Fred Penney (@fjpenney) 's Twitter Profile
Fred Penney

@fjpenney

Engineer, Entrepreneur, Investor, Search and Rescue Volunteer

ID: 17113215

linkhttp://www.thesystematictrader.com calendar_today02-11-2008 11:47:06

1,1K Tweet

893 Followers

40 Following

Fred Penney (@fjpenney) 's Twitter Profile Photo

There were slight declines this week as my ETF system and the 60/40 dropped by 0.54% and 0.35%. My system is now 100% allocated to EFA.

There were slight declines this week as my ETF system and the 60/40 dropped by 0.54% and 0.35%. My system is now 100% allocated to EFA.
Fred Penney (@fjpenney) 's Twitter Profile Photo

My ETF strategy is now 100% allocated to QQQ. The bad news is that my ETF strategy has performed poorly this year. The good news is strategies that I developed earlier this year are doing just fine in terms of YTD gains. However, as a group, they all went down in March.

My ETF strategy is now 100% allocated to QQQ.

The bad news is that my ETF strategy has performed poorly this year. The good news is strategies that I developed earlier this year are doing just fine in terms of YTD gains. However, as a group, they all went down in March.
Fred Penney (@fjpenney) 's Twitter Profile Photo

My ETF model remains 100% in QQQ. In other news, I am now trading short strategies on US and Canadian stocks. The chart is a hybrid of actual and back tests since strategies were implemented at various times since January. Trading will always be a work-in-progress for me.

My ETF model remains 100% in QQQ.

In other news, I am now trading short strategies on US and Canadian stocks. The chart is a hybrid of actual and back tests since strategies were implemented at various times since January.

Trading will always be a work-in-progress for me.
Fred Penney (@fjpenney) 's Twitter Profile Photo

I have fine-tuned the strategy allocations as noted below and am trading my full portfolio based on these allocations. Entering the leveraged ETF trades isn't comfortable. However, those strategies have lower Max DDs than my stock strategies.

I have fine-tuned the strategy allocations as noted below and am trading my full portfolio based on these allocations. Entering the leveraged ETF trades isn't comfortable. However, those strategies have lower Max DDs than my stock strategies.
Fred Penney (@fjpenney) 's Twitter Profile Photo

My weekly ETF system had a great week with a 3.73% pop. It remains 100% allocated to QQQ. For the strategies that I now trade, only the US Short strategy was positive last week. Wherever you are on this planet, I hope you are not dealing with as many forest fires as we are.

My weekly ETF system had a great week with a 3.73% pop. It remains 100% allocated to QQQ.

For the strategies that I now trade, only the US Short strategy was positive last week.

Wherever you are on this planet, I hope you are not dealing with as many forest fires as we are.
Fred Penney (@fjpenney) 's Twitter Profile Photo

My weekly ETF system had another positive week with a gain of 0.49%. It remains 100% in QQQ. My strategies developed and run in RealTest continued the grind higher. I'm off to our place by the lake to relax. Enjoy your weekend.

My weekly ETF system had another positive week with a gain of 0.49%. It remains 100% in QQQ.

My strategies developed and run in RealTest continued the grind higher.

I'm off to our place by the lake to relax. Enjoy your weekend.
Fred Penney (@fjpenney) 's Twitter Profile Photo

It was a great week for my strategies as they collectively clocked a 1.6% gain. My TSX mean reversion strategy did some heavy lifting with a 4.2% gain. I finished the week with only 51% exposure, and that will drop to below 20% at Monday's open. Enjoy your weekend.

It was a great week for my strategies as they collectively clocked a 1.6% gain. My TSX mean reversion strategy did some heavy lifting with a 4.2% gain. I finished the week with only 51% exposure, and that will drop to below 20% at Monday's open.

Enjoy your weekend.
Fred Penney (@fjpenney) 's Twitter Profile Photo

It's very early days, but the strategies I developed and began trading earlier this year are performing as well as the back tests indicated they would. I have six more strategies developed that are now in the testing/verification phase.

It's very early days, but the strategies I developed and began trading earlier this year are performing as well as the back tests indicated they would. I have six more strategies developed that are now in the testing/verification phase.
Fred Penney (@fjpenney) 's Twitter Profile Photo

I'm continuing with my journey of strategy development using RealTest. The strategies included in the chart below were developed between January and September, so the equity curve is a mix of live results and backtests.

I'm continuing with my journey of strategy development using RealTest. The strategies included in the chart below were developed between January and September, so the equity curve is a mix of live results and backtests.
Fred Penney (@fjpenney) 's Twitter Profile Photo

Yes, it was a negative week, but I'll take that YTD performance anytime. The sharp drop in US equity markets on Friday triggered limit buy signals for my three leveraged ETF strategies ($TQQQ, $SPXL, $UWM). I'm heading to "the lake" to enjoy the rest of the long weekend.

Yes, it was a negative week, but I'll take that YTD performance anytime. 

The sharp drop in US equity markets on Friday triggered limit buy signals for my three leveraged ETF strategies ($TQQQ, $SPXL, $UWM).

I'm heading to "the lake" to enjoy the rest of the long weekend.
Fred Penney (@fjpenney) 's Twitter Profile Photo

It was essentially a flat October for me with a 0.8% gain. The Ulcer Index for my system YTD is 1.98% and, for me, that's the beauty of my combination of strategies. I'll take a 25% annual return and an Ulcer Index of 2% any day.

It was essentially a flat October for me with a 0.8% gain. The Ulcer Index for my system YTD is 1.98% and, for me, that's the beauty of my combination of strategies. I'll take a 25% annual return and an Ulcer Index of 2% any day.
Fred Penney (@fjpenney) 's Twitter Profile Photo

GO CANADA GO!!! My best performing strategy YTD is based on TSX Composite Index stocks and is up 65% after a recent surge. My second-best strategy is based on COPX, and it is up 52% YTD.

GO CANADA GO!!!  My best performing strategy YTD is based on TSX Composite Index stocks and is up 65% after a recent surge. My second-best strategy is based on COPX, and it is up 52% YTD.
Fred Penney (@fjpenney) 's Twitter Profile Photo

Ignore the constant barrage of negative "insights" on this platform and trade your strategies. I have developed several new strategies that will be included in my chart in 2026.

Ignore the constant barrage of negative "insights" on this platform and trade your strategies.

I have developed several new strategies that will be included in my chart in 2026.