Trading Systems Performance for October 2020

Below is a performance summary for our trading strategies for the month of October 2020, net of transaction costs. 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 October

Strategy October Year to Date
Merlin -0.20% -4.30%
Lamorak +2.21% +25.93%
60/40 Benchmark -2.05% +5.73%

See Performance Disclosures: Monthly Performance.


Merlin closed trades in October

Closed Trades Return on Signal R-Multiple
INSG -13.64% -1.01
DRD 8.63% 0.50
PETQ 6.68% 0.50
RGR 4.51% 0.46
CCXI 6.71% 0.50
CVM 11.11% 0.50
AAXN 27.19% 1.5
VRTX -12.06% -1.0
ABBV -7.50% -1.0
TWLO 38.85% 1.5
CHGG 17.34% 1.5
PAYC 16.85% 1.5
CDNA 28.57% 1.5

Merlin varies position size based on the individual stock, so R-Multiples are important measures of account impact.

Introducing a new trading system

This month we debuted an our new trading strategy, Lamorak. Private access was granted to Merlin members throughout October and we’ll be opening up public access in November. To be notified when Lamorak registration opens, jump on the waitlist here.


Lamorak closed trades in October

Closed Trades Return on Signal
CDNS -0.61%
CHTR -1.75%
LRCX 3.30%
NFLX 3.76%
INTU -1.08%
PDD 4.40%
MS -0.06%
ADSK -5.92%
MU 0.04%
DLTR 0.59%
MRNA 4.70%
GOOGL 0.61%
EA 0.76%
BKNG 7.86%
FISV 5.17%
MET 2.69%
GM 0.68%
ADP -1.34%
BK -0.74%
ROST -0.35%
SO 0.05%
EXC -4.90%
DOCU 2.24%
CDW -2.42%

Lamorak equal weights position size across all trades, so no R-Multiple are necessary to compare signal profitability.

Performance commentary

Merlin started off the month hot, posting strong gains and reaching profit targets in a number of its holdings. However, during the second half of October the bulk of its unrealized gains were given back and it closed down basically flat on the month (which was still ahead of its 60/40 benchmark down -2.05%).

Lamorak has been having a blockbuster year and it continued to post strong gains throughout October. It was very active throughout the month closing 24 trades which included longs and shorts.

If you’re looking for professional evidence-based strategies for trading individual stocks and ETFs, visit our Trading Systems page.

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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