Rotational System Drawdown Continues
Rotational is a trend-following system that believes there’s always a bull market somewhere, and in previous downturns this year, the portfolio has been able to ride it out OK because it was in “what was working.” Not this time. Good in the straightaways, not so good in the turns.
This is the largest drawdown the system has generated in test or tracking. It’s important to remember that, no matter how long any system’s backtest, that its worst drawdown is always in front of it, just as its best performance is always in front of it. A backtest (or an actual trading return stream) is only a small sample from a larger heteroscedastic distribution, and as long as the recent results are within the same rough order of magnitude as the sample (they are), there’s no evidence of “brokenness.” In backtest, the system had a half-dozen drawdowns in the teens, and the current drawdown is 23.3% from peak equity, which is comparable to its backtested compounding rate and average annual return. It’s potentially unnerving, yes, but not outside of the expected range of results. The system doesn’t change, however. It just executes, regardless of circumstance, and while it does tend to to suck wind at turning points, it makes up for it in the straightaways - because there’s almost always something trending. We’ll see if the current leaders, stay leaders.
If you liked this post, you might be interested in subscribing to my RSS feed. If you prefer, you can get a nightly RSS email update sent on the days that I post! There are convenient “Subscription” icons near the top of the right sidebar.
To view my actual trades and model portfolios for the different systems I track, visit The Rempel Report. If you’d like to become of member of The Rempel Report, you can register here. At The Rempel Report, I track model portfolios for four different mechanical trading systems, disclosing all results (good and bad) at regular intervals. I also track my personal portfolio, and disclose all trades before I make them. Members receive email notification of new posts and can contribute to the site through comments. Registration is still free!


August 26th, 2008 at 3:41 pm
I’m with you Bill - my rotational strategy has been, well, thrashed.
August 26th, 2008 at 6:49 pm
You’re not the only one. I’ve corresponded with several folks over the last year or so who use roughly similar systems, and I’m sure most of them have had a bad few weeks.
It’s one of the reasons mechanical systems will always work in the long run … because they don’t always work in the short run! The lack of discipline in dealing with system drawdowns causes the riff-raff to abandon their systems, ensuring that the anomalies upon which they are based will never be arbitraged away.
August 29th, 2008 at 4:00 pm
Cross posted from your other blog…
Well, I suppose it’s a good illustration of the perils of lack of diversification.
What is the point of being invested in
Oil Equip/Srvcs (IEZ) 10.4% weight
Natural Resources (IGE) 9.7% weight
Oil Services (OIH) 10% weight
Energy Exploration (PXE) 9.3% weight
Natural Gas (UNG) 9.1% weight
Oil (USO) 14.8% weight
Materials (XME) 9.8% weight
Just choose any one and stick about 76% of your portfolio in it.. Average correlation of this bunch is 95% over the past 12 months.
I hope you consider a more balanced approach (as you used to have).
Steve
August 29th, 2008 at 8:03 pm
I didn’t make the change lightly; it was plainly stated that both volatility of return, AND long-term return, were expected to be higher, due to the change. Very short-term results don’t faze me one bit, because I’m in this for the long haul.
All of the necessary research is posted for anyone who wishes to track the previous approach. Since you have the energy to double-post a criticism, I assume you have the energy to track the differences for your own amusement?
I fully expect that when the system posts a very strong month, or string of strong months, due to its lack of diversification, that you will comment as well.