Trading Systems Performance for February 2023

Below is a performance summary for our fully rules-based trading systems for the month of February 2023. To learn more about these systems and to follow along in real-time with their signals, check out our Trading Systems page.

December markets at a glance

Market February Year to Date
S&P 500 ($SPX) -2.51% +3.62%
10-Year Treasury (IEF) -3.27% +0.19%
60/40 Portfolio (SPY/IEF) -2.81% +2.25%

Trading system performance

System February Year to Date
Trade Risk Index -0.78% +0.13%
Merlin System -2.61% -1.07%
Lamorak System +1.06% +1.32%

See Performance Disclosures: Monthly Performance. Trade Risk uses Interactive Brokers as our primary broker and reporting agent.


Trading system commentary

The bullish momentum faded in stocks and bonds for the month of February as both SPX and IEF gave back a good chunk of their January rally. Both are still positive on the year, but the big question on investors’ minds heading into March is whether or not the major bear market trends of 2022 are coming back into play.

As we mentioned last month, our Merlin trading system began the year by increasing its long exposure and that hasn’t changed throughout February, although the buying has been much slower and selective favoring healthcare and biotech stocks.

Lamorak’s tactical trading served us well in February. It was able to participate on the long side without overstaying its welcome as the market began to pullback. As we always say, it’s great to have one trading system zig while the other one zags.

If you’re looking for professional evidence-based trading systems to help you invest in individual stocks and ETFs with a focus on risk management, sign up for a $1 trial today to see if our trading systems are right for you.

Evan Medeiros

Evan is the founder of the Trade Risk. With 20+ years of coding experience and a B.S. in computer science, Evan brings a systematic discipline to investing in the stock market.

Stay up to date with the Trade Risk's performance:

Please enter your name.
Please enter a valid email address.
Something went wrong. Please check your entries and try again.

Leave a Comment