Trading Systems Performance for June 2021

Below is a performance summary for our trading strategies for the month of June 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 June

Strategy June Year to Date
Merlin +5.09% +24.71%
Lamorak -5.70% +8.78%
60/40 Benchmark +1.76% +7.79%

See Performance Disclosures: Monthly Performance.

 

Merlin closed trades in June

Closed Trades Return on Signal R-Multiple
CRDF -32.30% -1.05
SWBI 66.71% 1.5
AXON 29.63% 1.51
TRUP 32.97% 1.5
ATVI 3.86% 0.5
SNBR 6.92% 0.5
VIPS -22.09% -1
ACRS -16.29% -1

 

Merlin varies position size based on the individual stock, so R-Multiples are important measures of account impact.

 

Lamorak closed trades in June

Closed Trades Return on Signal
BIIB 0.58%
ILMN -1.22%
EA 0.85%
KDP 0.14%
KHC -5.03%
MELI -2.01%
MTCH -1.26%
ATVI 0.89%
C -8.03%
CAT -2.99%
DOW -3.25%
NKE -2.17%
BAC -3.28%
JPM -2.90%
GE -2.44%
FAST 1.71%
SPG -0.94%
HON -1.14%
SNPS 1.95%
ALL -2.74%
DXCM -2.73%
TEAM -2.89%
UNH -1.68%
PCAR 0.00%
NTES -0.90%
ILMN -0.40%
HD -0.40%
FDX -2.18%
CTAS 0.23%
MTCH 5.32%
AMD 0.11%
MRVL -0.25%
BA -2.02%

 

 

Lamorak equal weights position size across all trades, so no R-Multiple are necessary to compare signal profitability.

 

Trading system commentary

41 closed trades | 34% winners

We had some pretty extreme divergence between our trading systems this month.

On one hand, we had Merlin kicking butt with its heavy long exposure getting paid on the growth/technology rotation trade that took place throughout June. Merlin made fresh new highs on the year bringing year to date gains to +24.71%.

However, Lamorak wasn’t so fortunate. It got caught hanging onto value stocks a bit too long and fighting the move higher in growth. It lost 5.70% this month bringing YTD gains back down to single digits at 8.78%, which is still ahead of our 60/40 benchmark.

Net on the month between both systems, it was basically a wash. It’s obviously great when both systems move higher at the same time, but this once again illustrates the benefit of having diversity in your trading strategies. It helps keep the lows from getting too low and the highs getting too high.

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.

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.

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