Miguel’s Journal

[Anonymous]

November results
MRV +8.83%

MOC +0.12%

Swing (New) +0.82%

Combined
9.78%

Result to Date: +7.92%

[Anonymous]

December Results
All on US as I don’t trade other markets

MRV +6.97%

MOC -1.80% I am probably going to stop trading this one. After the lengthy discussions in the forum, I realise I am probably not going to achieve the backtest results

Swing +2.93%

Combined
+7.23%

Result to Date: +15.15%
(Started live trading 29 Aug 16)

[TrentRothall]

Well done, great results =]

[ScottMcNab]

I think most people got negative returns for US MOC systems for december Miguel. Is the lower band of the backtest result with 20% trade skip ok ? Nice to have diversification of systems (I imagine …..as have not achieved it myself !!)
Nice results

[Anonymous]

The MCS for the MOC system is at the lower (or worst) of the results and as many have already mentioned the main contributor was one or two days, Nick gave his explanation on this. I have tried reducing the entry signals and have managed to reduce the days where there would be more than my max positions but the results weren’t great. It is back to the drawing board on the MOC system.

The MRV MCS was almost to the exact % of the average of 500 runs.

[Anonymous]

January Results
All on US as I don’t trade other markets

MRV +3.82%

MOC +1.71% So much for stopping to trade this one, just can’t seem to push the stop “button”

Swing +1.76%

Combined
+7.35%

Result to Date: +22.74%

[ScottMcNab]

How is it combined Miguel ? Do you have a single equity pool which allocates money to all the systems depending on which system has an entry order first ?
Thanks
Scott

[Anonymous]

Hi Scott, I split my account 50/50
50% Trend Following (This is rules based with discretion as I have not developed a systematic approach that I am happy with yet)

50% to the 3 listed above – The MRV and MOC were developed together, I found the MOC in testing reduced the Max wait period, it has no index filter, whereas the MRV has an index filter and can sit on the sidelines for extended periods. The MOC system has not produced the desired results in live trading though, so I may not achieve the desired affect of reducing Max wait period. Bottom end of MCS runs.

The swing was an addition, it generates very few trades so I use the same capital as the MRV and MOC, it does sometimes use more capital than available but I have excess in the TF so combined it works out.

If I look at all of these combined:
TF is ±13% up
3 short term are ±22% up
All combined ±18% since I started with this setup end Aug 16 (I was trading the TF before)

This course has given me the extra I was missing in my trading as the TF is very slow and at times too discretionary for my liking, adding the MRV systematic approach has given me that “missing link”

[ScottMcNab]

Great results. Thanks for taking the time for explaining it to me.

[Anonymous]

February Results

US

MRV +3.51%

MOC +1.23% Still carrying on, just push the stop button damnit!

Swing – No trades

Combined 4.90%

Result to Date : +28.10% (7 months)
(The 3 use the same capital)

[Anonymous]

March Results

US

MRV +4.25%

MOC -0.71%% Damnit! Push the stop button Lol

Swing +2.45%

Combined 5.45%

[TrentRothall]

Nice work. You’re flying Miguel!

[Anonymous]

April Results

US

MRV +1.46%

MOC Stopped trading

Swing +4.30%

Combined 5.17%

[LEONARDZIR]

Miguel,
Those are outstanding results!
I don’t understand however how the combined results are higher than any of the components.
Len

[Anonymous]

Hi Len
It is the way I record it, as the 2 share capital. I look at them separately as if they trade on their own, but the capital is shared. The combined result is correct, the individual results are incorrect, they would be ±2 times higher.

[Author]

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