Scott's Journal

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June 8, 2020 at 10:34 pm #103250

ScottMcNab
Participant

RUA 10×10

June 8, 2020 at 10:35 pm #103251

ScottMcNab
Participant

RUA 20×5

July 2, 2020 at 9:22 am #103252

ScottMcNab
Participant

June 2020

XTO Rotn: still turned off
XAO Rotn Bailout: 3.7%

MRV RUA: -0.3%
MRV RUI: -1.3%

August 1, 2020 at 6:31 am #103253

ScottMcNab
Participant

July 2020

XTO Rotn off
XAO Rotn 2.2%

MRV RUA -0.8%
MRV RUI 1.3%

September 1, 2020 at 3:13 am #103254

ScottMcNab
Participant

Aug 2020

XTO Rotn off
XAO Rotn -3.6%

MRV RUA 3.9%
MRV RUI 0.3%

October 1, 2020 at 12:59 am #103255

ScottMcNab
Participant

Sep 2020

Rotn all off (these systems are just not up to scratch…back in research…going in circles [instagram]:unsure: [/instagram])

MRV RUA 4.0%
MRV RUI 3.2%
MOC Long USA 7.0%
MOC Short USA 3.8%

October 1, 2020 at 1:12 am #112209

TrentRothall
Participant

Boom, nice Scott!

October 1, 2020 at 1:43 am #112211

Nick Radge
Keymaster

Well done Scott.

October 1, 2020 at 2:36 am #112218

GlenPeake
Participant

Nice work Scott!

The MOC’s!!! They look new….!?

October 1, 2020 at 5:10 am #112221

ScottMcNab
Participant

Yep..moc are new….10 positions each…cash accts (same as all my systems)

October 1, 2020 at 5:21 am #112224

GlenPeake
Participant

Scott McNab wrote:

Yep..moc are new….10 positions each…cash accts (same as all my systems)

WOW…!!! Super effort on the MOC’s with cash accts… Solid numbers!!

How do the CAR/MDD numbers look on a backtest Scott? I’ve struggled to find a MOC that’s viable without leverage.

October 1, 2020 at 6:33 am #103256

ScottMcNab
Participant

Results are for 2010 to present Glen for Long (just scrapes into my 20% rule but like the diversification of exits between mrv and moc)

October 1, 2020 at 6:33 am #103257

ScottMcNab
Participant

and short for same time period

October 1, 2020 at 6:40 am #112229

JulianCohen
Participant

Good stats on the long system for no leverage Scott.

October 1, 2020 at 7:21 am #112230

GlenPeake
Participant

Well Done Scott!!!! I couldn’t get much better then a CAR of 14% from memory on the LONG side….. to get 20% you’ve done very well…. nice low DD as well!!!!

All the best with the 2 new systems!!!

Cheers
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