Rick’s Journal

[RichardKoziel]

July 2024

Wow Open Equity give back is not fun at all. I was away for Thursday and Friday big sell off and Monday morning is another bad gap down open. Has anyone tested a Equity Curve Regime filters? Or hedging options?  I would appreciate any thoughts. Thanks.
MR   + 3.26 %
Momo   – 4.6%

[Nick Radge]

Rick,
It’s always good to have an open mind and look to ‘better’ existing strategies. The only thing I would be cautious of, is to not optimise this event out – or any event for that matter. Each of these ‘uncomfortable’ events are slightly different from prior ones, which in turn means each future event will also be slightly different.

Usually the better action is to look closely at the backtest, study the bumps along the way, and accept them for what they are. 

[RichardKoziel]

Thanks Nick,
That is very sage advice. I’ll take a closer look at it and live it on a day to day review. Thanks.

It was the rapped give back of profits over the last few days that got me thinking there must be a way to evaluate selling pressure and adjusting to it.

Since switching over to systematic trading the last few years I have kept track of when I followed my systems 100%, when I was late to follow my systems and when I lost my mind and did not follow my systems. WOW that data alone was eye opening.

Thanks again

[RichardKoziel]

October has been a busy month. Have not found any better systems so far. So the learning will continue. I’m really enjoying it. Also we have a new puppy, a chocolate Lab to join our three year old Lab. He is a busy little guy so my time is limited right now on building new trading systems.

Momentum Weekly     2.1%
Momo WK & Monthly  2.7 %
MR 1   4.2%
MR 2  0.8 %

I was wondering if anyone is doing any trading Canada ?  If so which types of system is doing the best? Thanks all.
 

[RichardKoziel]

Hi All,

I’m just plugging along being one with my systems and experimenting with new ones. 
MR 1          1.5%
MR 2         -0.2%
Momo Wk   5.3

I like to wish everyone  happy holidays with your family and  enjoy the New Year! 
All the best,
Rick
 

[RichardKoziel]

Happy New Years All,

I hope this New Years fine everyone happy and healthy!

One of my Momentum systems has flipped to a defensive stance while another has not changed at all. Wait and see I guess for now.

Momo 01          – 3.7% for December and System YTD  43.6%

MR 01                 – 6.2% for December and System YTD 23.0%

MR02                  -3.0 % for December and System YTD 19.7%

My overall YTD returns are a bit lower do to the fact I muffed up some trades by placing a Limit Orders that did not get filled.  Hmmm still working on that.

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