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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!

Q4 2019 SMA Crossover Pullback System Performance
Week P/L in Pips P/L in %
Oct. 1 – 8 +8 +0.04
Oct. 8 – 15 -237 -1.58
Oct. 15 – 22 +300 +2.00
Oct. 22 – 29 +244 +1.67
Oct. 29 – Nov. 5 -184 -1.23
Nov. 5 – 12 -97 -0.65
Nov. 12 – 19 -17 -0.11
Nov. 19 – 26 +35 +0.23
Nov. 26 – Dec. 3 -121 -0.80
Dec. 3 – 10 -93 -0.62
Dec. 10 – 16 +245 +1.63

This quarter was off to a shaky start, but the mechanical system was able to follow through with back-to-back big wins in the last two weeks of October.

Still, the system was unable to shake off losses from ranging market conditions, as it snagged several early exits and accumulated losses. Fortunately it was able to cap off the quarter with a solid 245-pip win or 1.63% gain.

All in all, the SMA Crossover Pullback System wound up with an 83-pip gain or a 0.50% win on the account for Q4 2019.

SMA Crossover Pullback Q4 2019 Equity Curve
SMA Crossover Pullback Q4 2019 Equity Curve

Looking at the equity curve of the returns over the quarter shows that the system had a pretty good run up early on but gave up ground throughout most of the quarter.

For the year, this brings the SMA Crossover Pullback System up by only 36 pips or 0.24%. I know… Not impressive at all!

Sadly, 2019 hasn’t brought much trends or at least lasting ones that this system could profit from. Do you think things might pick up next year or should I start making adjustments already?