[RobertMontgomery]

I’m no help yet in solving this, but have been curious how this would test out to vary stretch with volatility or something similar. Seems like the solution would apply to testing either.

[RobertMontgomery]

Tim, Thanks for sharing your story and the progress on your journey. I agree with the strategy of concentrating your focus in a common area with your day job and trading skills overlapping. I am hoping to get accepted into my companies data science program next year for the same reasons you mentioned.

[RobertMontgomery]

Well done Dan, you are making good progress.

[RobertMontgomery]

Interesting, I ran the API today on the US market with no issues.

[RobertMontgomery]

Bump, … any by US citizen’s filing taxes this way? It could allow for a few extra deductions related to trading expenses, but I don’t need any attention from the IRS if this’ll trigger an audit.

[RobertMontgomery]

May-21

Another quite month with the MOC system(s) except for the one trading day I missed due to traveling on vacation (-6.5% kick in the gut for not trading one day). Using a VPS is in the future for travel and power outages, as I used recovery mode at least three this month.

Deployed a second MOC long system (Nick’s system) to add some diversification, which did it’s job this month and helped my account break even for the month. Still not ready to go Live with an MOC short system, due the added daily complexity and the lower expected returns compared to the long systems. Maybe when my account grows and I will become less hesitant and more inclined to add the diversification. Also the MOC short system trading on the all US stocks is very slow on my PC to update, so it severely bogs down my daily update routine.

Any suggestions to speed up the exploration and backtest when using the all US stocks?

US
MOC #1: -1.4% (live on 1/25/21)
MOC #2: +2.9% (live on 5/13/21)
Combined MOC: +0.8%

TLT: +0.5%

[RobertMontgomery]

April-21

Steady month, very calm and boring for the MOC system has me itching to deploy another MOC system variant.

US
MOC #1: +3.3% (live on 1/25/21 +22.8% YTD)
TLT: +9.7%

[RobertMontgomery]

Oliver, Great job on getting your first system live and thanks for sharing your thoughts and laying out your goals. I enjoyed seeing how your path is similar to mine. I too stayed in the shadows during my development of my first system also (MOC long), so that’s just what works for some of us. The course has really taught me the value of staying in tune with my emotions and doing what works for me to stay in the game long term (it’s slightly different for everyone). If something gives me pause, I try to be sensitive to it and do what is needed to resolve it so the emotion goes away and I keep trading without hesitation. It’s the all about the long game to play, typo’s will happen , just moving forward learning more everyday.

[RobertMontgomery]

Mar-21

My MOC long system survived the volatility this month and the actual results continue to track well with the backtest. No missed trades during the month, although I did get a few nastygrams from IB when the system pushed up against the margin limit a couple of days. I assume this is par for the course with a leveraged MOC system. I may just need to turn off the notifications.

US
MOC #1: +8.4% (live on 1/25/21 18.7% YTD)
TLT: -6.4% (return diluted by cash carried in account)

[RobertMontgomery]

Welcome aboard. Your background and perspective sound like a good fit for the course.

[RobertMontgomery]

Thanks for sharing, it would have taken me for ever to figure that out.

[RobertMontgomery]

How are you guys adding the MDD to the returns table above?

[RobertMontgomery]

Being in the US the calls are at 2 AM here, so I will not likely be joining live.

But I do listen to the recordings and get value from the variety of discussions and backgrounds. I like the ideas that Micheal suggested:
-what’s working now for the current market
-success/failure with new ideas being tested
-discuss or test published strategies

[RobertMontgomery]

Trent, Would love to hear your thoughts and experience with the MOC long/short systems. I have yet to find a combination of conditions for short MOC that I’m comfortable with.

[RobertMontgomery]

Taranveer, Thanks for sharing your thoughts on detachment. I find it best to be away from the computer when the market is open and avoid watching it on my phone as much as possible. I have stopped tracking my positions on my phone and I find it best when I just wait and see the results at the end of the day. I try to remind myself down days are part of the process just like up days, just trust the edge created by following the process.

[Author]

Posts