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.