Partner Center Find a Broker

Just finished crunching the numbers for the SMA Crossover Pullback system! Did Q4 fare better than Q3 2017? And did this one outperform my other mech system?

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!

Q4 2017 SMA Crossover Pullback System Performance
Week P/L in Pips P/L in %
Sept. 27-Oct. 11 +320 +2.13
Oct. 12-18 -256 -1.71
Oct. 19-25 -103 -0.69
Oct. 26-Nov. 1 -140 -0.94
Nov. 2-8 -115 -0.77
Nov. 9-15 +81 +0.54
Nov. 16-22 -150 -1.00
Nov. 23-29 +23 +0.15
Nov. 30-Dec. 6 +32 +0.21
Dec. 7-13 -150  -1.00
Dec. 14-20 +105  +0.70

The SMA Crossover Pullback System was off to a good start with a smashin’ 320-pip win or a 2.31% gain, but I think it’s safe to say that it wasn’t the best of quarters for the system.

It went on to chalk up consecutive weekly losses as choppy conditions ensued for dollar pairs, not to mention how sentiment kept shifting for the European currencies.

Full stop losses were even hit for more positions than usual, and even early exits on new crossovers didn’t seem enough to limit those dents. It did have its share of shining moments, though, particularly when trailing stops managed to catch big wins for EUR/USD in a couple of instances.

The one time it hit the full profit target was on Cable at the start of the quarter but unfortunately, it was unable to follow this up with another big win on the pair. EUR/JPY had the bumpiest ride of all, getting caught up in choppy market conditions and snagging tiny losses.

To sum up, this strategy had a 353-pip loss or a 2.35% loss for Q4 2017, effectively erasing more than half of the wins in the previous quarter. Come to think of it, the SMA Crossover Pullback System has seen declining gains since Q2, ending up with a loss in the last stretch. Boo!

 

 

For the year, the system still ended up with a 2,436-pip gain or a 16.24% profit. Not bad, eh? I do wish it was still able to replicate its thousand-pip gains in the first half of the year, though!