Everyone elses MOC seems to be making money, mine is doing bugger all. Very disappointed it hasn’t performed in this year’s volatility.
Check that your realtime trades matching your backtests for the same period.
Backtest yielded +0.6% for Feb 19 trade number was 1 less real time vs B-test. I do spot checks of the system vs the real time results 2-3 times / week.
Good news Rob as long as are matching. I try (not always successfully) to not worry too much about relative performance with other systems ..my MRV doing ok this year but this snapshot doesn’t tell the whole picture…they are all coming off significant drawdowns from Oct so were due for a good run based on probabilities…the XAO MRV is still not out of the drawdown yet
Thanks guys….yes good news that reality more or less matches the b-test, but my frustration is that the system isn’t producing decent returns when volatility has increased compared to other systems in here. Its not providing me with the expected diversification to the momentum / trend following systems. I will keep researching new ideas. I can wear and understand the DD in the Momentum system.
Same for me. Actually I am deeper drawdown now that my momentum systems went live and the market promptly decided to sell-off. Nick’s email was timely, damned if you do, damned if you don’t. Luckily my MR system is off-setting the drawdown a little which is exactly why took it live as well.
