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.
