We had a heck of a month for all of our trading systems. Boom times in the market, indeed.
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
50%: 3.74% (median)
If you invested $3,000 per trade in February, your returns would be:
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