[BenOsborn]

Sure, I have attached a screenshot.  NASDAQ, Russell 1000, Russell 2000, Russell 2000 with simple trend filter.

Results are nothing to write home about on their own but I am just looking for something that is simple and robust that is not overly correlated to my other MOC strategies.  If I did go ahead with adding something like this (the NASDAQ version) to the rest of my MOC strategies it reduces overall drawdown of the combined portfolio a little whilst increases he CAGR a little.

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[BenOsborn]

Anyone else having a problem with the recording?  I am getting the following:Sorry, we couldn’t find that pageMake sure you’ve typed the URL correctly, or try searching Vimeo. You could also watch one of the videos below instead.

[BenOsborn]

June 2024 Performance

US
Combined MOC -2.37% 
Schwing (semi – discretionary) -8.69%

July 2024 Performance

US
Combined MOC -5.89% 
Schwing (semi – discretionary) -3.58%

Rough couple of months.  All the damage to MOC was done in 3 sessions where I got hammered 4% / 5% in each session.  The rest of the month was ok.  Schwing system I got caught in a biotech which came out with bad trial results and gapped down below my stop resulting in a loss 10x what I had intended.

[BenOsborn]

Hi Rick,

If you are using RealTest you can load your trades into it. There is an example script called actual trades (or something like this). You can add multiple systems to it and also use your system rules as a benchmark. This is what I do.

[BenOsborn]

Yeah last two nights have been the worst two nights for me in a long time. MOC got belted by my shorts two nights ago when things went up and then belted by my longs last night when they came back down.

Losses on my Swing trades last night pretty much equaled the gains from the night before.

I had a feeling it was going to happen. You win some, you lose some.

[BenOsborn]

May 2024 Performance

US
Combined MOC +0.48% 
Schwing (semi – discretionary) -1.39%

The month started out great for both systems and then went south in the 2nd half.  Swing system was up 8% / 9% before having only 2 positive days in the second half.  Fell asleep after a long day at work and missed putting MOC trades on one night and missed out on a 1% gain.  Shit happens, onto the next month!

[BenOsborn]

I feel you there Terry. I had a great start to the month and then everything crapped itself for the second half. Swing system went from 8%/9% up to finishing negative. I had only 2 positive days in the second half of the month. MOC just held onto a gain.

[BenOsborn]

April 2024 Performance

US
Combined MOC +0.89% 
Schwing (semi – discretionary) +8.15%

MOC was 4.5% better until last night!  Caught a stock that tanked in 2 systems.  You win some, you lose some.

[BenOsborn]

Turn all of my MOC systems off and they start performing, who would have guessed! haha

Theoretical Performance
February – +4.9%
March – +7%

I actually started trading the MOC systems again around mid-March but missed a few days when I was away for work and had some computer issues.  Of course, they were the few good days of the second half of the month and the days I actually traded were fairly flat.

Stepping back for about 6 weeks did allow me to view the systems with a bit more perspective:
– The majority of my drawdown was caused by previous iterations of the overall combined MOC systems
– In the 10 or so months since I had revised the systems following some advice from Nick, the overall system was only in a relatively small drawdown
– If I had have kept trading the system, it would now be positive for the last 12 months

While it would have been nice to have had the gains that I missed, it is nothing in the scheme of things when taking a long-term view and I have come back feeling refreshed and more confident.

March 2024 Performance

US
Combined MOC +0.27% (part of the month)
Schwing (semi – discretionary) -3.58%
 

[BenOsborn]

January 2024 Performance

US
Combined MOC -3% (-63.98% DD, -60.72% since inception (late March 2022))

NDX Monthly Rotational – No Trades (system on hold) – (-9.15% DD, -2.86% since inception Dec 2022)

Schwing (semi – discretionary) +9.13% (22.48% since mid-November 2023)

After a lot of thought and almost 2 years of significant drawdown I have decided to put my MOC systems on hold and watch their theoretical performance over the next few months.

[BenOsborn]

December 2023

US
Combined MOC -0.14% (-62.87% DD, -59.50% since inception (late March 2022))
Actually had a technical issue work in my favour.  Trading platform crashed prior to market open without me knowing and shorts got belted in the session and would have been down 3% for the day if orders were entered)

NDX Monthly Rotational – No Trades – (-9.15% DD, -2.86% since inception Dec 2022)

Schwing (semi – discretionary) +7% (went live mid-November)

2023 Year

MOC 1 RUT                          -1.74%
MOC 1 RUI                           -3.23%
MOC 2 RUT                          -4.04%
MOC 2 RUI                           -4.70%
MOV VIXEN                         -1.88%
MOC DEVIATE                     -0.42%
MOC COD                            +4.71%
MOC MR                              -3.32%
MOC SHORT                       +0.68%
MOC SHORT 2                    +0.44%
COMBINED                         -13.7% (Most of the year’s loss occurred in March (12.6%)).  

NDX Monthly Rotational   +0.9%

Schwing (went live mid-November) +12.2%

Hopefully 2024 is better for my MOC systems and I can start climbing out of that drawdown!

[BenOsborn]

November 2023

US
Combined MOC +2.31% (-62.82% DD, -59.45% since inception (late March 2022))

NDX Monthly Rotational – No Trades – (-9.15% DD, -2.86% since inception Dec 2022)

Schwing (semi – discretionary) +4.88% (went live mid-November)

[BenOsborn]

First decent day for me in a while.  KTB gave it a good boost.

[BenOsborn]

October 2023 Performance

US
Combined MOC -4.9% (-63.66% DD, -60.36% since inception (late March 2022))

NDX Monthly Rotational 0.5% (-9.15% DD, -2.86% since inception Dec 2022)

Worst MOC performance since March.
NDX Rotational was up over 4% a week ago before taking a dive.  Index filter will switch it off now.

[BenOsborn]

September 2023 Performance

US
Combined MOC -0.43% (-61.74% DD, -58.27% since inception (late March 2022))

NDX Monthly Rotational -7.49% (-9.61% DD, -3.35% since inception Dec 2022)

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