[RobGiles]

Due to Index filters kicking in I’m 100% cash in US MOM and 77% cash in the ASX Growth Portfolio.

US MOC1 up 1.6%. I’ve mentioned elsewhere that I missed a 9.5% day, so would have been higher. I’ve added 50% more capital to the system, give we’re in more volatile markets.

[RobGiles]

Nick Radge wrote:

Quote:

I have tested this on my systems Travis. In 2008 when my rotation system went into cash it added 3% CAGR for the year, as opposed to 0% for the system.

The system backtest without an interest rat variable (best practice) will simply underestimate the total return.

For example, interest for my main ASX trend strategy equates to about 3% of the total return.

Where are you putting your cash that’s allocated to the growth portfolio in times like these Nick? You can’t go to term deposits as we may be buying in the short term if the market rallies.

[RobGiles]

Does anyone have a programmer they can recommend?

[RobGiles]

I guess not

[RobGiles]

Mine did the same Daniel….Only problem was that we had unexpected guests and by the time I’d downed my fourth glass of pinot, I forgot to place the orders. I think this MOC system was sent to test me.

[RobGiles]

Miguel Teixeira wrote:

Rob

Champion..thanks

[RobGiles]

Julian Cohen wrote:

Rob Giles wrote:

Do you ever outsource Amibroker code writing to a programmer, or are you just referring to Trading Blox.

I do indeed. There’s no way I could write the code for the Custom Back Tester that we are using now

That makes a lot of sense. Are you willing to share where we can get access to a competent programmer? Did you go through Upwork or some similar service?

[RobGiles]

Its exactly the message Nassim Taleb is trying to get across in many of his writings.

[RobGiles]

Thanks for sharing Julian,

Do you ever outsource Amibroker code writing to a programmer, or are you just referring to Trading Blox.

Would be great to have a tool like I’ve seen in Trading Blox that enables you to combine the equity curves of all your systems to see the net CAR and Max DD per annum.

[RobGiles]

Hi Said

How do you produce the portfolio as a whole equity curves that you show us in your journal?

[RobGiles]

Thanks NIck / Julian

I’ve read somewhere that it is very good at combining the backtested returns of multiple systems to give the user a good understanding of how the portfolio as a whole behaves.

Also, it seems as though it is easier to code? Might have got that wrong?

Not sure if the data sources used by Trading Blox are as robust as we use with amibroker?

[RobGiles]

Agree with you sentiments entirely Nick. There’s a disturbing trend in this country of the average person in the street having an expectation that ‘the govt’ will look after them. Taking responsibility for one’s own actions is a dying trait. The irony is that all they are doing is preventing intelligent people, with a strong ethos of personal accountability, the ability to have a crack ,whilst those who are already relatively well off continue to get ahead. Pathetic policies like this just serve to widen the wealth gap.

[RobGiles]

Len Zir wrote:

Weird psychology. Now that I am out of the market hoping it goes down.

You’re not the Lone Ranger Len, I’ve noticed similar thoughts. Although I must say since pulling the trigger the other night and selling all my MOM positions, a dull background level of mild stress has lifted. Not much I can do now than wait for the system to tell me when to enter again.

[RobGiles]

Well done Tim for keeping with it. As Scott said,I would have found it tough to keep calm if it was my fist crack at it.

[RobGiles]

USMOM1 -14.5%

ASX GROWTH (BLUE) -7.2%

USMOC1 -5.21%

Interesting that with the increased volatility, the MOC systems haven’t performed to provide the negative correlation to the trend following approaches. Assuming this will rectify itself over time.

[Author]

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