Omar’s Journal

[OmarAouane]

Sorry. Here is the zoom.
I am running version 6.30.5 (Mar 18 2019)

Seems it is a database issue as I get different outcomes if I run yesterday’s exploration

[OmarAouane]

I get this error too in the exploration

[Nick Radge]

Maybe try putting that symbol in an exclude list and see if’s causing the issue itself.

[OmarAouane]

Thanks Nick.
I inserted the problematic symbols in the exclude list and issue disappeared… weird.
I will contact you next week regarding the API issue,I have not been able to resolve it yet despite your advices.
Great week end

[Nick Radge]

I would report the symbol issue to Norgate.

[OmarAouane]

JUNE 2021:

BBO: 0.01%
Momo1: -6.20%
Momo2: 1.74%
Momo3: 2.08%
Daily MR: -2.54%

Overnight Account: -0.58%

US MOC: -0.39%
US MOC Short : 0.00% ( index filter OFF)

One rotational system hit a pretty sharp drawdown (-30%) Not really worried.

MOC was (logically) really sleepy this month.

Been quite busy on the personal level last few weeks.

80% investd.

[OmarAouane]

JULY 2021:

BBO: -3.8%
Momo1: -9.78%
Momo2: 0.00%
Momo3: -1.16%
Daily MR: 5.18%

Overnight Account: -0.66%

US MOC: -0.56%
US MOC Short : 0.00% ( index filter OFF)

A bit a struggle with rotatioanal system. No intention to change.
Still 80% invested.
Will do a review at end of summer.

[OmarAouane]

AUGUST 2021:

BBO: 1.6%
Momo1: 5.08%
Momo2: 0.00%
Momo3: 4.14%
Daily MR: 5.18%

Overnight Account: 3.07%

US MOC: -0.16%
US MOC Short : 0.00% ( index filter OFF)

Overall decent month. Missing gains on the BBO from older positions that I did not enter.
A bit of perf difference on my monthly rotational. A bit strange, could be due to sizing or compounding.
Still 80% invested.
Following last week call, I bought some discretionary protection (tiny amount) at the portfolio level for the month to come.

[OmarAouane]

SEPTEMBER 2021:

BBO: -4.03%
Momo1: -3.91%
Momo2: 0.91%
Momo3: -4.61%
Daily MR: -4.61%

Overnight Account: -3.10%

US MOC: -0.93%
US MOC Short : 0.00% ( index filter OFF)

Not much to add, pretty in line, I like the semi-diversification of the portfolio. Most of of my Index filters are getting closed to get triggered so the damage should be contained in case of further deterioration.
I will have to stop my MOC strategies going forward for the time being ( just when I bought the API… arghhh…)
Thiose month really highlight the benefits of systematic trading for the ease of my mind.
Not much too

[OmarAouane]

OCTOBER 2021:

BBO: 4.09%
Momo1: 3.00%
Momo2: 7.41%
Momo3: 5.69%
Daily MR: 5.06%

Overnight Account: 5.32%

MOC not trading at the moment (have doing so so)
Rest is going according to plan. Momo2 entered 1st week of month ( was quite nervous) and will exit monday.
Just follow the plan…

[OmarAouane]

NOVEMBER + DECEMBER 2021:

BBO: -2.38%/-2.18%
Momo1: -17.00%/-9.94%
Momo2: 0.04%/0.63%
Momo3: -1.63%/-10.01%
Daily MR: -3.77%/4.06%

Overnight Account: -3.27%/-1.42%

It has been been a rough period both personally and trading wise. Spent holidays time to review some strategy and understand what went wrong.I still believe it is still early to tact or rstop some systems.

[OmarAouane]

JANUARY 2022:

BBO: -5.8%
Momo1: -21.2%
Momo2: -8.3%
Momo3: -9.9%
Daily MR: -10.3%

Overnight Account: -8.07%

Nice deep drawdowns across the boards. Just need to go throught it. Trying to look for aditional ideas but iI feel my learning curve is kind of flattening. This is what annoys me the most.. Patience required.

[OmarAouane]

FEBRUARY 2022:

BBO: 1.46%
Momo1: 0.0% (cash all month)
Momo2: 0.0% (cash all month)
Momo3: 0.3% (cash on first day)
Daily MR: 4.08%

Overnight Account: 1.14%

Quiet month, holding few positions. Working on a modified version of WTT for next wave.

[OmarAouane]

MARCH 2022:

BBO: -1.40%
Momo1: 0.0% (cash all month)
Momo2: -1.77%
Momo3: 0.0% (cash all month)
Daily MR: 2.80%
WTT: 3.15%

Overnight Account: 0.56%

Sorry for late update. Quiet month again, the Daily MR system is showing some great resilience and coherence and will get increased allocation soon

[OmarAouane]

APRIL 2022:

BBO: -4.31%
Momo1: 0.0% (cash all month)
Momo2: 1.65%
Momo3: 0.0% (cash all month)
Daily MR: -0.64%
WTT: -10.90%

Overnight Account: -2.12%

Difficult month but I guess it’s part of the game… just patience

[Author]

Posts