Trading Systems Performance for November 2023
Below is a performance summary for our fully rules-based trading systems for the month of November 2023. 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 | November | Year to Date |
|---|---|---|
| S&P 500 ($SPX) | +9.13% | +20.68% |
| 10-Year Treasury (IEF) | +4.55% | -0.12% |
| 60/40 Portfolio (SPY/IEF) | +7.30% | +12.36% |
Trading system performance
| System | November | Year to Date |
|---|---|---|
| Trade Risk Index | +3.00% | -1.45% |
| Merlin System | +5.12% | -10.72% |
| Lamorak System | +1.01% | +8.06% |
See Performance Disclosures: Monthly Performance. Trade Risk uses Interactive Brokers as our primary broker and reporting agent.
Trading system commentary
After three consecutive down months, stocks and bonds came roaring back in November posting one of their strongest months ever!
Every Friday we publish an in-depth video reviewing the market environment so be sure to tune into our Stock Market Weekly series on YouTube for real-time analysis.
Both Merlin and Lamorak were able to capture a piece of this month’s rally with Merlin enjoying the bigger gain of +5.12%. This type of recovery we’re seeing in the overall market has got Merlin more comfortable adding risk and equities to its portfolio again so we’ll see if it can ride a new wave of small-cap outperformance to dig itself out of its current drawdown.
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.
