Trading Systems Performance for June 2022

Below is a performance summary for our trading strategies for the month of June 2022. 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
Trade Risk Index -0.17% -9.06%
Merlin System -3.22% -21.45%
Lamorak System +2.84% +4.37%
60/40 Benchmark -5.29% -16.21%

See Performance Disclosures: Monthly Performance.


Trading system commentary

We saw more market volatility throughout June and a VIX spike back up towards 35. The 60/40 portfolio benchmark fell 5.29% on the month bringing its year-to-date losses to -16.21%.

Similar to the broad market, our Merlin Trading System continued to lose ground throughout June. It has been very cash heavy, however it did produce a handful of long signals early in the month which caused it to struggle as the market proceeded to roll over into month end.

Lamorak on the other hand, loved the volatility and secured a handful of wins on the long and short side which resulted in a positive 2.84% return in June and bringing its year-to-date performance up to +4.37%.

Combined, our Trade Risk Index continues to outperform our benchmark heading into the second half of the year.

If you’re looking for professional evidence-based strategies to help you trade individual stocks and ETFs, sign up for a $1 Trial today to see if Merlin and Lamorak 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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