[OmarAouane]

I had put trading on hold for the last quarter. Had the feeling I was slowly losing it with accumulated losses.
Overall I ended up 2022 with over 30% drawdown. I am afraid my rotational systems are kind of broken with historical drawdowns of over 55%
I intend to get my mind over again ang get back in the pool soon.
I guess that’s part of the journey.

[OmarAouane]

August & September 2022:

BBO: -8.2% & -4.1%
Momo1: 9% & 0.0% (cash in sept)
Momo2: 0.0% (cash in Aug) & -7.8%
Momo3: 0.0% & 0% (cash both months)
Daily MR: -6.3 % & -2.6%
WTT: -1.8% & -7.9%

Overnight Account: -2.35% & -7.72%

Been tough weeks lately , DD getting closed to 20% marks overall. I intend to add capital on a regular basis. Not giving up.

[OmarAouane]

JUNE & JULY 2022:

BBO: -4.08% & -0.51%
Momo1: 0.0% (cash all month)
Momo2: 0.0% (cash all month)
Momo3: 0.0% (cash all month)
Daily MR: -1.59 % & 0.0% (cash all month)
WTT: -4.18% & 5.87%

Overnight Account: -1.58% & 0.47%

Quiet weeks. Too busy at the moment to look for new ideas. Glad some strategies are entering back this week.

[OmarAouane]

MAY2022:

BBO: 3.24%
Momo1: 0.0% (cash all month)
Momo2: 0.0% (cash all month)
Momo3: 0.0% (cash all month)
Daily MR: 1.18%
WTT: -2.04%

Overnight Account: 0.51%

Quiet month, some energy holdings helped to close in the black.

[OmarAouane]

APRIL 2022:

BBO: -4.31%
Momo1: 0.0% (cash all month)
Momo2: 1.65%
Momo3: 0.0% (cash all month)
Daily MR: -0.64%
WTT: -10.90%

Overnight Account: -2.12%

Difficult month but I guess it’s part of the game… just patience

[OmarAouane]

MARCH 2022:

BBO: -1.40%
Momo1: 0.0% (cash all month)
Momo2: -1.77%
Momo3: 0.0% (cash all month)
Daily MR: 2.80%
WTT: 3.15%

Overnight Account: 0.56%

Sorry for late update. Quiet month again, the Daily MR system is showing some great resilience and coherence and will get increased allocation soon

[OmarAouane]

FEBRUARY 2022:

BBO: 1.46%
Momo1: 0.0% (cash all month)
Momo2: 0.0% (cash all month)
Momo3: 0.3% (cash on first day)
Daily MR: 4.08%

Overnight Account: 1.14%

Quiet month, holding few positions. Working on a modified version of WTT for next wave.

[OmarAouane]

JANUARY 2022:

BBO: -5.8%
Momo1: -21.2%
Momo2: -8.3%
Momo3: -9.9%
Daily MR: -10.3%

Overnight Account: -8.07%

Nice deep drawdowns across the boards. Just need to go throught it. Trying to look for aditional ideas but iI feel my learning curve is kind of flattening. This is what annoys me the most.. Patience required.

[OmarAouane]

NOVEMBER + DECEMBER 2021:

BBO: -2.38%/-2.18%
Momo1: -17.00%/-9.94%
Momo2: 0.04%/0.63%
Momo3: -1.63%/-10.01%
Daily MR: -3.77%/4.06%

Overnight Account: -3.27%/-1.42%

It has been been a rough period both personally and trading wise. Spent holidays time to review some strategy and understand what went wrong.I still believe it is still early to tact or rstop some systems.

[OmarAouane]

OCTOBER 2021:

BBO: 4.09%
Momo1: 3.00%
Momo2: 7.41%
Momo3: 5.69%
Daily MR: 5.06%

Overnight Account: 5.32%

MOC not trading at the moment (have doing so so)
Rest is going according to plan. Momo2 entered 1st week of month ( was quite nervous) and will exit monday.
Just follow the plan…

[OmarAouane]

SEPTEMBER 2021:

BBO: -4.03%
Momo1: -3.91%
Momo2: 0.91%
Momo3: -4.61%
Daily MR: -4.61%

Overnight Account: -3.10%

US MOC: -0.93%
US MOC Short : 0.00% ( index filter OFF)

Not much to add, pretty in line, I like the semi-diversification of the portfolio. Most of of my Index filters are getting closed to get triggered so the damage should be contained in case of further deterioration.
I will have to stop my MOC strategies going forward for the time being ( just when I bought the API… arghhh…)
Thiose month really highlight the benefits of systematic trading for the ease of my mind.
Not much too

[OmarAouane]

Very interesting topic Kate.
Looking forward to read it along the way.
Does your method mention the absence of fear and/or acceptance of failure?
I remember an interview of Elon Musk explaining one needs to try even if he is very likely to fail.
Cheers

[OmarAouane]

AUGUST 2021:

BBO: 1.6%
Momo1: 5.08%
Momo2: 0.00%
Momo3: 4.14%
Daily MR: 5.18%

Overnight Account: 3.07%

US MOC: -0.16%
US MOC Short : 0.00% ( index filter OFF)

Overall decent month. Missing gains on the BBO from older positions that I did not enter.
A bit of perf difference on my monthly rotational. A bit strange, could be due to sizing or compounding.
Still 80% invested.
Following last week call, I bought some discretionary protection (tiny amount) at the portfolio level for the month to come.

[OmarAouane]

JULY 2021:

BBO: -3.8%
Momo1: -9.78%
Momo2: 0.00%
Momo3: -1.16%
Daily MR: 5.18%

Overnight Account: -0.66%

US MOC: -0.56%
US MOC Short : 0.00% ( index filter OFF)

A bit a struggle with rotatioanal system. No intention to change.
Still 80% invested.
Will do a review at end of summer.

[OmarAouane]

Hello Terry,
My guess would be, have you ever experienced such a high drawdown in live conditions (without certitude that you will recover)?
I can guarantee you when it hits it feels like you don t know what you are doing anymore and will convince yourself that you are simply gambling. The risk to throw the towel is huge after drawdown >30/35 %

[Author]

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