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Just finished crunching the numbers for the SMA Crossover Pullback system! Did Q1 2018 fare better than Q4 2017? And did this one outperform my other mech systems?

If you’re wondering what I’m talking about, make sure you look at the trading rules and risk management adjustments first. And now here are the numbers!

Q1 2018 SMA Crossover Pullback System Performance
Week P/L in Pips P/L in %
Jan. 2-9 +300 +2.00
Jan. 9-16 -375 -2.50
Jan. 16-23 0 0
Jan. 23-30 +660 +4.40
Jan. 30-Feb. 6 -150 -1.00
Feb. 6-13 0 0
Feb. 13-20 -39 -0.37
Feb. 20-27 -300 -2.00
Feb. 28-Mar. 6 +150 +1.00
Mar. 6-13 0  0
Mar. 13-20 -83  -0.55
Mar. 20-27 +321 +2.14

Started strong and finished strong! Of course there were a few blips in between, but all in all the system was able to end up with a grand total of 484 pips for Q1 2018.

Looking at the equity curve shows the road bumps along the way and a brief dip below breakeven, but the system eventually pulled off with a good finish to end with decent gains for the quarter:

SMA Crossover Pullback Equity Curve (Q1 2018)
SMA Crossover Pullback Equity Curve (Q1 2018)

All this was mostly attributed to the big wins in the first week of the year, the massive 660-pip gain on the last week of January, and the last stretch this month. This translates to a compounded 3.073% win for the account!