Len’s Journal

[Nick Radge]

Thanks Len. Have you been able to code that up in RT?

[LEONARDZIR]

No I haven’t. However he provides spreadsheets that I used to test the results of using different indicator combos and allocations on each system.

[LEONARDZIR]

November 2023

TLT    +3.94%
Daily Trend futures   0.0%
Daily Trend Stocks +3.6%
ETF Portfolio 5.8%

Total Account  +4.9%

Made a number of changes in October. Moved a significant amount of my ETF portfolio to buy and hold (50%stocks/50% bonds). Will consider switching  into Nick’s all weather portfolio when he makes it available on the chartist site. Did not trade the VIX system I mentioned in Sept although it did well in November.. Switched to trend trading stocks on a daily  basis from a weekly basis.  Strong November for equity markets led to nice returns for me this past month. I continue to watch the 70 or so systems in AllocateSmartly. Most had a down year in 2022 and surprisingly most are sitting with little or no no gains in 2023 despite the SPY up 19%.

[LEONARDZIR]

As a piece of information I just noticed that Peter Brandt points out a massive Cup and Handle on the weekly chart of the Nasdaq. It is worth checking out. If you follow chart patterns the Target for the qqq is 516 or about 33% above the recent highs. Should be really good nes for TLT.

[LEONARDZIR]

A followup on my prior post. On the systematic side I increased my allotment to TLT. On the discretionary side I have been trading Nasdaq stocks for my trend trading and will continue to do so if the cup and handle continues to play out. Had a really good November holding stocks like MSFT, and AAPL all in good uptrends as wellas qqq and TQQQ.

[LEONARDZIR]

Dec. 2023

TlLT + 6.89%
Daily Trend Futures. -2%
Daily Trend Stocks. +6.44%
US Momo  + 11.1%
ETF portfolio. +4.1%

Total Account +3.5%

Another good month for me. Daily Trend Stocks which is mostly discretionary benefited from continued strong uptrends in Tech Stocks. I was waiting to switch the ETF portfolio from fixed 50/50 stocks/bonds to AllWeather but haven’t settled on formula to use.

[LEONARDZIR]

TLT. not TILT

[ScottBilton]

Nice return Len, you were trading VIX (QuantifiableEdges) a few months ago, how did that turn out. Was there a lot of manual work needed?

[LEONARDZIR]

Scott,
I stopped trading Vix/VXX mostly because I decided I was trading too many systems and wanted to cut back. I did have good results and haven’t ruled out trading the Vix/Vxx systems in the future. 

[LEONARDZIR]

Jan. 2024

TLT  +3.68%
Daily Trend Stock

[ScottBilton]

Len seems like you hit Submit before all your results were in

[LEONARDZIR]

Scott, thanks, you’re right.

[LEONARDZIR]

February 2024

All Weather:  +8%
TLT. + 9.18%
US momo. +14.66%
Daily Trending Stocks +6%
Daily Trending Futures ~0.2%
Weekly Trend Stocks :+11.87%

Total Trading Aacount + 5.8%

[LEONARDZIR]

March 2024

TLT  -.64%
Weekly trending stocks  +1.4%
All Weather US   +4.29%
Daily trading Stocks   -.05%
Daily Trend futures +1.8%
US MOMO +6.27%

Trading account  +2.6%

[LEONARDZIR]

April 2024

TLT  -3.72%
Weekly timing stocks  -11%
All Weather  -3.68%
Daily Trading Stocks -0.8%
Daily Trend Futures  +7.15%
US MOMO -3.75%

Total portfolio -1.9%

Bad April for stocks but excellent April for Trending Futures. Impressed with how the Futures portfolio (low correlation with Stocks) helped moderate losses from my stock portfolio. Mulling over the appropriate allocation  to futures vs. Stock systems. Currently 26% futures/74%.
 

[Author]

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