[LEONARDZIR]

August 2021

MR Multisystem -4.55%
TLT +6.5%
US MOMO -0.2%

New equity highs for my portfolio. Thinking hard about continuing my MR Multisystem trading.

[LEONARDZIR]

Further thought. Actually I didn’t do the rebalancing until I sold TSLA. I think I will do the same with MRNA since I have no idea how high MRNA will go. One thing is that it appears we are heading for booster shots here in the US so I suspect the move in MRNA might not be over.

[LEONARDZIR]

Thank you Nick. It makes sense to rebalance the portfolio after these monster moves. I believe I did that with TSLA.

[LEONARDZIR]

This raises the question of what do you do when time comes to sell MRNA since in the case of TLT it is such a large portion of the portfolio. Would you sell MRNA and invest all the proceeds in just the new buys or do you rebalance the whole portfolio? Interested in Nick’s opinion.

[LEONARDZIR]

Scott,
Mostly US markets R1000,SP 500, Nasdaq100. Outside US includes EWJ,VEA, VWO,FXI ,VGK and EFV.
I also have 5 different stock systems that trade US stocks in the Dow,,SP 500, R1000 and Nasdaq 100.
Actually I trade 11 systems in 5 Retirement accounts and 10 systems in 3 personal accounts. My short term trading (1-5 days) only takes place in one of my personal accounts. Short term trading consists of 6 systems all automated and run in Realtest, traderunner and IB.
Surprisingly there is very little work intramonth. The short term trading takes 10-15 minutes each morning since it is 100% automated. I spend 15-30 minutes each Monday morning for my weekly systems. End of month can take as little as a 1/2 hour or this month will take about 3 hours.

[LEONARDZIR]

July, 2021

US multisystem +2.4%
TLT +15.98%
US Momo -4.12%

Notes:At new equity highs for all accounts. Have taken Nick’s advice about diversifying systems and markets very seriously. I am trading more than a dozen systems that cover intraday ,daily, weekly and monthly timeframes as well as multiple stock markets, bonds and commodities. Fair amount of work at month’s end but very little time spent during the month. My short term trading systems are completely automated.
Have learned to live with an extremely volatile short term trading systems. This week went down 5% in 2 days in the early parts of the week. Then up 8.5% next two days and down 2.5% yesterday.

[LEONARDZIR]

Hi Nick,
I live in Massachusetts and our state has the highest vaccination rate in the US. It does seem like everything is almost back to normal. Last week we went to the REDSOX-Yankee baseball game( a longstanding rivalry) in Boston. The stadium was at capacity at over 36,000 people with barely anybody wearing a mask,
We hadn’t seen our kids and grandchildren for more than than 1 1/2 years because they live in California. They are now spending 2 weeks with us for my birthday.
One peculiar thing in the US. The vaccination rate depends on whether you are a republican or democrat. The lowest vaccination rates are in our Southern states which typically vote republican and the highest rates in the Northeast which typically vote democratic. Very bizarre.
Hope you and Trish are staying safe.
Len

[LEONARDZIR]

June 2021

US MR Multisystem +15.83%
Trade long term +8.45%
US MOMO -3.08%

I dropped the single system MR in the R1000 and am doing all short term trading in the multisystem account. The results are better in the multisystem account although more volatile and the multisystem has long and shorts in MOC and MR.

and shorts

[LEONARDZIR]

Concerning AMC. I lost 4% of my account on a short position last week. I now check out the list of meme stocks in the morning and delete orders in those positions before the open. Not sure that is the right thing to do however I don’t think the Meme stock epidemic is represented in my backtests. I also had a filter to ignore stocks with>40% short margin but AMC still came through.

[LEONARDZIR]

April,2921

US MR -7.85%
US Multisystem +6.52%
TLT -0.4%
US MOMO +4.9%

US MR made a position sizing error that cost me 2%. Have not been using an API but enter orders by hand. May rethink that decision.
My multisystem uses Realtest and Traderunner.
Thinking about just trading multisystem since it has 4 different MR strategies.

Traderunner.

[LEONARDZIR]

April 2021

Nasdaq 11.2%
US MOMO 6,6%
US MR -2.45%
US MR(multisystem) -2.33%

[LEONARDZIR]

March 2021

US MR Multisystem +7.17%
US MR +7.11%
TLT – 12.2%
US MOMO + 2.8%

[LEONARDZIR]

Feb 2021

USMR(mulisystem) -7.65%
USMR +1.66%
TLT -7.67%
US MOMO + 14.8%

MR Shorts in my USMR (multisystem) remain a big drag in 2021.

More importantly my wife and I got our second dose of the MRNA vaccine against COVID. Hard to get appointments here in Massachusetts with a lousy website considering Massachusetts has Harvard and MIT and rivals Silicon valley in Tech expertise. However the vaccine was delivered without issue at a mass vaccination site.

[LEONARDZIR]

Scott,
My portfolio of 6 systems is way more volatile than the indices. Again all 6 systems are being traded in one account. The last few months have had at least 10 percent swings each month. The major driver in the volatility has been the short trades.

[LEONARDZIR]

Jan 21

US Multisystem -0.48%
US HF -4.22%
TLT 4.69%
US Momo 2.52%

As I mentioned subdued monthly return on multisystem with recent several day 28% swing.

[Author]

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