Trading Systems Performance for September 2021

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

Strategy September Year to Date
Merlin -8.21% +18.59%
Lamorak -5.19% +14.70%
60/40 Benchmark -3.43% +8.17%

See Performance Disclosures: Monthly Performance.

Trading system trade statistics for September

Closed Trades Only Merlin Lamorak
Total number of trades 12 32
Number of winners 5 17
Number of losers 8 16
Win Percentage 41.67% 53.12%
Win/Loss Ratio 1.1 0.31

Please note, trade statistics are generated based on closed trades in the month of September only. A trade could have been initiated in a previous month, carried over, and closed out this month.

Trading system commentary

This month, I’m reporting a slightly different format, instead of listing all of the individual stocks we traded, I’m just summarizing the overall trade statistics in a table. I think this will give a better snapshot of activity rather than a long list of names.

We’ve been alternating over these past handful of months from firmly green to firmly red performance. September was tough for the stock market as a whole, and given Merlin is a medium-term swing trading system that doesn’t really care about shallow market pullbacks, it’s going to simply roll with the punches (at least for now). It will still take stops and exits where necessary, but it’s going to continue to hunt for opportunities and be aggressive.

Lamorak also finished  September in the red despite landing a few profitable short trades. That was due to two above average in size losing long trades. In both cases, trading system performance was as expected given current conditions and are still on track for a great year.

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 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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