[SaidBitar]

MAR 22

US MOC:1.07%
US MRV:-1.05%
NDX MOMO:-0.16%

Total account :-0.01%

Things were looking better till the last couple of days in the month.

[SaidBitar]

FEB 22

US MOC:5.02%
US MRV:0%
NDX MOMO:2.03%

Total account :4.35%

[SaidBitar]

For me since last week it is not working anymore, I do not know if i installed anything that corrupted it.

[SaidBitar]

Yeah this stuff happen

[SaidBitar]

JAN 22

US MOC:9.94%
US MRV:-3.61%
NDX MOMO:-18.76%

Total account :-3.54%

[SaidBitar]

Tim Strickland wrote:

As far as I can tell it’s the system design and the market. I’d be curious to know if anyone else here has designed a Mean Reversion system that has outperformed the S&P over the last several years or even at all? Perhaps I am trading the wrong universe.

Currently I am trading MRV system as per the backtest it should beat the S&P
I started in Dec last year so there is not enough real trading data to tell you.

[SaidBitar]

First I wish everyone happy new year and may the new year bring all wish to reality

DEC 2021

US MOC:3.62%
US MRV:2.65%
NDX MOMO:-14.67%

Total account :-0.61%

Year 2021
US MOC:8.17%
US MRV:7.5%
NDX MOMO:4.6%

2021 would have been a much better year if I wasn’t switching between systems all the year and if I stayed with the current systems all the year. Nothing can be changed now but lesson learned

[SaidBitar]

Merry Christmas and happy new year to everyone

[SaidBitar]

It was tough day but it is OK, as long as the systems did what they were supposed to do then all is OK
The day opened high and declined to the close

[SaidBitar]

NOV 2021

US MOC:-2.35%
US MRV:-0.06%
NDX MOMO:1.42%

Total account :-4.94%

[SaidBitar]

OCT 2021

US MOC:-2.81%
US MRV:2.06%
NDX MOMO:5.04%

Total account :0.88%

TEAM contributed a lot to the momentum strategy other than this the month was slow and boring you make money to lose the second day

[SaidBitar]

When you say MR I believe you are referring to day trading system since it is the only one that you can use margin 4:1
as you mentioned I would aim towards 32% and -15% DD + tens of thousands of trades and winning percentage around 55%
but if you mean by MR swing trading style first you can not use 4:1 margin and the results that you have 32% and -22%

[SaidBitar]

I have had long period of drawdown before certainly it is not easy but the drawdown period can be divided into two areas. The first is the one that the account is descending and making the DD goes deeper and deeper this is not easy. The second when the account starts to recover, you are still in DD but you are crawling out of it.

[SaidBitar]

SEPT 2021

US MOC:-0.95%
US MRV:6.01%
NDX MOMO:-2.65%

Total account :0.74%

this week around 5% of the total returns disappeared

[SaidBitar]

AUG 2021

US MOC:-0.56%
US MRV:3.27%
NDX MOMO:8%

Total account :2.55%

[Author]

Posts