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.
