[LEONARDZIR]

My MOC is taking a beating so far this month but within backtested results. On a positive note I switched from fixed to tiered commissions on IB based on Nick’s post. This has resulted in a significant reduction in my commission costs.
Thank you Nick

[LEONARDZIR]

Kate,
What was the leverage you used on the CHARTIST day trade system that resulted in a CAGR of 19% in the R2000?

[LEONARDZIR]

Nick,
Terrific results.! With your new position sizing what is your max drawdown

[LEONARDZIR]

Feb 22

US MOC +15.52%
TLT +5.82%
US MOMO +4.75%

[LEONARDZIR]

January, 2022

TLT -20.69%
US MOMO -1,73%
MOC -6,7%

Made a real beginners mistake with my MOC. On the big turnaround day on 1/24 didn’t let my profits run. Basically my whole portfolio excluding my MOC had about a 10% drawdown as background. Had 4 losing days in a row and approaching historic drawdowns in my MOC. Made the mistake of looking at the intraday balances and at one point was down another 3%. Debated about selling all my positions but didn’t. Later in the afternoon was up 11%. Looked again and was now up 6%. Didn’t want to lose any profits so closed all positions. By my estimates if I had closed MOC was up over 20% on that day.
Luckily the MOC is not a large portfolio. Lesson learned. I am now ramping up the size of my MOC.

[LEONARDZIR]

Nick,
I did get a message about the windows update, but the VPS is not setup to automatically update and I didn’t update the VPS during market hours.
It does raise the question about the API. If you lose connection with IB do you just reconnect and the API will continue to put in MOC orders? Also what is recovery mode in the API and when do you use it? Should of asked these questions before.
Len

[LEONARDZIR]

Under the category of ” S*** happens” yesterday my Chartist API did not place MOC orders on my entries. I closed all positions this morning and lucked out that the market opened up and there was some mean reversion. I have no idea why it happened unless I lost connection between the APi and IB.
My habit has been not to look at the market during the day. That will change.

[LEONARDZIR]

Thank you Nick for your invaluable help with my MOC strategy. You set me straight on my coding issues and basic trading ideas.

[LEONARDZIR]

Dec.2021

US MOC +13.68% (was revised and started trading 12/14)

TLT -8.97%

US MOMO +7.54%

[LEONARDZIR]

Happy holidays to all. Best wishes for a prosperous, safe and healthy New Year.

[LEONARDZIR]

Went through my accounts and systems. Turned out to be an interesting exercise. I
I liked my allocations to each system and the only system that had substantial skew over the year was TLT which I will rebalance at the end of the year.

[LEONARDZIR]

Makes sense. Going to be a slog for me since I have multiple accounts and systems.

[LEONARDZIR]

Another question. Are you rebalancing within portfolios as well as between portfolios?

[LEONARDZIR]

Nick,Julian
Why are you rebalancing all your portfolios? All our back testing doesn’t include rebalancing so hard to know what it does to results,

[LEONARDZIR]

Forgot US WTT -4.1%

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