Beginning March 2018 I decided to take a small trading account with Interactive Brokers and apply some of the techniques and strategies that we have shown on Marwood Research. The following charts detail our latest performance statistics as of 9/14/2018:
Please note that the above results are real trading results achieved through trading stocks and ETFs via Interactive Brokers including all trading costs and slippage. Results are based on strategies shown on Marwood Research but may reflect elements of discretion regarding strategy selection and trade filtering. Strategies are not automated and rules may be subject to ongoing improvements based on new analysis. We reserve the right to enter or exit trades that are not in line with original system rules.