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.

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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