Len’s Journal

[LEONARDZIR]

Might also mention that one of their papers also shows that if in the prior month the XLU outperforms the $SPX you go into utilities, and if $SPX outperforms XLU you go into stocks. They also show excellent risk adjusted returns and drawdowns. Worth a look.

[LEONARDZIR]

JULY 2018

US MOMO -.72%
US MR +2.4%
Nasdaq Aggr +2.5%

[TimothyStrickland]

Interesting, I will look this up. Need to read this

[RobGiles]

Hi Len

Do you see much crossover of stocks between your US MOMO and Nasdaq Aggr systems?

[LEONARDZIR]

Rob,
Very little crossover. Currently running 2 rotational systems on SP500 and only stx which is on one of the systems is in my Nasdaq Aggressive system. Also added a more conservative Nasdaq system and so far very little crossover.

[LEONARDZIR]

August 2018

DTVI 8.76%
NasdaqMO 7.5%
USMOMO 5.85%
SP500RTN 4.27%
US MR 3.14%

Big upmonth for me. New equity highs for my portfolio.

[Nick Radge]

Nice one Len.

[LEONARDZIR]

Nick,
It is hard for me to believe how much I have evolved as a trader since I have been in the mentoring program. Can’t thank you enough.

[LEONARDZIR]

Barrons reported the tick size pilot program for US small stocks is ending Oct 1. It cost investors and traders 900 million because of the spread.

[LEONARDZIR]

Sept 2018

US MR +6.7
USMOC +3.5
USMOMO -0.3
SP500RTN -0.98
DTVI +1.09
NasdaqAGG +0.8

[LEONARDZIR]

On a personal note here is how I am dealing with the correction in the US market.
1. I retested all my strategies and all are performing within my expectation.
2. Most of my money is in rotational strategies and I’ve elected not to check the portfolio values until the end of the month when I make my trading decisions.
3. I’ve added some money to my MOC
4. i went out and bought my wife an expensive diamond bracelet.

Trying my hardest to trust the process.

[RobGiles]

Len Zir wrote:

On a personal note here is how I am dealing with the correction in the US market.
1. I retested all my strategies and all are performing within my expectation.
2. Most of my money is in rotational strategies and I’ve elected not to check the portfolio values until the end of the month when I make my trading decisions.
3. I’ve added some money to my MOC
4. i went out and bought my wife an expensive diamond bracelet.

Trying my hardest to trust the process.

but Len, have you backtested the effect of buying said ‘expensive diamond bracelet’ on your various strategies? It may not do what you expect.

[LEONARDZIR]

My wife asked me not to Backtest my diamond bracelet strategy.

[RobGiles]

LOL

[TimothyStrickland]

Len, it has been a challenge for me too. If I hadn’t went through this course there is no way I would be able to stick this one out. Now, I know my strategy works, I have backtested it, its robust and over the long term it has positive expectancy. It isn’t perfect, but no system is.

[Author]

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