Scott’s Journal

[ScottMcNab]

June 2019

MRV RUI 0.5%
MRV XAO -0.4%

[ScottMcNab]

Finally got around to checking the results of competition I ran against my daughters from 1Jan to 30Jun
the picks in their portfolio were:
MCD, AMZN, AAPL and SPOT…..returns of 22%, 32%, 44% and 33%
$100 poorer and egg on my face

[Anonymous]

:ohmy:

[ScottMcNab]

July 2019

XTO Rotn -0.77%

MRV only traded part month as closed for IB to transfer to IB Aust and no longer margin

MRV RUI 1.42%
MRV XAO -0.16%

[MichaelRodwell]

Hey Scott,

Can you share your experience with the XTO rotational? I have a system built, tested and ready to go but just waiting to accumulate some more funds to put to work.

Mine is very similar to my NDX system however I found it got better results with a very simplified approach and taking 5 positions. I’m still using my MA/EMA index filter but going to test a simple 200MA to see if that makes any difference.

[ScottMcNab]

over the years I have changed systems like underpants Mike….part of beginners cycle…the actual code for this rotational system hasn’t changed much since developed it a few years ago though so maybe that’s something…traded it on RUI and XAO…cant even remember if used it on XTO before…
…. it takes 5 positions and will hold as long as remains in the top 10…..uses pretty simple index filter too…did go through a phase about 12 months ago of trying to be more inventive with index filters but have become uncomfortable with such a small sample size (may only trigger 10 times in entire backtest ) having such a large impact…so back to very simple filter..
did an old post where also tested it on multiple other markets but no historical constituents on that data set
results solid without setting world on fire

[ScottMcNab]

XTO rotational 1995-present

[MichaelRodwell]

Nice one – thanks Scott. Certainly results I’m comfortable with these days, particularly for the amount of work required on a monthly basis. I found it to be a positive experience stripping things out of my systems and seeing the results improve or remain just as good. I’m learning to accept simple and accept good enough – works reasonably well most of the time.

[ScottMcNab]

Aug 2019

RUI MRV -2.2%
XTO Rotn -1.3%

[ScottMcNab]

Sep2019

RUI MRV 1.3%
XTO Rotn -3.5%

[ScottMcNab]

Oct 2019

RUI MRV 1.4%
XTO Rotn -3.2%

[MichaelRodwell]

Hey Scott – hows your XTO system going in comparison to testing. Setting any records? After launching I had one of the worst months on history and then a string of loses but have dug pretty much out of that hole now.

[ScottMcNab]

Going crap
Must be broken

[ScottMcNab]

MRV equity finally back to where it was at the start of the year…got to celebrate the small victories….2019 started with a bang ….then brought back to earth in May…then lost margin in July…and had to claw back to break even without leverage…no doubt will be smooth sailing from here :blink: :S

now if only that damn rotation system would do something

[ScottMcNab]

Scott McNab wrote:

worst drawdown is always in front of you ?

I started paper trading this ETF system at the end of 2017….hasn’t really enjoyed 2018 to date…made me think a bit harder about that statement

always interesting to go back and test the systems in the graveyard
glad didn’t start with this one…was tempted in Jan 2018 when hit -16%

i was thinking must have just been case of curve fitting…then remembered ripped idea of a Larry Williams book and designed system for stocks and then decided to see if would do ok on etf….at the end of 2017 when first tried it on etf’s it looked great

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