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My results for August


Let’s start with a traditional table

By tradition, we will also give a table without 3 days (February 22, 24 and 25)

My results for August

If we characterize the rows RI and Si from the first table, we can only repeat what was said last time: “complete f …”. At the same time, the second table does not show anything unusual for my trading: a typical “fight against zero”.

With the spot, everything is not so sad. Without taking into account the losses in Gazprom’s synthetics, there is still a reasonable hope to finish the year in positive territory. The only natural question to the result of August: +0.9% – why so little?

The answer is simple: “filters” (see PS for their actions). GMKN was under the “big saw filter” all August, and SBER was under the “small saw filter”. Since August 17, the “big saw filter” has been included in the GAZP. Was there anything unusual in the behavior of the “filters”? No. Throughout the summer months, the dynamics of the Moscow Exchange index was like a “carbon copy”: in the first few days there was a slight downward trend, in the second decade – “saw”, at the end of the months there was news that caused “jumps” in the market.

Is it a shame that the “filter” did not allow the big profits to be realized in GAZP? It’s a little disappointing: on August 26, my systems began to go long (3 out of 4 systems entered), at the close on August 29, again long by ¾ (one system fixed profits, but the last one went long) and, finally, at the close on August 30, long 100% (closed partly on August 31, when GAZP trading for my systems only started at 10:50, and partly on September 1). If not for the “filter”, the result of August would have been completely different. But I will not refuse “filters”. Lost profit is not a big loss, and the “filters” already saved me from the last one in 2008, and in 2020, and even in 2016, and the “small saw filter” was generally created to avoid losses, as in 2011 It’s a shame, of course, that the “small saw filter” did not turn on on February 21: on February 22, longs were opened exactly according to the systems by which it prohibits them. But here “you can’t throw words out of a song.”

During July, when Si was under the “big saw filter”, I had time to figure out what was happening and understand that I was dealing with a market that my system “did not see” in any tests from July 2007 to December 2014, nor in real trading until February 2022. And it trades in such a market inadequately. Suffice it to mention this fact: from the beginning of February to the present, she has never entered the shorts. Of course, during this period I have already heard the advice many times: “We should have foreseen and changed the system.” Yes, I have systems giving triple digit returns in Si this year. BUT! The same systems ended 2010, 2012-2013, 2016-2017, 2019 and 2021 with double-digit losses: from -10 to -20%%. At the same time, besides this year, they had a three-digit profit only in 2014, and the rest of the years ended from + 20% to + 70%. And I can’t foresee what the market for my systems will be like even a day ahead, let alone a year. So, what is next? Every year “play the lottery”: either -15%, or + 45%. I don’t want that. With these results, I was somehow calmer:

My results for August

Moreover, in 2016, Si is 33% of the account, and, starting from 2017, 25% (the share of Si in 2015 is a separate story). And in all negative years for Si, profits on other instruments “more than” covered them.

Therefore, in August, I only introduced a “filter” of longs into the traded system: a system (!) long in Si is open only when the RI trend in longs is 1/3 or more limits.

Thus, from August onwards, for longs in Si in the absence of growth in shares, I will “respond” for RI, in which Si “sits with one foot”.

Well, who pleases the second month is the “Russian Buffett”. Finally, for the third quarter, he formed a portfolio that confidently overtakes the Moscow Exchange index. True, this is local, but globally in 2018-2022 it is the “Mosbirzhi index side view”.

Profitability of the strategy Become a qualified investor! in August was +1.79%. Why is it not enough, if this is trading by Gazprom and Sberbank in equal volumes in lots per system, I have already analyzed in detail above.

For my comon indices, August turned out to be a multidirectional month: the Micex Index ended it almost at zero (+0.05%), while the Global Index fell by 2.2%. Their result-2022 as of 31.08 from the beginning of the year was:

Gorchakoff Micex Index -7.55%

Gorchakoff Global Index -7.47%

For more details on the results of individual components of these indices in August and plans for the future, we We talked at the traditional webinar on September 1st.

PS Let me remind you.

The “small saw filter” disables trading “long” on 3 of my 4 systems (with the “fastest” entries), leaving unchanged trading “shorts”, which for futures is 2 times less in volume “long”, and for shares – in three.

“Big Saw Filter” completely prohibits tool trading.

My profession is a journalist, but my hobby for 8 years has been studying Forex investing and trading. During this time, I managed to gain extensive experience in investing and trading cryptocurrencies and double my capital in the Forex market. To be the author of this magazine, the site owners invited me to participate in one of the 2020 trading webinars, and I will try to reveal the most relevant crypto market news for you.

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