[TrentRothall]

Myself personally I adjust every day. I guess it depends on how are you have tested the strategy. If you are using compounding then the strategy would be tested adjusting the position size each day based on your account value. I think I have read that some people do it weekly, but you probably wouldn’t want to go to much longer than that with a MR system. Especially if you went into a drawdown, you could be over sizing your positions pretty quickly.

[TrentRothall]

October 2021

WTT 5%
ASX MR -5.8%
US MR 6.9%

Upped my capital in my US MR after beta trading it last month. It was in a deep DD and everything else checked out so it seemed like the right time. Still might add more in the future just getting a feel for it currently.

[TrentRothall]

Thankyou for the discussion Terry. I really should get something in place similar to what others are saying here.

Hopefully you’re on the mend

[TrentRothall]

Thanks Craig

[TrentRothall]

How long should I hold a stock if it is under take over offer? ITG.au is under offer as of 10 or so days ago, I know that sonetimes another company can put in a offer. Just wondering what i should do?

[TrentRothall]

September 21

ASX WTT = +11.7% (DD -2.48%)
ASX MR = +0.6% (DD -3.64%)

Surprising result with the WTT after treading water most of the year but i’ll take it. Standouts have been NMT, JLG, AGY, HWH. Slowly exiting positions with the trailing stop tightening up. Also been running it for almost a year now with a 19% return. Lagging the XAOA benchmark but i am still happy. Funny thing is if i started a week later i’d be up over 30% – oh well

[TrentRothall]

Yes EOM is definitely the best option. But is this just luck or is it a valid concept? The fact that everyone is doing well with it probably answers that question.

I like your solution much cleaner.

Good too see.

[TrentRothall]

Hi Guys

Glen sparked my interest in testing a small ords/ asx300 rotation system.

I ran a fair few tests and different combinations of position sizing, number of positions etc. The results for EOM systems using both 10 positions or 5 positions weren’t too bad so far. Not as good as glen is getting but a good start.

I decided to try running the system similar to how Nick and a lot of the other here are doing. In two batches roughly a fortnight apart. I believe this is correct? One at the EOM and one mid month.

The results weren’t good. Mainly due to the luck and timing with Covid. As Nick has spoken about before. I’m not sure if you’ve tested this Glen or checked out for robustness but might be worth taking a look.

I used the following code to do this in RT ( i think it’s correct)

Code:

System1: (Week % 4 = 0) and EndOfWeek // Friday every 4 weeks
System2: (Week % 2 = 0) and EndOfWeek and not System1 // Friday every 4 week but fortnight different to above

The below is the same system, one just enters/exits at the EOM the other starts in the 4th week of the year then every 4 weeks after. Interesting the difference

[TrentRothall]

All good then, just thought i’d point that out

[TrentRothall]

Hi Chris,

Did you run the test using compounding or fixed position size? eg 10k otherwise the numbers will be skewed tp the trades at the end of the test.

[TrentRothall]

August 21

ASX MR = -2.4%
WTT = -2.1%

Also beta testing a US MR, been a quiet start so far. Hopefully it will pick up some more trades this month so i can see how everything is going. There was too much deviation in my long/short MOC for my liking so i switched to a long only MR

I’ve been battling the mind the last 18 month in regards to under performance and feeling like i have been making bad decisions in my trading. Probably mainly due seeing everyone else’s awesome results and a ripping market.

But after chatting with Nick and a few others i think i’m on the right track, just have to stay on course and keep pushing buttons ( Hey Mike!). In 2019 i had a good year +30% so i just need to ride this period through and hopefully my time comes.

[TrentRothall]

Shorter ATR periods help with making the limit price further from recent price too. It’s interesting idea by adding that extra layer.

[TrentRothall]

No problem Dean, feel free to reach out when you start looking into it more.

[TrentRothall]

June 21

MOC = -4.0%
ASX MR = 0.7%
WTT = -8.7%

[TrentRothall]

Hi Dean hopefully you saw my post in another thread on this question!

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