
I have been very quiet on my blog recently. It’s not because I’ve stopped trading. Far from it! However, I haven’t been doing much in the way of active research or strategy design. I’m currently trading three strategies frequently and another two occasionally (fewer signals). The screenshot above is my account (red) vs SPY (blue).
I was underperforming for a while and jettisoned a strategy that promised more than it could deliver. Then the short side really did me well during the COVID panic. Since then, IPO-related trades have been boiling over. Can’t complain!