Trading Systems Performance for October 2023

Below is a performance summary for our fully rules-based trading systems for the month of October 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 October Year to Date
S&P 500 ($SPX) -2.17% +10.58%
10-Year Treasury (IEF) -1.93% -4.47%
60/40 Portfolio (SPY/IEF) -2.07% +4.56%

Trading system performance

System October Year to Date
Trade Risk Index -1.23% -4.32%
Merlin System -3.74% -15.06%
Lamorak System +1.23% +6.98%

See Performance Disclosures: Monthly Performance. Trade Risk uses Interactive Brokers as our primary broker and reporting agent.

Trading system commentary

We saw more downward pressure for stocks and bonds for the third straight month and that has set up notable oversold conditions looking across a handful of traditional technical and breadth indicators.

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.

Merlin unfortunately continues to trend deeper into drawdown territory as its recent additions of longs get brought down with the overall market. It’s been a challenging year for Merlin, but we still very much believe in the long-term viability of this trading system, it’s simply been out of sync with markets all year long.

Fortunately, Lamorak has been in sync and managed to profit from some of the volatility and downward pressure in stocks this month adding gains to its already positive year-to-date performance.

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.

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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