[AnthonyFuentes]

November 2024
[list]
[*]R1000 monthly rotational: +12.9%
[*]NDX100 monthly rotational: +14.3%
[*]MR 1: -3.6%
[*]MR 2: -0.6%
[/list]
Total account return this month: +7.70%

MaxDD YTD: 6.20%
Total account YTD return: 54.31%

Cheers everyone!
 

[AnthonyFuentes]

October 2024
[list]
[*]R1000 monthly rotational: +8.8%
[*]NDX100 monthly rotational: +0.7%
[*]MR 1: -2.2%
[*]MR 2: +2.0%
[/list]
Total account return this month: +4.48%

Total account YTD return: 42.51%

A solid month.

It’s almost the end of the year and I’ve been trading this ensemble of 4 systems since the beginning of last November. My takeaways thus far with my backtest in mind are that the NDX100 system does seem to be the weakest of the bunch. Although this system has shown periods in the past where it has exceptional performance it can have some really sour periods, like the 50% drawdown around 2022 and the somewhat unimpressive relative performance vs. the overall market this year. In the following screenshot you can see when it gives it back, it really gives it back. Of course, this is one year, but something to chew on for me.

Cheers everyone!
 

[AnthonyFuentes]

September 2024
[list]
[*]R1000 monthly rotational: +5.1%
[*]NDX100 monthly rotational: +1.4%
[*]MR 1: +0.8%
[*]MR 2: +0.8%
[/list]
Total account return this month: +7.15%

Total account YTD return: 36.90%

Back to new equity highs in September and of course I’m forgetting all about my comments for July and August 
Nice to see many here continuing to perform well. Cheers everyone!
 

[AnthonyFuentes]

I agree Julian and thanks for the feedback. When I do have time to look into it I want to see how dynamic position sizing/rebalancing could work for those rotational systems. I know I’m going to give up overall PNL, but getting a smoother ride could make those tough months easier to get by.

[AnthonyFuentes]

July 2024
[list]
[*]R1000 monthly rotational: -0.5%
[*]NDX100 monthly rotational: -3.5%
[*]MR 1: +2.1%
[*]MR 2: -1.3%
[/list]
Total account return this month: -4.59% 

August 2024
[list]
[*]R1000 monthly rotational: +0.9%
[*]NDX100 monthly rotational: -1.2%
[*]MR 1: +1.5%
[*]MR 2: +4.1%
[/list]
Total account return this month: +5.7%

Total account YTD return: 27.81%

July was brutal, in the end it was a small percent loss, but seeing those losses for what felt like an entire week there in July was tough. Mostly those losses came in the NDX100 rotational system. I am planning to work on that aspect of these combined systems as it’s the weakest link in the backtest and also in the forward test.

August saw a nice recovery and almost reached new equity highs.

Onto the next one. Cheers everyone!

[AnthonyFuentes]

June 2024
[list]
[*]R1000 monthly rotational: -1.0%
[*]NDX100 monthly rotational: +3.3%
[*]MR 1: +0.8%
[*]MR 2: +0.7%
[/list]
Total account return this month: +3.12%
Total account YTD return: 26.79%

Cheers, everyone!

[AnthonyFuentes]

Thank you, Nick and Sean!

[AnthonyFuentes]

May 2024
[list]
[*]R1000 monthly rotational: +2.8%
[*]NDX100 monthly rotational: +2.0%
[*]MR 1: +2.8%
[*]MR 2: -0.4%
[/list]
Total account return this month: +8.53%
Total account YTD return: 23.02%

I started live trading my day trading system this past month, but not going to post stats to that one for the time being as I’m still making many changes. I just wanted to start getting forward testing going and I’m using small size.

Looks like a lot of others are doing well in here. Great to see.

Cheers, everyone!

[AnthonyFuentes]

April 2024
[list]
[*]R1000 monthly rotational: -1.9%
[*]NDX100 monthly rotational: -0.8%
[*]MR 1: -0.1%
[*]MR 2: -0.2%
[/list]
Total account return: -3.40
Total account YTD return: 13.24%

Gave some back in April, onto the next one.
Cheers, everyone!
 

[AnthonyFuentes]

March 2024
[list]
[*]R1000 monthly rotational: 2.3%
[*]NDX100 monthly rotational: –0.4%
[*]MR 1: -1.1%
[*]MR 2: –0.2%
[/list]
Total account: 2.9%

Cheers, everyone!

[AnthonyFuentes]

Nice to see the green for many of the traders here!
February 2024
[list]
[*]R1000 monthly rotational: 4.6%
[*]NDX100 monthly rotational: 2.7%
[*]MR 1: 2.2%
[*]MR 2: 0.2%
[/list]
Total account: 9.6%

Since early January I started working on a day trading system that uses lower time frames. It’s more a hands-on system, but I’m trying to make it as systematic as possible. Unfortunately, without trusty RealTest and Norgate-like data it’s been a bit slower going. Fortunately, everything I learned from this course has continue to prove to be applicable to any kind of system build. That’s where my focus and effort will be for the next few months.

Cheers everyone!

[AnthonyFuentes]

Nice feature. Thanks Nick!
I ended up just commenting out all the systems, but the one for which I wanted stats.

[AnthonyFuentes]

January 2024
[list]
[*]R1000 monthly rotational: 0.2%
[*]NDX100 monthly rotational: 1.8%
[*]MR 1: 0.7%
[*]MR 2: 0.6%
[/list]
Total account: 3.3%

[AnthonyFuentes]

December 2023
[list]
[*]R1000 monthly rotational: 2.2%
[*]NDX100 monthly rotational: 1.0%
[*]MR 1: 0.6%
[*]MR 2: 0.8%
[/list]
Total account: 5.6%

Overall 2023 was a disappointment for my trading. I ended up nearly flat for the year. I didn’t put in the work this year and that’s on me. Onto the next.
WIshing everyone a good start to 2024!

[AnthonyFuentes]

November 2023
[list]
[*]R1000 monthly rotational: 0%
[*]NDX100 monthly rotational: 0%
[*]MR 1: 1.6%
[*]MR 2: 0.4%
[/list]
Total account: 2.0%

Rotational systems went to cash just as the market roared back in November. Can’t catch ’em all  They turned back on for December, let’s see how it goes.

Wishing you all happy holidays and a happy new year!

[Author]

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