Miguel’s Journal

[TimothyStrickland]

Great results there Miguel

[Anonymous]

Aug ’19 Results

US

MRV: -9.17%

MOC: -4.17%

NDX-100 Momo: -0.92%

Trend: +0.68% Rules based, discretionary.

Total A/c: -1.82%

Story of the past ±18 months on the short term systems, positive for a month or 2 and give it back, just keep on plugging away.

[Anonymous]

Sep ’19 Results

US

MRV: -7.55%

MOC: -0.07%

NDX-100 Momo: -2.75%

Trend: -4.62% Rules based, discretionary.

Total A/c: -3.96%

[Anonymous]

Oct ’19 Results

US

MRV: -1.77%

MOC: +1.09%

NDX-100 Momo: +5.42%

Trend: +3.05% Rules based, discretionary.

Total A/c: +2.94%

[Anonymous]

Nov ’19 Results

US

MRV: +5.67%

MOC: +1.55%

NDX-100 Momo: +2.66%

Trend: +3.63% Rules based, discretionary.

Total A/c: +3.37%

[Nick Radge]

Nice work Miguel.

[Anonymous]

Dec ’19 Results

US

MRV: +5.03%

MOC: +3.13%

NDX-100 Momo: +6.37%

Trend: +2.67% Rules based, discretionary.

Total A/c: +4.19%

[Anonymous]

2019 in review:

2 systems binned, I haven’t looked back to see if sticking to them would have been rewarding. The decision was also taken from a portfolio point of view.
These systems were down 7.23% and 26.68% when I stopped trading them.

The ones I continued with:

MRV: -1.61%

MOC: +7.04%

NDX-100 Momo: +10.84% (Finished the year at new highs)

Trend: +5.58% Rules based, discretionary.

Total A/c: +0.93%

I have learnt some valuable lessons in the past 2 years where my results have been quite poor. I may have got a little too aggressive at one stage and paid the price. I “shared capital” on some systems and therefore increased leverage. By stopping 2 of the systems I decreased the leverage.
DD maxed at ±20% and now at ±10%

I wish everyone a profitable 2020 and beyond.

[Anonymous]

Jan ’20 Results

US

MRV: -3.26%

MOC: -0.46%

NDX-100 Momo: +2.06% – > Correction +4.81%

Trend: +1.53% Rules based, discretionary. – > Correction 2.03%

Total A/c: +0.86% – > Correction +1.94%

[Anonymous]

Feb ’20 Results

US

MRV: -9.19%

MOC: +1.34%

NDX-100 Momo: -7.77%

Trend: -1.30% Rules based, discretionary.

Total A/c: -4.00%

[Anonymous]

MRV – System has been running for almost 2 years. It got off to a good start and then went into DD. Recovered, almost to new equity highs and then DD and that has happened now for the 4th time. A few months of good results only to get wiped out in a few days. The system is at ±23% DD after almost reaching new equity highs during the month. 2 years of zig-zag.

MOC – Pretty much flat lining for 2 years. Yesterday it had a 7.80% gain for the day which took it to levels last seen over a year ago, also pretty much 2 years of sideways.

Momo and trend have gained over the same period.
I am considering stopping the short term systems and only trading Momo and trend. Over the 2 year period the systems with less work have had more gains. Prior to that I did have good results with the MRV, but gave a lot of that away in the Feb 18 fall.

Some decisions to make

[TimothyStrickland]

Hi Miguel, similar thing for me, my MRV was doing good and then back to square one, while my momentum system has been tracking higher overall.

[Anonymous]

Mar ’20 Results

US

MRV: +2.87%
Discontinued, profit was from existing trades at end Feb

MOC: 0.00%
Discontinued

NDX-100 Momo: +1.57%
From profit on exits, system in cash from 1 Mar

Trend: +1.71% Rules based, discretionary.

Total A/c: +1.84%

The decision to discontinue MRV & MOC was made at the beginning of March and had nothing to do with the events of the month. MRV would have been sidelined in any case with the index filter. MOC would have gained some, but who’s watching

[Anonymous]

Apr ’20 Results

NDX-100 Momo: 0%
Remains in cash

Trend: -0.41% Rules based, discretionary.
I am 100% bearish on global equities, my portfolio only has long positions, mainly in Asian markets. I do not MtM non US stocks. Opinion vs Trading

Total A/c: -0.25%

[Anonymous]

May ’20 Results

NDX-100 Momo: 0%
Back in on Monday – If I added discretion here, I would not be getting back in!

Trend: -2.44% Rules based, discretionary.
A frustrating period, taking a few quick losses while waiting for the open ones to work out. Leaning more to a swing style which has also meant a few stop outs and then bouncing back by not giving enough breathing room. Been here before and no doubt will be here again, just got to wait for the winners to start kicking in.

Total A/c: -1.50%

Great work on the MRV / MOC, you guys smashed this month

[Author]

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