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Most liked posts in thread: US Trend following system portfolio (Hypothetical)

  1. peter2

    peter2

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    @jjbinks I'm keen to see you start when ready.
    I've taken the time to reread the section on the 20% Flipper in Unholy Grails. I've even created a chart template, loaded the SP1500 and created a scan to find the triggered entries. I'm in the front row with a bag of chocolate honeycombs, ready to follow along. :watching:

    If you want any suggestions, please ask. There's so much we could discuss, but this is your thread and I'm going to stay quiet until asked.

    Sorry, there is one thing I'd like to say at this point. As this is a hypothetical exercise, I suggest you push your personal boundaries during this exercise. If you're risk adverse (too conservative) push it, start a few more trades. If you've lacked commitment before, then state that you'll post every week/month for one year. We're here to support you.
     
    Newt, qldfrog, Trav. and 3 others like this.
  2. jjbinks

    jjbinks

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    upload_2019-7-28_21-20-34.png
    Portfolio tracking along with the Russell 3000.
    90% invested at this stage but now new trades recently.

    Been busy this weekend but may be more of an update next weekend. :)
     
    debtfree, rnr, peter2 and 3 others like this.
  3. jjbinks

    jjbinks

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    Hi all,

    @rnr RNR is my best performing stock so far!

    Russell 3000 has been trending down last 2 weeks. (Down ~3.5%) . Limiting my buys to only 4 new buys per week has limited losses so far (of course if market was up 5% perhaps I would be wishing i was invested sooner but I prefer the "gentler start").

    upload_2019-6-1_17-16-46.png
    upload_2019-6-1_17-18-32.png

    Will be buying 4 more stocks come Monday.
    SEAS
    HEI
    GWR
    CHCT

    upload_2019-6-1_17-20-56.png
     
    peter2, rnr, qldfrog and 2 others like this.
  4. jjbinks

    jjbinks

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    Also thought I'd share some results on a daily system largely based on new highs I have been testing on all ords.

    I started recording trades for this system late Feb (25th onwards)

    These are results so far
    upload_2019-7-21_20-3-3.png
    I'm not too sure if the big rise and drop from week 10-14 was partially due to typo in spreadsheet for one stock.


    What's interesting is that back test shows quite big difference in portfolio equity curve just adjusting starting day by 1-2 days.

    1. Portfolio Equity.png
    Start 25/2

    1. Portfolio Equity.png
    Start 26/2

    1. Portfolio Equity.png

    If i started at start of Feb (2/2/2019)
    1. Portfolio Equity.png

    Overall this is not an amazing system. Average annual return is 10% with draw down of 30%
     

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