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Just finished crunching the numbers for the SMA Crossover Pullback system! Did Q2 2018 fare better than Q1 2018? 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!

Q2 2018 SMA Crossover Pullback System Performance
Week P/L in Pips P/L in %
April 1-3 -80 -0.53
April 3-10 -37 -0.25
April 10-17 -44 -0.29
April 17-24 -163 -1.08
April 24-May 2 +347 +2.31
May 2-8 +300 +2.00
May 8-15 +103 +0.69
May 15-22 +35 +0.22
May 22-29 +22 +0.15
May 22-June 5 +600 +4.00
June 5-12 +80 +0.53
June 12-19 +37 +0.24
June 19-26 +168 +2.12
June 26-30 -123 -0.81

The mechanical system was off to a really rocky start for the quarter as April was filled with one weekly loss after another. The tide turned in May with consecutive wins and, just when it seemed that the gains were slowing, it snagged 600 pips or 4% in the first week of June.

There was still some positive follow-through for almost the remainder of the quarter, but the last week encountered a 123-pip dent or a 0.81% loss. Still not so bad!

Looking at the equity curve for Q2 reflects the slight dip at the beginning and a nearly nonstop climb towards the finish.

SMA Crossover Pullback Equity Curve (Q2 2018)

Now that’s a pretty good improvement over the roller coaster ride in the first quarter:

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

All in all, the SMA Crossover Pullback System managed to end up with a total of 1,245 pips or 9.57% for Q2 2018. That’s nearly thrice as much as its profits for the previous period, woot woot!

ICYMI, check out how my other mechanical systems fared in Q2:
Short-Term Bollinger Reversion Strategy
Inside Bar Momentum System