Partner Center Find a Broker

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!

Q3 2018 SMA Crossover Pullback System Performance
Week P/L in Pips P/L in %
July 3-11 +226 +1.50
July 12-17 -80 -0.53
July 19-24 +300 +2.00
July 24-31 +13 +0.08
Aug. 1-7 -28 -0.17
Aug. 7-14 +684 +4.56
Aug. 14-21
Aug. 21-28
Aug. 28-Sept. 4 +78 +0.52
Sept. 4-11
Sept. 11-18 -262 -1.73
Sept. 18-25 +74 +0.49
Sept. 25-Oct. 2 +116 +0.76

This strategy was off to a running start with a strong 226-pip or 1.50% gain in the first week of July, following it up with an even stronger 300-pip or 2.00% win in the third week.

Its best run was in mid-August when all three pairs scored big wins, with Cable and EUR/JPY both hitting their full targets then and EUR/USD coming close but snagging its trailing stop before the reversal.

A couple of signal-free weeks followed, before three weeks in the black outweighed the 262-pip or 1.73% dent in mid-September. Shout out to the fellas who reminded me to trust in the system’s solid track record during this losing week!

Looking at the equity curve for Q3 gives a better picture of the steady climb throughout the past three months, with that slight dip in September.

Q3 2018 Equity Curve (SMA Crossover Pullback)
Q3 2018 Equity Curve (SMA Crossover Pullback)

Now that shows another good run like in Q2:

Q2 2018 Equity Curve (SMA Crossover Pullback)Q2 2018 Equity Curve (SMA Crossover Pullback)
Q2 2018 Equity Curve (SMA Crossover Pullback)

It also marks a big improvement over the roller coaster ride in the first quarter:

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

All in all, the SMA Crossover Pullback System managed to end up with a total of 1,121 pips or 7.60% for Q3 2018. That’s a bit below the previous quarter’s 9.57% gain but still a pretty decent one, nonetheless!

ICYMI, check out how my other mechanical systems fared in Q3:
Short-Term Bollinger Reversion Strategy
Inside Bar Momentum System