Trading Systems Performance for March 2021
Below is a performance summary for our trading strategies for the month of March 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 March
| Strategy | March | Year to Date |
|---|---|---|
| Merlin | +1.31% | +12.98% |
| Lamorak | +9.58% | +12.92% |
| 60/40 Benchmark | +1.77% | +1.52% |
See Performance Disclosures: Monthly Performance.
Merlin closed trades in March
| Closed Trades | Return on Signal | R-Multiple |
|---|---|---|
| TENB | -14.57% | -1 |
| BLFS | 12.34% | 0.61 |
| AAWW | 5.24% | 0.5 |
| AFMD | 35.80% | 1.5 |
| ACLS | 43.51% | 1.5 |
| COOP | 22.40% | 1.5 |
| COUP | 16.67% | 0.5 |
| TAL | 10.69% | 0.5 |
| OLED | -19.68% | -1 |
| OCFT | -20.05% | -1 |
| FOLD | -30.49% | -1 |
| GDOT | -10.67% | -1 |
| TNDM | 7.36% | 0.5 |
| MASI | -10.57% | -1.01 |
| LULU | -9.77% | -1.01 |
| QCOM | -9.32% | -1 |
| EDIT | -31.09% | -1 |
| KPTI | -29.36% | -1 |
| SVMK | -22.63% | -1 |
Merlin varies position size based on the individual stock, so R-Multiples are important measures of account impact.
Lamorak closed trades in March
| Closed Trades | Return on Signal |
|---|---|
| CL | -0.67% |
| GS | -0.10% |
| KO | -1.94% |
| TCOM | 5.88% |
| VZ | -1.78% |
| XEL | -0.06% |
| PDD | 7.78% |
| ROST | 5.96% |
| SPG | -0.09% |
| CTAS | 3.36% |
| BKNG | 4.33% |
| AMGN | 0.71% |
| BMY | 0.38% |
| PTON | 7.94% |
| LLY | -2.01% |
| TMO | 1.88% |
| LMT | 0.53% |
| SIRI | -0.65% |
| AEP | -1.33% |
| DD | -0.34% |
| T | -1.08% |
| ALXN | 3.08% |
| CRM | 3.63% |
| CERN | -3.13% |
| DLTR | -7.90% |
| EBAY | 2.83% |
| SNPS | 2.86% |
| TMO | 0.73% |
| SGEN | -3.51% |
| ATVI | 3.77% |
| PCAR | -0.62% |
| CSCO | 1.90% |
| ZM | 4.50% |
| DHR | 1.68% |
| AAPL | -2.91% |
Lamorak equal weights position size across all trades, so no R-Multiple are necessary to compare signal profitability.
Trading system commentary
We got ourselves a performance race! Lamorak had a very strong month for March, closing up 9.58% which puts Merlin and Lamorak at nearly identical spots in terms of year to date 2021 performance.
I think it’s important to note that each trading system has put in strong performance at different times. Merlin started the year strong while Lamorak started slow, and now they’ve switched places. That’s something easily missed if you’re evaluating a trading system using end of year numbers only. The truth is, when you’re actually trading month to month, having systems that are strong and weak at different times is a great psychological and portfolio benefit.
Heading into April, Merlin is still aggressively long this market and Lamorak is much more tactical picking its spots carefully.
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.
