Happy new year everyone and best wishes for the coming year
Dec 2023
Monthly Momentum : 1.5%
MRV : -3.45%
MOC : 0.12%
Total Account : -1.11%
Year 23
Momentum : 9.39%
MRV : 1%
MOC : -7.67%
Account : -4.91%
I had stupid mistake with MOC during the year by entering account size wrong that costed me 10% loss of the total account instead of 1%. In general live trading and backtests are aligned. I feel my systems are not aligned with the market since all of them in backtest are showing the largest DD in the period of 22-23 especially long systems.
I need to sit and check what is going on, but since 2020 the performance of the systems in backtest is different from the duration before as if there is change in character in the market and my systems couldn’t adapt to it. Dec 2023 most of the stocks and the general market were going up and the move was huge in comparison to my returns. Also i noticed that my momentum systems are buying late in the trend so after i buy i catch a small piece of it and then the movement stops.
