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2020 REPORT CARD
In summary a record year for me with 5 of my 8 systems returning > 50% and my Strategic portfolio making big headway mainly thanks to $TSLA. The goal for 2020 was to continue to diversify through various portfolios, especially with my retirement account in Australia.
The 221% return shown above is from all the US strategies ex-High Frequency. It sits in a separate IB account & all Aust. portfolios sit in other accounts.
For the last 20-years my almost all ASX exposure was in the Growth Portfolio. With better understanding of signal luck, mainly thanks to @choffstein, that had to change.
Three more strategies were added & as can be seen by the Growth Portfolio, it was just as well.
I also added shorts to the Day Trade strategy in mid-October with almost immediate positive results. As mentioned herein I saw a marked increase in winning days (53% > 61%) and W/L ratio (1.0 > 1.3). Considering the brief window, they’re quite large improvements.
My next project is adding shorts to my HFT strategy. Initial testing is extremely positive but volatility is somewhat higher than I’m willing to cope with (must be getting old). I’ll scale that down by reducing the universe from all US stocks, to just the R-3000.
Another goal is to increase execution fill frequency on the Day Trade strategy which will increase profitability and smooth the equity curve.
Considering the years that was, both in the markets, in life and the BS from the regulator, I’m quite chuffed at how it all panned out.
Here’s to 2021 and #next1000trades.
-Nick
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