[RobertMontgomery]

Welcome aboard Tim.

[RobertMontgomery]

Thanks for sharing the ADX filter code. I ran a quick test (ADX filter data on the left) and it provided a positive boost to the returns for most years, but hasn’t helped yet for YTD. As Nick posted, something is different as you can see this system is also seeing historically high drawdown.  With four red months in a row should I double down in July?
 

[RobertMontgomery]

June 2022

US

MOC system: -16.79 %
TLT: 0.0%
401k ETF momentum: -1.0%

Brother! Definitely a time to trust the process.

[RobertMontgomery]

Thanks for sharing Kate, I can related to a lot of what you are sharing. Especially like the reminder to trade to stay in the game long term.

I need to create myself a “settings checklist” to make sure all are in the correct position when switching from testing to live trading.

[RobertMontgomery]

It’s a great story, I wish someone like Covel could get him on for a podcast interview.

[RobertMontgomery]

better late than never, good job on just a small loss in this environment

[RobertMontgomery]

I hope the best for your surgery Kate, the markets will be here when you are ready. I recently took a week off to help my mom recover from knee replacement, it gave me a lot of peace to focus on her needs and place my account on hold for the week.

[RobertMontgomery]

indeed the comments and sharing helps stay the course, yesterday was about -5%

[RobertMontgomery]

Nice Work Terry!

[RobertMontgomery]

May 2022

US

MOC system: -5.24 %
TLT: -0.3%
401k ETF momentum: -1.8%

The last few months have been a good reminder to heed Nick’s advice and “don’t quit your day job”.

[RobertMontgomery]

image test

[RobertMontgomery]

sorry, I’m struggling to get the image to upload

I will keep trying, please let me know if you know what I should be clicking.

[RobertMontgomery]

So, is this revision applicable to any MOC system with the CBT code?

[RobertMontgomery]

Down about -4% today myself, seems like coding and back testing the reduction in position sizing should be possible.

[RobertMontgomery]

April 2022

US

Two Combined MOC systems: -1.7 % (After doing some work on position sizing, I was able to get the CAR/MDD up to ~3.0, so switching to just one system in May for improved risk/return and simplicity of daily operations.)

TLT: -5.28%

401k ETF momentum: -3.5%

[Author]

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