[TrentRothall]

May

ASX MR = +0.91
NDX mom = -3.24

Acc = .0.45

ASX MR hit all-time highs during the month which also dragged my total portfolio to all-time highs. The last seven days has seen 5% drawdown on my mean reversion system. The system is fully loaded for the first time in probably a few years today and for the first time since I increased my position size to 13%, down about 4% so far today hopefully we can have a nice bounce in the coming week.

NDX momentum system has been basically flat. The index filter has now switched on and I’ve made a decision to stop trading this system altogether, in the coming months I will need to utilise the funds elsewhere and I’ve come to the decision that it’s better to not have that money at risk. I will keep trading my mean reversion system as is.

[TrentRothall]

April Results

ASX MR = 3.76% (YTD 8.32%) *includes a few discretionary trades that are tracking along fairly well – SLR, A2M

NDX mom = 4.36% (YTD 6.75%)

ACC = 3.96% ( YTD 7.8%)

[TrentRothall]

Sorted it out, i thought i was running my exploration on the data from the last trading day of march but was accidentally using 1/4. Stupid mistake, on the plus side i didn’t miss any trades

[TrentRothall]

I forgot to do my ndx rotation trades last night somehow so i thought i’d do it this morning. i am using 5 positions and the (“worstRankHeld”, 8 ) option. Last month (still do) i had a position in WDAY, when i ran my exploration this morning on the data from yesterday (31/3) i see that it had slipped to 9th on my ranking, all good ill just swap it out for the highest on the list. When i run a backtest over the last few months though it is still holding WDAY as of today. Am i missing something? shouldn’t this have moved out because it is 9th on my rankings?

What’s everyones thoughts?

[TrentRothall]

ASX MR – 2.06% – increased position size to 13% from 10
NDX mom – 2.77%

total = 2.29%

[TrentRothall]

Your day trade is the MOC hey Nick?

[TrentRothall]

That sounds similar to myself, have you been going ok?

[TrentRothall]

PS. is anyone here doing any day or short term discretionary/ systematic trading?

[TrentRothall]

Currently running a few tests on bumping up my MR position size from 20 pos @10% to 15 @ 13%. I feel that i am under utilising my balance in my ASX MR. By doing this i am missing out on < 100 trades over the last 5 years, while my CAR increases alot without too much impact on DD.

[TrentRothall]

Agree Said, a few long flat spots but it picks up eventually

[TrentRothall]

I’m happy considering about 6 months before i started i didn’t even know what a chart was. lol

[TrentRothall]

This is a good reminder to keep plugging away during quiet times, the curve is still heading north!

Not breaking any records but going ok

[TrentRothall]

Bit late this month been in Sydney for a few days.

ASX MR – 2.2% – Nice to be in a few trades

[TrentRothall]

Yes ensure it has a SSD as said mentioned will save hours

[TrentRothall]

Wow Tim, they’re impressive results. Looks like you’re onto something!

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