Three Trading Systems Week 4 – Buys, Sells and YTD Returns

This excerpt is for educational purposes only and is not to be interpreted as trading or investment advice.  See Terms Of Use here.

Here is week four of the Three Trading Systems results (video included below).  This week  we check out the Moving Average Channel trading system, the Dow trend and Gann trend trading system, and the Leap of Faith trading system (trading gaps).

It shows current year-to-date performance of the three trading systems, and then the stocks that appeared in this week’s trading system scan so you can follow along at your own pace.

I also mention this week that the SINGLE back-test I show for the Dow & Gann trend system doesn’t necessarily mean it performs that well all the time.  The single test shows around 27% for the year, where a Monte Carlo test (1000 runs) shows around 15% per year over the last two years.  Just something to be aware of, and a good reason to Monte Carlo test wherever possible.  Nothing is perfect – and this is especially true in the markets.

The Index filter is off for all systems this week (and a good portion of last week too) – a short term one for the gaps trading system (below its 25 day Moving Average), and longer term for the others (75 day and 100 day MAs respectively).

Here are the current up-to-date portfolios, that have taken in stocks based on the trading system scans.

Leap of Faith Trading System

Leap of Faith Current Test Portfolio
Buy Date Ticker Buy Price Last Price Sold? Difference
20 Nov 2015 MQG $82.04 $80.99 -1.28%
20 Nov 2015 TNE $3.99 $4.52 13.28%
20 Nov 2015 BAP $3.94 $4.13 4.82%
20 Nov 2015 BOQ $14.30 $13.34 -6.71%
20 Nov 2015 BSL $4.37 $3.83 Yes -12.36%
20 Nov 2015 BXB $10.80 $10.74 -0.56%
20 Nov 2015 CPU $11.57 $11.45 -1.04%
20 Nov 2015 CSL $97.81 $99.89 2.13%
20 Nov 2015 GMG $6.16 $6.11 Yes -0.81%
20 Nov 2015 TME $3.55 $3.95 11.27%
20 Nov 2015 UGL $2.62 $2.39 -8.78%
20 Nov 2015 MTU $10.61 $11.35 6.97%
20 Nov 2015 OFX $3.37 $3.20 -5.04%
20 Nov 2015 PMV $13.73 $13.50 Yes -1.68%
20 Nov 2015 RHC $68.00 $64.49 Yes -5.16%
20 Nov 2015 SUN $13.38 $13.30 Yes -0.60%
30 Nov 2015 HGG $6.49 $6.07 -6.47%
30 Nov 2015 MGR $1.92 $1.92 0.00%
30 Nov 2015 VED $2.76 $2.77 0.36%
-0.61%

Dow and Gann Trend Trading System

Current Test Portfolio
Buy Date Ticker Buy Price Last Price Sold? Difference
23 Nov 2015 MYX $1.21 $1.32 9.09%
23 Nov 2015 SGF $3.60 $3.74 3.89%
23 Nov 2015 TGR $4.49 $4.55 1.34%
23 Nov 2015 COH $93.57 $91.84 -1.85%
23 Nov 2015 IFL $9.62 $9.22 -4.16%
23 Nov 2015 ALL $9.62 $9.64 0.21%
23 Nov 2015 GTY $3.00 $2.89 -3.67%
23 Nov 2015 MTR $4.45 $4.61 3.60%
23 Nov 2015 SRX $39.40 $39.20 -0.51%
30 Nov 2015 DMP $49.62 $50.37 1.51%
30 Nov 2015 REG $6.04 $5.49 -9.11%
0.03%

Moving Average Channel Trading System

Current Test Portfolio
Buy Date Ticker Buy Price Last Price Sold? Difference
24 Nov 2015 AOG $3.13 $2.96 -5.43%
24 Nov 2015 ARB $15.36 $13.35 -13.09%
24 Nov 2015 BGA $5.90 $5.57 -5.59%
24 Nov 2015 BOQ $14.30 $13.34 -6.71%
24 Nov 2015 COH $94.08 $91.84 -2.38%
24 Nov 2015 EHE $7.78 $7.00 -10.03%
24 Nov 2015 HGG $6.32 $6.07 -3.96%
24 Nov 2015 KMD $1.57 $1.48 -5.73%
24 Nov 2015 MYX $1.25 $1.32 5.60%
24 Nov 2015 OSH $8.32 $6.28 Yes -24.52%
24 Nov 2015 SXL $1.19 $1.13 -5.04%
24 Nov 2015 VOC $7.18 $7.44 3.62%
05 Dec 2015 MTS $1.68 $1.52 -9.52%
05 Dec 2015 MTU $11.45 $11.35 -0.87%
05 Dec 2015 PMV $14.44 $13.42 -7.06%
05 Dec 2015 PTM $8.29 $7.54 -9.05%
05 Dec 2015 SUL $10.65 $10.46 -1.78%
05 Dec 2015 TME $3.65 $3.95 8.22%
05 Dec 2015 TNE $4.45 $4.52 1.57%
05 Dec 2015 TTS $4.32 $4.26 -1.39%
-4.66%

Other Posts and Videos in the “Three Trading System” series:

  1. Three Current Trading Systems – Buys and Sells and YTD Returns
  2. Three Trading Systems Week 2 – Current Trades and YTD Returns
  3. Three Trading Systems Week 3 – Current Trades and YTD Returns
  4. Three Trading Systems Week 4 – Buys, Sells and YTD Returns
  5. Three Trading Systems Series Week 5 – Can I Ask You a Question?
  6. Three Trading Systems (Wk 6) – Thank you, Drawdowns, and Trading System Talk
  7. Three Trading Systems (Wk7) – Lessons, Ideas, Tests, Drawdowns
  8. Three Trading Systems (Wk8) – Two Additions, Dry Powder and “No Psychics”
  9. Three Trading Systems (Wk 9) – When There’s Nothing Doing, Do Nothing
  10. Three Trading Systems (Wk 10) – Leap of Faith System Index Filter Switches On
  11. Three Trading Systems (Wk 11) – All Filters On, New Buys

Happy trending!

– Dave McLachlan

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December 13, 2015  Tags: , , , , , ,   Posted in: Trading Diary

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