Trading Systems Performance for August 2021

Below is a performance summary for our trading strategies for the month of August 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 August

Strategy August Year to Date
Merlin +9.25% +27.64%
Lamorak +2.74% +20.14%
60/40 Benchmark +1.63% +12.20%

See Performance Disclosures: Monthly Performance.


Merlin closed trades in August

Closed Trades Return on Signal R-Multiple
TREX 12.92% 1.5
PINC 6.92% 0.73
QFIN -20.53% -1.03
DTIL 15.28% 0.53
REKR -27.65% -1
AAPL 18.75% 1.5
MC 17.65% 1.5
EYE 20.70% 1.51
EVER -44.03% -1
BXC 38.21% 1.52
GRTS -27.39% -1
ZEN 6.62% 0.5
ICLR 14.44% 1.5

Merlin varies position size based on the individual stock, so R-Multiples are important measures of account impact.


Lamorak closed trades in August

Closed Trades Return on Signal
OKTA -1.25%
IDXX 1.09%
CERN -0.45%
TCOM 1.96%
FISV -0.71%
NFLX -0.33%
AXP -2.36%
MS 3.00%
WFC 1.49%
BIDU 5.06%
MTCH -5.89%
TGT 3.84%
NKE -0.73%
MAR 1.57%
CPRT -1.65%
BIIB 3.22%
VRSN 0.79%
CVS 1.34%
SIRI 1.83%
LRCX -0.27%
ORLY 0.30%
SBUX -1.99%
USB 3.27%
BMY 1.26%
C 2.74%
WBA 1.52%
BA 3.38%
CAT 2.01%
AMT 0.13%
ANSS -0.14%
MU 2.97%
NEE -1.59%
TSLA 0.11%
MCHP -1.52%
SGEN -1.46%
CTSH 0.19%
UPS 0.82%
DLTR 2.41%

Lamorak equal weights position size across all trades, so no R-Multiple are necessary to compare signal profitability.


Trading system commentary

51 closed trades | 64.70% winners

After Merlin slipped 6% last month, the strategy rebounded strong in August closing up over 9% reaching year-to-date gains of +27.64%. It’s been a fantastic year for this trading strategy and the primary reason it’s been able to perform so well is because it has continued to stay invested in this market. Merlin doesn’t run to cash at the sight of shallow market pullbacks, it keeps hunting for low risk opportunities in individual stocks and stays invested until it sees more structural signs of the market rolling over.

Lamorak also posted solid gains this month and even though it’s only up 20% year-to-date I am actually more surprised that this system has been doing as well as it has given the overall market environment. Lamorak usually feasts on volatility, trading ranges, and uncertainty, and can often get left behind in strong trends, but instead we’re seeing it nearly keep pace with Merlin. It’s trading a lot more actively to keep up, but that’s to be expected.

If you’re looking for professional evidence-based strategies to help you trade individual stocks and ETFs, visit our Trading Systems page to sign up for a membership today.

Evan Medeiros

Evan is the founder of the Trade Risk. With 25 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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