Trading Systems Changelog
Lamorak v1.1 - December 28, 2022
- Updated short-selling requirements for new entries. This will result in fewer short trades going forward. Historical testing shows no significant change in total returns, but an improvement in downside risks and overall system win percentages.
Merlin v1.21 - November 22, 2022
- Updated trading universe to include individual energy stocks (formerly this sector exposure was XLE only)
Lamorak v1.0 - October 7, 2020
- Launch of the Lamorak trading system – a long/short swing trading algorithm for trading large cap individual stocks.
Merlin v1.2 - May 11, 2020
- New trading rules released for defensive market states (replaces v1.1 permanent SHV allocation)
Merlin v1.1 - April 5, 2020
- The use of leveraged ETFs will now be limited to "risk on" growth environments
- introduced a position size cap for stocks only
- Underlying stock universe now uses the Trade Risk 150
- SHV (1 to 3 year treasuries) is now the default defensive "risk off" allocation
Merlin v1.0 - November 4, 2019
- Public launch of the Merlin trading system – a long-only algorithm for trading individual stocks and ETFs.