Trading Systems Performance for April 2021
Below is a performance summary for our trading strategies for the month of April 2021. To learn more about the strategies and to follow along in real-time with their signals, please visit the Trading Systems page.
System performance for April
| Strategy | April | Year to Date |
|---|---|---|
| Merlin | +9.90% | +22.88% |
| Lamorak | +3.10% | +16.02% |
| 60/40 Benchmark | +3.58% | +5.27% |
See Performance Disclosures: Monthly Performance.
Merlin closed trades in April
| Closed Trades | Return on Signal | R-Multiple |
|---|---|---|
| FLWS | 20.29% | 1.62 |
| ZLAB | 29.53% | 1.58 |
| YETI | 27.05% | 1.5 |
| EFX | 16.52% | 1.88 |
| JOE | 5.27% | 0.5 |
| AMSC | -32.08% | -1.16 |
| VHC | 25.80% | 0.5 |
| IRTC | -39.28% | -1.6 |
| LPL | 16.56% | 1.85 |
Merlin varies position size based on the individual stock, so R-Multiples are important measures of account impact.
Lamorak closed trades in April
| Closed Trades | Return on Signal |
|---|---|
| MTCH | 2.24% |
| INTC | -2.59% |
| LMT | 2.35% |
| JD | 4.00% |
| MRK | 1.81% |
| ATVI | 0.25% |
| WDAY | 1.91% |
| XEL | -0.94% |
| PFE | -3.88% |
| NXPI | -0.35% |
| CERN | -0.15% |
| TMO | 2.08% |
| VRTX | 1.57% |
| DXCM | 1.14% |
| LULU | 0.10% |
| DOCU | -0.31% |
| AMZN | -2.02% |
| NVDA | -9.43% |
| PYPL | -4.31% |
| LMT | -0.30% |
| AAPL | -2.50% |
| AMD | 4.37% |
| ISRG | -1.51% |
| NFLX | -1.05% |
| NEE | 0.80% |
| MRVL | 0.14% |
| FOXA | 0.13% |
| PCAR | 0.13% |
| ILMN | 7.30% |
| DIS | 0.17% |
| ZM | 4.67% |
| MTCH | 5.36% |
| TSLA | 14.36% |
Lamorak equal weights position size across all trades, so no R-Multiple are necessary to compare signal profitability.
Trading system commentary
42 closed trades | 64% winners
Both of our trading systems continue to really enjoy this market environment, especially Merlin, which is coasting on its long exposure and riding the broad uptrend in stocks. Even though it feels uncomfortable to stay long a frothy market, this system will continue to take profits in stretched positions and deploy that cash immediately back into lower risk more actionable long setups.
Lamorak has to work harder to keep pace in strong uptrends, so the fact that it’s posting these types of numbers is something I’m really happy to see.
If you’re looking for professional evidence-based strategies to help you trade individual stocks and ETFs, visit our Trading Systems page to learn more.
