Merlin Strategy Performance for December 2019

Our Merlin swing trading strategy kicked off its live track record November 2019 and in this post we’ll cover the recent performance since that time. To learn more about the strategy and to follow along in real-time with its trading signals, please visit the Merlin strategy page.

 

Merlin Trading Performance November

Strategy November
Merlin Margin +8.19%
60/40 Benchmark +1.89%

 

Closed Trades Return on Signal R-Multiple
ADBE +10.60% +1.81
PRO +18.86% +1.50

 

Merlin Trading Performance December

Strategy December
Merlin Margin +5.42%
60/40 Benchmark +1.37%

 

Closed Trades Return on Signal R-Multiple
VEEV +5.07% +0.50
SHOP +19.44% +1.45
SSW +16.48% +1.50
LGIH +4.03% +0.50
MTCH +9.40% +1.50
NEM +13.18% +1.50
RDUS -11.76% -1.0

 

Note: The strategy performance numbers above are mark-to-market based on live trading with an Interactive Brokers Pro account. This includes 0.05c per share commissions, margin borrow costs when applicable, and impact from slippage. Strategy returns include open trades that have not yet closed out or become realized gains or losses. Please remember, past performance is not necessarily indicative of future results, please review our disclaimer and performance disclosures.

 

Performance Commentary

We couldn’t have picked a better time to launch the strategy.

It was a monster 2 month return for Merlin beating the returns of the benchmark and doing so with very little volatility and draw-down. The strategy has been accumulating as much risk as it can get its hands on and utilizing margin for most of December. The number of open positions heading into the new year remains high, but many initial targets have been achieved and stops raised to protect from the inevitable market pullback.

You can find out more about the Merlin strategy here.

Evan Medeiros

Evan is the founder of The Trade Risk, a financial media company that publishes research and analysis about the stock market and specializes in trading education. With 20+ years of coding experience and a B.S. in computer science, Evan brings a systematic discipline to investing in the stock market.

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2 Comments

  1. GLEN on 10:28 pm January 19, 2020 at 10:28 pm

    I thank this would work with trading options over many types of stocks and other.

    • Evan Medeiros on 10:47 pm January 19, 2020 at 10:47 pm

      Hi Glen, Yes most of the stocks in the merlin universe (but not all) will have liquid option chains so you could express the trades that way and it would definitely free up some capital.

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