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

 

If you’re looking for professional evidence-based trading systems to help you invest in individual stocks and ETFs with a focus on risk management, sign up for a $1 trial today to see if our trading systems 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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