Subtotals.
A busy year of some kind. Especially when a catastrophe in the form of the most rapid fall of markets in history confused all the maps and systems.. I also drank in the commodity markets…. But soon things will get better.
These are the systems for US stocks since the beginning of the year.. Strong falls down on some systems are due to the, that shortly before the markets fell to successful systems, the size of positions was increased in 1,5-2 Times:
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And these are systems for American futures from the beginning of the year:
System No. 0 — the shortest, started playing in the middle of the year and immediately got into a drawdown:
System # 1 with an average time in a position of about 11 days:
System # 2 with an average time in a position of about 17 days:
System # 3 with an average time in a position over 40 days:
System # 4 exhausted my patience and was terminated, although there is still 3 unclosed positions.
System No. 5 was discontinued before the beginning of summer due to lack of funds for it.
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MICEX. At the start of trading (February this year) -10% What's on 3% better than the MICEX index for the same period. At the moment, the portfolio is full for 40%, defensive shares remained :)
