Miguel’s Journal

[Anonymous]

June ’20 Results

NDX-100 Momo: +2.83%

Trend: +0.10% Rules based, discretionary.

Total A/c: +1.23%

[Anonymous]

July ’20 Results

NDX-100 Momo: +7.31%

Trend: +5.45% Rules based, discretionary.

Total A/c: +6.34%

[Anonymous]

Aug ’20 Results

NDX-100 Momo: +10.26%

Trend: +0.10% Rules based, discretionary.

Total A/c: +4.39%

[Anonymous]

Changes I am making:
NDX-100 Momo: In backtesting I had looked at Price Filters and it’s impact on results. At the time there was little impact so I had a max price limit in my system.
Mistake! I missed out on the TSLA move.
As I was looking at the good results in the community on momentum systems it got me looking at why I was lagging / missing out.
The good is that it was not my system, but the limit I put on it.
The price limit is is now getting scrapped and I move forward.
The price limit – instead of being ±47% YTD I am ±20% YTD. Lesson learnt.
Well done guys, great results!

[Anonymous]

That is interesting. I would never have thought of putting in an upper price limit.

Still, nice to see it has now been scrapped! hehehehe

[Anonymous]

Sep ’20 Results

NDX-100 Momo: +5.69%

Trend: -6.52% Rules based, discretionary.

Total A/c: -1.20%

Wasn’t paying attention on the discretionary system and paid the price. A few 1R losers in a row that should have been managed better. Learn and move on.

[Anonymous]

Oct ’20 Results

NDX-100 Momo: +2.05%

Trend: +0.17% Rules based, discretionary.

Total A/c: +1.07%

[Anonymous]

Nov ’20 Results

NDX-100 Momo: +26.77%

Trend: +5.73% Rules based, discretionary.

Total A/c: +15.97%

[Anonymous]

Dec ’20 Results

NDX-100 Momo: +2.70%

Trend: +3.51% Rules based, discretionary.

Total A/c: +3.14%

[Anonymous]

Jan ’21 Results

NDX-100 Momo: +2.08%

Trend: -0.87% Rules based, discretionary.

Total A/c: +0.66%

[Anonymous]

Feb ’21 Results

NDX-100 Momo: +2.35%

Trend: -3.46% Rules based, discretionary.

Total A/c: -0.43%

[Anonymous]

Mar ’21 Results

NDX-100 Momo: -7.25%

Trend: +0.52% Rules based, discretionary.

Total A/c: -3.71%

[Anonymous]

Apr ’21 Results

NDX-100 Momo: +0.43%

Trend: +5.55% Rules based, discretionary.

Total A/c: +2.95%

[Anonymous]

May ’21 Results

NDX-100 Momo: -0.34%

Trend: -4.42% Rules based, discretionary.

Total A/c: -2.40%

[Anonymous]

Jun ’21 Results

NDX-100 Momo: +7.49%

Trend: -2.18% Rules based, discretionary.

Total A/c: +2.85%

Some adjustments need to be made to “Trend” to account for corporate actions which I haven’t updated, should make the result better

[Author]

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