Nick Radge – Daily Journal

[Nick Radge]

Tim posted some stats on his current drawdowns. Here are mine currently:

ASX
Growth Portfolio: 0%
WTT: 0%
ASX Momo: -5.06%

US
HFT: -15.50%
US Momo: -7.13%
MOC: 0%
DTVI: 0%

[TimothyStrickland]

Thanks Nick,

very helpful to know that your MRV is struggling like mine is. Good to know it probably isn’t the system itself but probably just the way the market is at the moment.

[Nick Radge]

Actually, my HFT data was incorrect. Current drawdown is -15.5%.

[LeeDanello]

Hi Nick,

Re the fixed percentage allocation change, to the US Momentum Portfolio, might the performance metrics have been updated to reflect this change? If not, might you be able to share the backtest results for the new allocation method?

Thanks
Lee

[Nick Radge]

Will do.

[TimothyStrickland]

Either way, looks like my MR system is starting to pull out of it while my momentum systems are continuing to set record highs with MRNA and TSLA.

[Nick Radge]

My ASX Momo strategy having a drawdown so I’m topping up the allocation by 25%.

The average drawdown over the last 20-yrs is -19% and the last 10-yrs is -16.7%.

We’re currently at -13.5%.

[Nick Radge]

September 2021

ASX
Growth Portfolio: -1.42%
WTT: +8.09%
ASX Momo: -10.26%

US
HFT: -6.90%
US Momo: -1.99%
MOC: -2.65%
DTVI: -3.31%

[GlenPeake]

Nice going with the WTT in a bumpy market this past month Nick.

[Nick Radge]

October 2021

ASX
Growth Portfolio: +1.69%
WTT: +1.08%
ASX Momo: -3.83%

US
HFT: +8.12%
US Momo: +6.35%
MOC: -1.34%
DTVI: +5.59%

I’ve started trading the HFT on the R-2000 this month. It will not be introduced to members though.

I’ll also be making a small tweak to the day trade system starting Monday.

[TerryDunne]

Wow Nick, 8.1% on HFT!!!

That’s Mean reversion, right? That’s a really good result.

[Nick Radge]

That’s correct. Was +13% a few days ago, so it swings.

[Nick Radge]

November 2021

ASX
Growth Portfolio: -0.65%
WTT: -5.49%
ASX Momo: +1.69%

US
HFT: -7.49% Trading R-1000 & R-2000. Was +8% just a few days ago…
US Momo: +0.58%
MOC: -3.58%
DTVI: -3.02%

[GlenPeake]

Similar story here for the HFT/MR strategies Nick….. looked really good the first 2-3 weeks into the month, then…… dropped off a cliff.

[ChrisThong]

Hi Nick,

Just saw your post in Twitter that your youngest daughter tested positive of COVID. I hope she is doing well. All the best to you and your family.

[Author]

Posts