Let’s start with a traditional table
By tradition, we will also give a table without 3 days (February 22, 24 and 25)
In general, there is nothing to write. In all the tools there was a “fight with zero” because of the “filters”. Si was not traded at all due to the “big saw filter”, RI and SBER were traded under the “small saw filter” for the whole month, GAZP and GMKN were traded under the “small saw filter” in the first half of the month, and were completely “off” in the second half of the month by the “big saw filter”. saws.” And the results by sign are usual for the last months: RI-trend ended the month in a slight minus, RI-countertrend in plus, blocking the minus of RI-trend, Spot+”synthetics” added 1%.
“Russian Buffett” ended November with a fall, it was not the best month for his portfolio.
Profitability of the strategy Become a qualified investor! in November amounted to a symbolic +0.22%.
For my comon indices, November also turned out to be a slightly positive month, Gorchakoff Global Index added 1%, Gorchakoff Global Index +1.5%. Their result-2022 as of 31.10 since the beginning of the year was:
Gorchakoff Micex Index -8.31%
Gorchakoff Global Index -7.75%
We discussed the results of individual components of these indices in November and plans for the future in more detail at the traditional webinar on December 1.
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.