Trading Systems Performance for March 2022

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

Strategy March Year to Date
Trade Risk Index +0.28% -5.88%
Merlin System +1.79% -13.09%
Lamorak System -1.02% +1.64%
60/40 Benchmark +0.63% -5.32%

See Performance Disclosures: Monthly Performance.


Trading system commentary

March was a relatively quiet month for our trading systems. Merlin continues to bounce back and recover some of the losses from early this year and the Lamorak trading system lost about 1% of ground but is still positive year-to-date.

At the strategy level, Merlin continues to de-risk, sell into this latest snap back rally while Lamorak remains highly active both on the short and long side of the market. This behavior is exactly what we would expect from both systems, and Lamorak continues to outperform in this uncertain and volatile macro environment.

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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