February 2021 Readout

We had a heck of a month for all of our trading systems. Boom times in the market, indeed.

Options system

We had 56 trades close out in February, all winners. Some basic stats:

Trade: 56 wins, no losses

Average trade: 4.5% (mean)

Average duration: 9.0 days

Trade quartiles:

Min: 0.93%

25%: 2.34%

50%: 3.74% (median)

75%: 5.48%

Max: 14.71%

If you invested $3,000 per trade in February, your returns would be:

ETF Systems:

For the IWM-TLT Swap system, we remained in the IWM-weighted portfolio the entire month. We saw returns of 2.7% for February 2021. Not a bad clip: that's 32.5% annualized.

Monthly returns and past-year performance for the ITS ETF system are below:

For the Simplified Diversification system, we had similar returns of 2.52%. Our signal did not change for March 2021.

Monthly returns and past-year performance for the SD ETF system are below:

Cheers and happy trading!

Marc and Laura


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