Trading Systems Performance for November 2021

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

Strategy November Year to Date
Merlin -4.20% +19.42%
Lamorak -8.00% +6.51%
60/40 Benchmark -0.05% +12.70%

See Performance Disclosures: Monthly Performance.

Trading system trade statistics for November

Closed Trades Only Merlin Lamorak
Total number of trades 21 30
Number of winners 13 14
Number of losers 9 17
Win Percentage 61.90% 46.67%
Win/Loss Ratio 0.80 0.70

Please note, trade statistics are generated based on closed trades in the month of November only, however, a trade could have been initiated in a previous month.

Trading system commentary

It was a sneaky month for the markets as the major averages masked a lot of the under-the-hood carnage that took place. Lamorak got hit especially hard this month as it was caught long on the initial leg down in many of the hardest hit sectors. If volatility is here to stay, I would expect it to quickly catch back up on a relative outperformance basis and if early December trading is any indication, we’re already seeing that.

If you’re looking for professional evidence-based strategies to help you trade individual stocks and ETFs, visit our Trading Systems page to sign up for a membership today.

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.

Stay up to date with the Trade Risk's performance:

Please enter your name.
Please enter a valid email address.
Something went wrong. Please check your entries and try again.

Leave a Comment