Scott’s Journal

[ScottMcNab]

Sep 2021

MRV RUA -0.7%
MRV RUI 1.4%
MRV USA AK 0.4%
MRV USA RB 6.3%
MRV USA SM -2%
MOC USA -2.1%

[ScottMcNab]

Oct 2021

MRV RUA -2.1%
MRV RUI -2.4%
MRV USA AK -1.1%
MRV USA RB -5.3%
MRV USA SM 3.1%
MOC USA -1.4%

[ScottMcNab]

Nov 2021

MRV RUA 1.5%
MRV RUI -0.6%
MRV USA AK 2.3%
MRV USA RB 3.5%
MRV USA SM -1.0%
MOC USA 2.3%

[JulianCohen]

Pretty good results there mate

[ScottMcNab]

Thanks Julian..was underwater much of the month as a couple of systems colluded to decide JAMF was the way to go.

[JulianCohen]

JAMF….nice one. That’s a quality stock right there

[ScottMcNab]

Dec 2021

MRV RUA 1.8%
MRV RUI 0.2%
MRV USA AK 8.5%
MRV USA RB 4%
MRV USA SM 8.2%
MOC USA 7.6%

[ScottMcNab]

2021 Results

MRV RUA 15.1%
MRV RUI 21.7%
MRV USA AK 29.9%
MRV USA RB 3.6%
MRV USA SM 1.1%
MOC USA 13.2%

Established systems RUI and RUA did fine
Mixed bag with the experiments
MRV USA PB was discontinued at end of July after 16% loss
MOC started in Aug to replace PB so did ok to make 13% for the remaining 5 months of year
MRV USA RB will be replaced with second MOC in 2022
MRV USA SM remains but on probation

[MichaelRodwell]

Well done Scott!

Some nice results in there!

Everything in the black!

Good luck for 2022

[ScottMcNab]

Jan 2022

MRV RUA 2.4%
MRV RUI – 1.5%
MRV USA AK -0.5%
MRV USA SM 2.6%
MOC USA 10.9%
MOC RUA paper trading as coding error working through…made 1k for month before shut it down…on paper made a loss for month

also paper trading WTT system on XAO and RUA

[ScottMcNab]

July2022

MRV RUI   6.3%
MRV RUA  0.7%
MRV AK    9.8%
MRV SM   -4.2%

[ScottMcNab]

Aug 2022

MRV RUI    -0.7%
MRV RUA   -11.1%
MRV USA AK -2.3%
MRV USA SM  -7.3%

[ScottMcNab]

Sep 2022

MRV RUI -3.0%
MRV RUA -2.4%
MRV AK -1.3%
MRV SM -2.8%

Made a bit of cash back by not being fully hedged USD exposure so account down 0.5% for month…. wasn’t deliberate to start with but then let it run….don’t think will do that again…. what could possibly go wrong pursuing a discretionary system with aud/usd futures…

[ScottMcNab]

Spent most of the year sitting in cash on the sideline so ran back test to see how systems would have gone…most ok but was genuinely shocked at how badly my MRV system on RUA would have gone….trick now is to find out what happened without venturing into the curve fitting trap (first 2 systems ok…the third is the RUA shambles)

 

[ScottMcNab]

 

MRV AK

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