentoring course online
Goals/planning for 2022
Review asset structures
Review strategic portfolio holds[/li]
[li][/li]
[/ul]

[Nick Radge]

US month not complete yet…

[KateMoloney]

Thanks Nick.

Clearly I’m still not firing on all cylinders. :unsure:

[KateMoloney]

November ~ correct results

ASX momentum +4.17% (Inception CAGR is -1.85%)
Growth Portfolio -2.01% (currently in a 7.21% drawdown)

US TLT -7.77% (Inception CAGR 11.27%)
US Momo +0.79% (Inception CAGR is 0.42%)

Day Trade strategy +0.21%

Started my day trade strategy 16th of November with 50% capital allocation. 100% capital allocation 10 days in. So far really enjoying the process and looking forward to designing the next system.

Goals for December
Start working on a new trading strategy (possibly WTT and/or another day trade strategy … I have some ideas cooking…)
Review the mentoring course online
Goals/planning for 2022
Review asset structures
Review strategic portfolio holds

*** Get my brain back. I am still adjusting to my new “ear” post operation.
Still have occasional dizzy spells and issues mentally comprehending things. It has kept me super focused because my capacity to handle things at the moment is limited.

[RobertMontgomery]

Congrats Kate on going live with your day trade system!

[KateMoloney]

Started researching and working on my second system. The goal for the next 3 months is to create a trend following system and another short term system.

Whilst I am researching, I have also been doing additional stress tests on my current day trade MR system.

I’ve backtested the same system on different time periods eg 90’s and in different markets – egR1000, R2000, all ords, NASDAQ, S&P500. It even worked on the All ords, although it wasn’t a high performer – it was still profitable.

[KateMoloney]

Attached

My initial testing period was 2005 – 2021 and I was happy with the metrics.

When I ran the other back tests and other markets I was happy with the results. It gives me more confidence to trade when I try to break the system in the testing stage.

You might note some of the 90’s equity curves are a bit crazy. The late 90’s/early 2000’s were highly profitable periods for the systems. One system posted 200% – 500% returns in the 98 – 01 period. The other one posted returns of 60% – 80% for 3/4 years in a row.

[Author]

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