The Lamorak Trading System

Lamorak is a fully rules-based trading system that tactically trades large-cap stocks for multi-day swing trades.

Measurement Lamorak Portfolio 60/40 Buy & Hold Portfolio
Compound Annual Growth Rate+17.35%+7.28%
Largest 3 Drawdowns-18.80%, -14.34%, -13.01%-32.57%, -22.78%, -21.70%
Sharpe Ratio1.230.62
MAR Ratio0.920.21
Correlation to 60/40 Portfolio0.13Benchmark

Measurement definitions. Lamorak invests up to 150% at times, see Performance Disclosures: Portfolio Statistics

Lamorak performance

  • Compound Annual Growth Rate: +17.35%
  • Largest 3 Drawdowns: -18.80%, -14.34%, -13.01%
  • Sharpe Ratio: 1.23
  • MAR Ratio: 0.92
  • Correlation to 60/40 Portfolio: 0.13

Measurement definitions. Lamorak invests up to 150% at times, see Performance Disclosures: Portfolio Statistics

How Lamorak trades

Lamorak is a long/short algorithm that uses volatility to its advantage by placing mean-reversion trades when stocks have moved too far and too fast in one direction. It is unlike most trading strategies because it does not rely on strong uptrends to make money.

Lamorak trades large-cap Nasdaq 100 and S&P 100 stocks and all signals are generated using daily prices after the market closes.

Lamorak is right for you if you're someone who

  • Values research driven rules-based trading systems

  • Enjoys short-term tactical swing trading long and short

  • Is comfortable betting against short-term strength/weakness

  • Wants low correlation to buy and hold or momentum strategies

  • Is seeking competitive long-term risk-adjusted market returns

How Lamorak trades

Lamorak is a long/short algorithm that uses volatility to its advantage by placing mean-reversion trades when stocks have moved too far and too fast in one direction. It is unlike most trading strategies because it does not rely on strong uptrends to make money.

Lamorak trades large-cap Nasdaq 100 and S&P 100 stocks and all signals are generated using daily prices after the market closes.

 

Lamorak is right for you if you're someone who

  • Values research driven rules-based trading systems

  • Enjoys short-term tactical swing trading long and short

  • Is comfortable betting against short-term strength/weakness

  • Wants low correlation to buy and hold or momentum strategies

  • Is seeking competitive long-term risk-adjusted market returns

Get to know Lamorak by reviewing its month-by-month performance

You are in control of the trade size you take for each signal. Want higher returns? You can choose to risk more per trade. Want smaller drawdowns? Dial the size back. These are the portfolio returns of the default margin portfolio position sizing algorithm, which will invest up to 150% at times, see Performance Disclosures: Monthly Performance.

JanFebMarAprMayJunJulAugSepOctNovDecYTD
2024+1.99%+1.15%+0.36%+2.23%+5.85%
2023+0.26%+1.06%+2.99%-1.16%+0.12%+8.67%+0.58%-0.77%-5.64%+1.23%+1.01%-0.14%+7.91%
2022-2.99%+5.86%-1.02%-0.83%+0.69%+2.84%-3.29%-2.27%-7.00%-2.70%+0.53%+4.42%-6.29%
2021+0.32%+3.02%+9.58%+3.10%-1.54%-5.70%+8.62%+2.74%-5.19%-0.19%-8.00%+4.47%+10.04%
2020-1.15%-9.30%+12.48%-3.72%+6.75%+4.59%+2.64%+3.44%+7.99%+2.21%-1.36%+0.93%+25.50%
2019-1.45%+1.91%+3.25%+0.80%-0.27%+5.14%+4.13%-1.46%+2.23%+0.31%+0.44%+5.47%+20.50%
2018+6.28%-5.37%+0.09%+2.23%+3.23%-0.19%+0.28%+3.52%+2.97%+2.45%-4.86%+1.07%+11.70%
2017+3.45%+0.78%+1.61%+3.97%-0.51%+1.96%+1.56%+2.32%-2.78%+4.02%+2.90%+1.13%+20.42%
2016-2.55%+4.09%+0.72%-0.18%+0.66%+2.91%+1.12%+0.54%+4.67%-5.47%-3.75%+0.14%+2.91%
2015+3.93%+3.20%+2.47%-1.00%+5.31%+1.12%+4.02%+2.69%-1.20%-1.88%-0.64%+1.91%+19.92%
2014-1.03%+1.67%-1.43%+4.78%+1.94%+3.93%-4.81%+3.63%-0.33%-5.86%+3.15%+3.78%+9.42%
2013+2.37%+0.96%+1.72%+4.38%-1.34%+4.18%+1.73%-1.32%+1.78%+1.51%+4.20%-1.08%+19.09%
2012-0.53%+2.18%+1.45%+2.69%-0.50%+9.89%+6.23%+1.77%+0.81%+8.18%+0.11%+1.16%+33.43%
2011+5.43%+2.25%+1.98%+1.99%+4.94%-0.51%+3.52%-7.70%+5.23%+2.58%+1.18%+2.58%+23.48%
2010-3.00%+7.10%+4.10%+4.95%+4.88%-8.31%+6.06%+2.08%+2.03%+1.99%+4.55%-0.43%+26.02%
2009+2.15%-1.66%-2.12%+2.22%+2.92%+1.51%-2.56%+4.43%+0.09%-7.11%+9.31%+1.47%+10.64%
2008-7.07%+5.31%+1.14%-0.84%+9.87%+2.05%+2.71%+5.28%+1.98%-4.29%+2.54%+0.76%+19.46%
2007+3.04%-0.13%+0.48%+1.93%+4.78%+1.93%-5.90%+8.25%+0.05%+2.92%+1.67%+7.03%+26.04%
2006+3.32%+0.76%+3.69%+1.89%-6.05%+0.31%-2.04%+8.51%+2.42%+4.23%+2.32%+0.65%+20.01%

Click on any of the links in the table below to read our performance letter from that month.

(Lamorak invests up to 150% at times, see Performance Disclosures: Portfolio Statistics)

How trading with Lamorak works

When you subscribe to the Lamorak Trading System Membership, you'll receive daily trade reports with all of the information you need to follow the system with ease.

All you need to do is log in to our website once a day, anytime after the market closes, to review the latest trade signals and member-only pages. Most traders spend 10-minutes or less per day on average reviewing the trade report and placing Lamorak orders.

Get started today with a Lamorak Trading Membership

Monthly Membership

$99 / per month
  • Member-only dashboard
  • Daily trade reports
  • Priority member support
  •  

Annual Membership

$990 / per year
  • Member-only dashboard
  • Daily trade reports
  • Priority member support
  • Get 2 months free choosing annual!

Looking for a trial before you commit? Test drive all three of our trading systems for 14-days, just $1. No auto-enrollment and no strings attached. Sign up here.

Frequently Asked Questions

TRADING SYSTEM DISCLAIMER

Please be advised that trade signals are provided as an educational tool for informational purposes only and do not constitute investment advice. Signals, trading tools, and all published analysis should always be used as a starting point for doing additional independent research so that you can form your own opinion regarding investments. Under no circumstances should trade alerts be treated as financial advice.