Terry’s Journal

[TerryDunne]

LOL…but it’s cold here in Sydney!

[TerryDunne]

Hey Glen,

I reckon you’re spot on, and it’s a good reminder thank you.

[TerryDunne]

June 2024

MOC 1000    1.15%
MOC 2000    7.60%
MOC Short    0.40%
MR 2000     17.32%

Total             4.82%

[TerryDunne]

July 2024

MOC 1000    (8.69%)
MOC 2000    (1.34%)
MOC Short     1.33%
MR 2000      (8.28%)

Total             (5.17%)

Ugh.

I’ve changed my regime filter – this was the first month using the new one – so I trade much more. That meant that I traded on one really bad day for my MOCs, which would have been avoided if I had still been using the old regime filter. The back tests support the change, with significant improvement in ROR and a slightly lower MDD, but I’m not sure it’s right for me.

I’m concerned in particular about the impact of slippage given the back test trades 40% more…time to compare back tests for the month with actuals.

I hope everyone else got through the month OK.

[TerryDunne]

August 2024

MOC 1000     13.66%
MOC 2000     26.48%
MOC Short      2.62%
MR 2000      (30.17%)

Total              17.58%

 

[GlenPeake]

WOW!!! Well Done Terry!

[smurfki0808]

Yikes, volatility creates opportunity! A big bounce back from July!

[TerryDunne]

Yep, volatility is my friend!

[TerryDunne]

September 2024

MOC 1000    0.72%
MOC 2000    2.15%
MOC Short  (0.45%)
MR 2000      11.63%

Total              1.74%

[TerryDunne]

October 2024

MOC 1000 4.44%
MOC 2000 0.37%
MOC Short 4.27%
MR 2000    4.10%

Total          4.06%

[TerryDunne]

November 2024

MOC 1000     0.11%
MOC 2000  (13.14)%
MOC Short    8.29%
MR 2000      23.52%

Total           (1.56%)

A very weird month for me – gentle up trend in the overall market, but my shorts had their best month ever and my Russell 2000 MOCs had their worst month ever. Feels like opposite land. I do recall reading someone who had the idea that smaller cap stocks change direction first…anyway, doesn’t matter, will just keep placing the orders.

[BenOsborn]

Funny, my shorts had the worst month ever, I got creamed daily after the election.  Only started to recover a little from this week but I expect I am still going to be down a decent amount when I run the numbers for the month. 

Nice result on MR2000.

[BenOsborn]

Just goes to show that what is in your mind is not always correct. Now that I have run the numbers, while the shorts did get hammered after the election they were what recovered over the last week to roughly halve my max drawdown throughout the month.

[Author]

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