Trading Systems Performance for March 2024
Below is a performance summary of our trading systems for March 2024. To learn more about these systems and to follow along in real-time with their signals, check out our Trading Systems page.
March markets at a glance
| Market | March | Year to Date |
|---|---|---|
| S&P 500 ($SPX) | +3.27% | +10.39% |
| 10-Year Treasury (IEF) | +0.73% | -1.30% |
| 60/40 Portfolio (SPY/IEF) | +2.26% | +5.72% |
Trading system performance
| System | March | Year to Date |
|---|---|---|
| Trade Risk Index | +3.69% | +9.78% |
| Merlin System | +5.18% | +8.33% |
| Lamorak System | +0.36% | +3.54% |
| Galahad System | +5.57% | +23.28% |
See Performance Disclosures: Monthly Performance. Trade Risk uses Interactive Brokers as our primary broker and reporting agent.
Trading system commentary
Back-to-back strong months of performance with all three of our trading systems contributing to the overall gains of our TR index. Galahad continues to fire on all cylinders as its largest positions Bitcoin and the Nasdaq 100 (and gold too) continue to trend higher. Eventually, we should expect those markets to consolidate, pull back, and take a breather, but for the time being, let the good times roll.
Merlin is also hitting its stride and adding to the gains it saw throughout February. Merlin continues to be nearly fully invested and finding plenty of opportunities in a diverse set of sectors including gold miners, technology, and real estate. Below are the closed trade statistics for Lamorak and Merlin throughout March:
| Trade Statistics | Lamorak | Merlin |
|---|---|---|
| Total number of trades | 17 | 11 |
| Number of winners | 8 | 8 |
| Number of losers | 9 | 3 |
| Win Percentage | 47.06% | 72.73% |
| Average winning trade | 1.39% | 1.09R |
| Average losing trade | -1.17% | -0.79R |
| Win/Loss Ratio | 1.19 | 1.38R |
| Total Percent Captured/Cumulative R | 0.6% | 6.38 |
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