Trading Systems Performance for July 2023

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

March markets at a glance

Market July Year to Date
S&P 500 ($SPX) +3.27% +20.62%
10-Year Treasury (IEF) -0.65% +1.30%
60/40 Portfolio (SPY/IEF) +1.70% +12.89%

Trading system performance

System July Year to Date
Trade Risk Index -0.08% +4.37%
Merlin System -0.73% -4.10%
Lamorak System +0.58% +12.87%

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

Trading system commentary

July was another strong month for the stock market with the S&P500 finishing up over 3% led by energy stocks and financials. Meanwhile, we got trend continuation (lower) for the bond market as the 10-year treasury bond fell -0.65% throughout the month.

Both of our Merlin and Lamorak trading systems were pretty quiet this month with net movement under 1%. Merlin continues to increase exposure to the stock market and is looking for new long setups while Lamorak trades short-term around the edges of turning points. There weren’t a whole lot of surprises or noteworthy moves to comment on in July, which is generally a good thing.

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 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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