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BenOsborn
ParticipantJune 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.
ParticipantHi 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.
ParticipantYeah 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.
ParticipantMay 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!
ParticipantI 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.
ParticipantApril 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.
ParticipantTurn 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 monthsWhile 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%
ParticipantJanuary 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.
ParticipantDecember 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!
ParticipantNovember 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)
ParticipantFirst decent day for me in a while. KTB gave it a good boost.
ParticipantOctober 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.ParticipantSeptember 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)
ParticipantThanks Glen, impressive work with the dashboard.
I have been doing similar research into breakouts over the past couple of months. I haven’t been able to code anything satisfactory that is fully automated (not through lack of trying) but have recently started paper trading on the basis of running daily scans to identify the top momentum stocks and a then a quick manual flick through to see if any are breaking out of a pattern on volume.
Participantwow they are some low Max DDs
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