[danielbarbaro79]

yearly results

[danielbarbaro79]

 not sure if this will work ….  should be a PDF attached
2005 till current MSC & 2020 till current
no leverage
default filters except price increased to $50 max

[danielbarbaro79]

nice work Glenn ,

Hey Kate , yea have been experimenting with filters – was considering leaving at default turnover for testing , upping the filter past 2M slows CAR quickly , however DD stays stable . I will re run all the parameters later with a 3M turnover and see if things can be improved. . Experimented with Price , current draft the min needed to stay at .2 but the high price i moved to $50. there was some benefit in raising the max , but not much. did some MSC with 5% skip , its super consistent. the other point of interest in the build was adding leverage 10x stocks is much more stable (results double) than 20 stocks. (DD goes x 3 ) need to make sure i’v not over optimized

[danielbarbaro79]

I’m working through it as well, but probably a little behind you Kate
my note keeping is pretty poor , but happy to share ideas if you need anyone else to bounce off
current i have changed 1 entry criteria, this diffrentated trades possibly 40%, for similar CAR
the couple of rankings i use on other systems did not improve results , but did not destroy them either
i’m slow on excell and comparing results – just running some MCS now and possible trial live trading next week
current returning about 21%CAR / 10% DD no leverage 

cheers
Dan    
([email protected])

[danielbarbaro79]

Sep 22

MOC1K: -6.3% (-29% DD)
MOC2K: + .68% (-24.46 DD)

MR1K : -.67% (-11.8DD)
MR2K : – 5.49% (-23.7 DD)

MOMO’s
ASX100 – index filter on
NDX100 -index filter on
R1K – index filter on

overall account – the drop in AUD has kept loss at -22% overall . just no idea when to exit , don’t trade currency this is a hang over from the IB cash account days .

completed a version of WTT I’m happy with and ready for turning on next time around, also a new R1K MR ready to put into action. plan on looking at the weekly swing next – still struggle with coding , might need help further there …

[danielbarbaro79]

AUG 22

MOC1K: -.16%
MOC2K: – 2.99%

MOMO’s
ASX100 – index filter on
NDX100 -index filter on
R1K – index filter on

MR’s
MR1K : +3.83
MR2K : – 7.01%

still around the 21% DD mark from all time highs ,

[danielbarbaro79]

July 22

MOC1K: +5.47
MOC2K: +1.34

MOMO’s
ASX100 – index filter on
NDX100 -index filter on
R1K – index filter on

MR’s
MR1K : +5.16
MR2K : -.6

[danielbarbaro79]

June 22

MOC1K: -20.5%
MOC2K: -10.34

MOMO’s
ASX100 – index filter on
NDX100 -index filter on
R1K – index filter on

MR’s
MR1K : -15.1%
MR2 : – 10.33%

just looking at overall FY performance in real $ , im about flat equity wise , within a couple of K from kicking off the 2021 FY , including expenses and drawing a tiny wage as i have not bothered working for some time – pretty happy in reality the way the market has been .

total overall portfolio DD is about 22% from 12 m high.

superannuation is actual positive + 4.5% for the year (3 MOMO strategy’s only) and around 15% DD from  12M high

[danielbarbaro79]

May 22

MOC1K: -9.88%
MOC2K: -1.78%

MOMO’s
ASX100 – index filter on
NDX100 -index filter on
R1K – index filter on

MR’s
MR1K : +.06%
MR2 : – 3.58

[danielbarbaro79]

that’s gold breakfast material

[danielbarbaro79]

no problems for me

[danielbarbaro79]

April 22

MOC1K: -1.8%
MOC2K: -8.57%

MOMO’s
ASX100 – back to cash: -14.4%
NDX100 -back to cash : – 3.30%
R1K – Back to cash : – 6%

rebuilt my original MR systems , only very minor changes for slight improvements ,
MR1K : -4.26
MR2 : 1.06

will probably tinker with WTT further this month (different rankings) , and go over the coding modules again – not really comfortable coding anything from scratch

[danielbarbaro79]

March 22
very quiet month trading , got my R1K MOC to work and its now in action – replacing my original MR codes – the MR’s only outperformed the MOC version 1 or 2 times each 15 odd years – will revisit MR some time later on.
Also coded a nice ASX 100 rotational that achieves CAR25/DD25 form 2005 to present with dividends
Looking at overall portfolio structure now in some details and how any new system affects the portfolio ( do you add them or not)
monthly systems all back into the market
looking at a ASX300 rotation and WTT further , i have struggled to get WTT to where i would like it …recently discontinued a subscription system based on breakouts i had used for a few years – so need a replacement ..

MOC1K 1.04%
MOC2K -5.1% *** begin life as MOC1

MOMo’s turned on for April
ASX100 – Invested
NDX100 -invested
R1K – invested

[danielbarbaro79]

big saving , will look at for sure

[danielbarbaro79]

Hi Kate , i have the same situation ,planned to monitor for a bit and review the minimum price , just checked I’m averaging $5 brokerage per trade (total) for R2K moc after 500 odd trades , removing the trades under $20 and brokerage goes down to $3.50 average , the profit distribution is a little higher weighted to the less that $20 trades – this is only a small sample in a patch with pretty good returns , but its adding value outweighing the brokerage so far for me – thanks for the reminder to check it … guess trade frequency, exposure etc could will affect other systems differently .

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