Trading Systems Performance for January 2021
Below is a performance summary for our trading strategies for the month of January 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 January
| Strategy | January | Year to Date |
|---|---|---|
| Merlin | +12.44% | +12.44% |
| Lamorak | +0.32% | +0.32% |
| 60/40 Benchmark | -1.05% | -1.05% |
See Performance Disclosures: Monthly Performance.
Merlin closed trades in January
| Closed Trades | Return on Signal | R-Multiple |
|---|---|---|
| APO | 3.43% | .5 |
| IRTC | 15.98% | .5 |
| QDEL | 30.92% | 1.5 |
| MTH | 4.11% | .35 |
| OLLI | 30.71% | 1.5 |
| HUM | 4.27% | .5 |
| OSTK | 40.18% | 1.5 |
| VIRT | 16.03% | 1.52 |
| NLS | 33.34% | 1.53 |
| PETS | 8.07% | .48 |
| ATVI | 14.80% | 1.5 |
| W | 35.55% | 1.5 |
| NIU | 34.81% | 1.5 |
| DKS | 17.24% | 1.5 |
| HOME | 26.02% | 1.5 |
| GDS | 27.58% | 1.50 |
| REGN | -7.34% | -1 |
| GRUB | 11.80% | 1.6 |
Merlin varies position size based on the individual stock, so R-Multiples are important measures of account impact.
Lamorak closed trades in January
| Closed Trades | Return on Signal |
|---|---|
| FISV | -3.20% |
| JPM | -0.70% |
| ROST | -1.82% |
| MAR | -0.74% |
| CL | -7.27% |
| WBA | 10.32% |
| C | -0.99% |
| ORCL | -0.62% |
| PG | 0.76% |
| ZM | 9.60% |
| VZ | 2.89% |
| CHKP | 2.32% |
| XLNX | 8.21% |
| REGN | -4.09% |
| CTAS | -1.38% |
| LULU | 2.24% |
| COST | -0.85% |
| KHC | -3.69% |
| LOW | -2.95% |
| CSCO | 1.81% |
| BIIB | -5.37% |
| FDX | -3.51% |
| GILD | 3.04% |
| TMO | 2.07% |
| UPS | -3.58% |
| SPLK | -0.41% |
| HD | 1.83% |
| VRSN | -0.82% |
| CHKP | 3.92% |
| OKTA | 4.05% |
| SGEN | 3.18% |
| VZ | 1.31% |
| KO | 4.68% |
| ALL | 1.86% |
| DLTR | -2.49% |
| LULU | 1.86% |
Lamorak equal weights position size across all trades, so no R-Multiple are necessary to compare signal profitability.
Merlin commentary
Merlin kicked off 2021 with a bang! Double-digit monthly performance returns after an already strong fourth-quarter run-up last year. Out of the 18 trades the system closed out, only one of them resulted in a loss (REGN). Why was the performance so strong? Merlin remained 70 to 85% invested the entire month in (mostly) higher beta individual stocks that diverged positively from a relatively flat S&P500.
Lamorak commentary
Not to be left in Merlin’s shadow, Lamorak saw a positive 0.32% return which makes sense, given the low volatility one-way grind higher, which is not the ideal environment for this system. As expected and per usual, Lamorak was much more active turning over the portfolio in short-term swing trades.
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.
Hi! I had some questions about performance and how the alerts work. Is this a good place to reach you?
Hi Casey, you can reach out to us here with your questions: https://www.thetraderisk.com/contact and FYI for more detailed performance metrics you would want to visit https://www.thetraderisk.com/performance/ and our individual trading systems pages as well.