Trading Systems Performance for October 2021

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

Strategy October Year to Date
Merlin +5.03% +23.62%
Lamorak -0.19% +14.51%
60/40 Benchmark +4.03% +12.88%

See Performance Disclosures: Monthly Performance.

Trading system trade statistics for October

Closed Trades Only Merlin Lamorak
Total number of trades 12 32
Number of winners 8 18
Number of losers 5 14
Win Percentage 66.67% 58.06%
Win/Loss Ratio 1.37 0.58

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

Trading system commentary

It was a solid month of performance for our trading systems, specifically Merlin, which rebounded nicely and finished October up over 5%. There were 12 closed trades, 8 of them winners, and the size of the winners were larger than the size of its losers.

Lamorak couldn’t get as much traction this month, it did trade actively, and had a win percentage of 58%, but a few outsized losers dragged down the overall win-to-loss ratio. Both trading systems are beating our 60/40 stocks/bonds benchmark heading into the month of November.

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 20+ 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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