Let’s start with a traditional table
Without February 22-25, everything is not so sad, but also “not ice”
If you characterize my trading of RI and Si this year, then you can’t say anything more precisely than “full f…”. With the spot, everything is not so sad. Without taking into account the losses at Gazprom’s synthetics, there is a well-founded hope to end the year even in positive territory. But the hope for RI “melts” with every trading day. And the reason for this is the positive correlation between the shares of Gazprom and Sberbank and the ruble-dollar exchange rate observed in May-July (see, for example, the dynamics of the shares of Sberbank and Si today).
With Si, everything is more complicated. My systems are designed in it, basically, for its growth by double-digit percentages over a period of one month or more. More short-term growths remain “behind the scenes”, and strong declines, as a rule, bring only negative results, as it was in the first half of 2015 and is observed now. Actually, in the second half of 2015-early 2016, my last big earnings were in Si. Will the growth of Si in August-December 2022 be sufficient for my good earnings in it? Alas, there is no answer.
If we talk about July, I did not trade Si, as it was turned off by the “big saw filter”. But the jumps in it “got” me through RI, where from the second decade of July there was a classic “saw” for my systems, which the “small saw filter” noticed with a traditional delay of 5-10 trading days: July 22. On the same day, the same “filter” showed a “saw” in GAZP with GMKN (in GMKN on July 29, the “big saw filter” was also turned on). And in SBER, he “saw the saw” a week earlier. Therefore, from July 12 to July 22, a loss was received even more than the final monthly one.
Profitability of the strategy Become a qualified investor! in July was -1.76%.
July turned out to be a mixed month for my komon indices: the Micex Index ended it in the red by 1.0%, while the Global Index rose by 1.1%. Their result-2022 as of 31.07 from the beginning of the year was:
Gorchakoff Micex Index -7.59%
Gorchakoff Global Index -5.34%
We talked in more detail about the results of individual components of these indices in July and plans for the future at the traditional webinar on August 4th.
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.