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.
