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RobertMontgomery
ParticipantMarch 2024
US
Combined TLT with ETF account: +2.9% (I moved a large amount of cash in this account so the returns reflect this money market drag and created a duplicate account to split up the accounting of the different strategies, need another month to have it all sorted)
401k ETF momentum: +4.4%
April Focus: Be consistent, confidence is high with continued positive performance, so being mindful of how this confidence influences behavior and to continue to manage risk above my tolerance.
ParticipantI see my confusion is with the allocation portion of my code, was using Qtytype: value vs. percent.
ParticipantParticipantThis may have been discussed and I missed it, but I need some help understanding the math/logic behind the increase in total combined return being greater than any of the individual system returns. I say math thinking this should be the average of the individual systems and there % percentage allocation to the combined. But it’s clearly not working that way.
For example the All Weather ROR results above:
0.77*0.20 + 4.3*0.30 + 7.94*.4998 =5.4124 vs 13.76I haven’t yet found a clear explanation of this math/logic and how is it related “MaxUse” or calculated.
Thanks in advance for any insights.ParticipantFor combining several strategies as in this case, is it preferred to compile them all in one file or have a master script that references each individual file?
ParticipantFeb 2024
It’s been a while since posting my progress, due to work travel and working through closing my parents estate. Thankfully most of that is behind us.
I have continued to lurk in the shadows and trade and appreciate all that the group shares here as a I find it motivating to get back in the research and keep putting capital to work.
No work during my absence on new systems and I honestly feel like I am starting at the beginning when I open RT. How fast the skills and muscle memory fades when not using these tools. I recognize I am still just a newbie to this game and consistently showing up and doing the work is the solution.
US
Combined TLT with ETF account: +6.8% (need to split these into sub accounts for accounting clarity)
401k ETF momentum: +3.8%
MOC: (trading paused)March Focus: Be consistent, confidence is high with recent positive performance, so be mindful of how this confidence influences behavior.
ParticipantKate, So sorry to hear about your loss, my prayers are with you and your family. Taking a break is the right thing to do, the markets will be here when you are ready.
ParticipantToday James Clear shared this quote which I felt summed up Tom Basso’s complicated rebalancing process.
“When nothing is working, explore and make a lot of small bets.
After something starts working, double down on what works best.
When that stops working, explore and make a lot of small bets again.”
Anyone see the similarity?
ParticipantNick,
Thanks for sharing your research and insights as I find this type of strategy fitting my risk tolerance and lifestyle at the moment.
Tom Basso is listed as the Chairman of the Board for this fund https://www.standpointfunds.com/fund … posting returns similar to the above. https://www.standpointfunds.com/fund
Does anyone have the performance data for the Bridgewater fund?
The Abraham fund returns are here as well. https://www.abrahamtrading.com/performance-archive
ParticipantJuly 2023
US
TLT: +3.8%
401k ETF momentum: % +0.5&
MOC: +0.31% (in cash/trading paused)
ETF System: starting a new monthly ETF system on 8/1/23 with half of my MOC funds while my travel schedule is picking up and interfering with daily trading.ParticipantJune 2023
US
TLT: +4.9%
401k ETF momentum: % +2.5&
MOC: +0.39% (in cash/trading paused)ParticipantWelcome Scott, I’m 25 years and counting working for big oil … so I look forward to the day to trading full time.
As for movies, just finished “Muster Dogs” on Netflix … I’m sure you can find some good parallels to trading. Put the work in, good herding should look effortless, …
ParticipantMay 2023
US
TLT: +3.5%
401k ETF momentum: -0.1%
MOC: 0.54% (in cash/trading paused)ParticipantApril 2023
US
TLT: -3.7%
401k ETF momentum: 1.0%
MOC: 0.18% (in cash/trading paused)ParticipantGood deal, I cancelled mine today.
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