[ScottMcNab]

For what its worth (not sure if applicable Kate but may help open up some rabbit holes) for some time now I have used:
2 systems with Index Filters (C>MA and C>LLV(C,x) )
2 systems without Index filters but will reduce position size (One reduces PS if Index C 2 systems with no Index filter and no PS variants (are MRV systems with no leverage)

6 systems may not appeal to all but even 2 or 3 systems done this way help reduce portfolio maxDD by pooping the bed at different times (using Alvarez portfolio combining tool)

[ScottMcNab]

By chance, I was looking at this just last week. It was the PDS for Airwallex that had me concerned. I believe money is held by Airwallex rather than at a bank ?

[ScottMcNab]

Jan 2022

MRV RUA 2.4%
MRV RUI – 1.5%
MRV USA AK -0.5%
MRV USA SM 2.6%
MOC USA 10.9%
MOC RUA paper trading as coding error working through…made 1k for month before shut it down…on paper made a loss for month

also paper trading WTT system on XAO and RUA

[ScottMcNab]

I think it was Said who posted in his journal a few years back the results of an analysis he had done on his MOC system at the time…i cant remember exactly but it was something like 90% of gains for that year had come in just 5 of the trading days …they certainly are a different beast

[ScottMcNab]

Thanks Julian…shame it has to happen on the weekend…fingers crossed

[ScottMcNab]

I have only 2 days left on subscription as alpha tester..will expire over weekend..emailed norgate support but no response so far …I seem to remember from previous beta testing something quirky about the expirations…has anyone experienced short subscription times that “auto reset” or do I need to do anything please ? I logged into subscription and USA and AUS current till end of year and no option for TSX. Thanks

[ScottMcNab]

Started testing on TSX…daily trend following systems did better on TSX small caps so I ended up building a custom watch list for the entire market too…very small exposure for MOC systems (4-5%) but systems all did ok except for rotn …could not build a rotation system to save my life

[ScottMcNab]

2021 Results

MRV RUA 15.1%
MRV RUI 21.7%
MRV USA AK 29.9%
MRV USA RB 3.6%
MRV USA SM 1.1%
MOC USA 13.2%

Established systems RUI and RUA did fine
Mixed bag with the experiments
MRV USA PB was discontinued at end of July after 16% loss
MOC started in Aug to replace PB so did ok to make 13% for the remaining 5 months of year
MRV USA RB will be replaced with second MOC in 2022
MRV USA SM remains but on probation

[ScottMcNab]

Dec 2021

MRV RUA 1.8%
MRV RUI 0.2%
MRV USA AK 8.5%
MRV USA RB 4%
MRV USA SM 8.2%
MOC USA 7.6%

[ScottMcNab]

Thanks Julian..was underwater much of the month as a couple of systems colluded to decide JAMF was the way to go.

[ScottMcNab]

Nov 2021

MRV RUA 1.5%
MRV RUI -0.6%
MRV USA AK 2.3%
MRV USA RB 3.5%
MRV USA SM -1.0%
MOC USA 2.3%

[ScottMcNab]

Great news Terry…friend knocked off bike by car over 2 years ago with spinal injuries and ongoing chronic pain had issues with it

[ScottMcNab]

Some risks there Terry (re Endone) which hopefully been well explained to you ?

[ScottMcNab]

Oct 2021

MRV RUA -2.1%
MRV RUI -2.4%
MRV USA AK -1.1%
MRV USA RB -5.3%
MRV USA SM 3.1%
MOC USA -1.4%

[ScottMcNab]

I have a set of instructions on how to close out existing positions with my wife and my father (in case my wife and I are in the same accident) (or my wife decides to collect on life insurance) with copy of log in codes (in separate location) , account details etc.

[Author]

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