Similar results for me (up to and including 4 March 2022), in a non-DO, small account size, system. Commodities were certainly a stand-out. I don't trade MNQ, so that could account for our difference in Equities. Also, my gains in Bonds could be that I've included ZF and ZN in the small account. They probably shouldn't be there. Its been a good start to the year. KH
Are you still up 5% Rob? I was up about 3% overnight but gave up all those gains and then some as energy and grains gave back some or all of their gains, depending on which grain, and I suffered further losses in copper and OJ (which I know you don't trade). I see 40in20out is up 1.9%, so I expect other trend followers to have results more in that ballpark (I am only 25% trend). But I can't complain. I was up 10.4% last week, and with 15+ months of results on FundSeeder, it now has my Sharpe up at 1.95.
I had the same experience today, but without the +10.4% last week. Up about 10% for the year currently which appears to be less than the average announced on this thread. Talking about fundseeder, I know their biz strat has evolved, but has anyone ever got funded there?
Rob, can you share your system chart since Q4 2021 (with november drop) till now? I would love to see how your system handled this stormy period and how it managed risk.
Just in excel I'm afraid since I'm currently keeping my laptop database frozen for book writing purposes, and I can't produce graphs on my headless server. Here are the raw returns Or click on this (Image sharing never works for me) Rob