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Finally finished crunching the numbers for the SMA Crossover Pullback system! How did this mechanical system fare in the last three months?

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 2019 SMA Crossover Pullback System Performance
Week P/L in Pips P/L in %
July 2 – 9 -183 -1.22
July 9 – 16 -15 -0.10
July 16 – 23 -6 -0.05
July 23 – 30 -71 -0.47
July 31 – Aug. 6 -12 -0.08
Aug. 13 – 20 -102 -0.68
Aug. 20 – 27
Aug. 27 – Sept. 3 +118 +0.78
Sept. 3 – 10 -119 -0.79
Sept. 10 – 17
Sept. 17 – 24 +31 +0.22
Sept. 24 – Oct. 1 +300 +2.00

This quarter was off to a terrible start as the mech system logged in one set of weekly losses after another. Things didn’t pick up until the last week of August when it was able to chalk up a 118-pip gain, only to be erased the following week.

Still, the system managed to cap off the last three months with a couple of winning weeks, with the latest one catching a full win on Cable for a 300-pip or 2.00% gain.

All in all, the SMA Crossover Pullback System wound up with a 59-pip loss or a 0.43% dent on the account for Q3 2019.

Looking at the equity curve of the returns over the quarter shows that the system just stayed in the red for the most part before attempting to land back in the black towards the end.

If you’ve been keeping tabs on my weekly updates, you’d recall that it was the lack of momentum on trends that led to several early exits on new crossovers that accumulated losses for this one. Think trends are about to pick up before the year ends?