InstaForex

October 6, 2021

Q3 2021: SMA Crossover Pullback System

 Got the numbers for this mech system’s performance in Q3!


Did it fare better than the previous quarters?


Wondering what in the forex world I’m talking about? Make sure you look at the trading rules and risk management adjustments first. And now here are the numbers!


Q3 2021 SMA Crossover Pullback System Performance

WEEK P/L IN PIPS P/L IN %

June 29 – July 6 -103 -0.68

July 6 – 13 0 0

July 13 – 19 +259 +1.72

July 19 – 27 0 0

July 27 – Aug. 3 -32 -0.21

Aug. 3 – 10 -110 -0.73

Aug. 10 – 17 0 0

Aug. 17 – 24 -9 -0.06

Aug. 24 – 31 +152 +1.02

Aug. 31 – Sept. 7 0 0

Sept. 7 – 14 +47 +0.31

Sept. 14 – 21 -97 -0.64

Sept. 21 – 28 +66 +0.44

Sept. 29 – Oct. 5 +17 +0.12

The strategy was off to a shaky start in Q3, as it scored losses from the get-go and was unable to catch any wins in the week that followed.



Fortunately the tide turned in its favor in mid-July when it scored an impressive 259-pip win or a 1.72% gain.

Unfortunately this was followed by consecutive losing weeks when sideways price action ensued, although the losses were smaller.


It was able to score another positive week, even with early exits on its positions during the latter part of August, before giving up some of these gains once more.


Unlike in Q2, the mech system didn’t score a stellar 900-pip windfall anytime during the period.


Still, the SMA Crossover Pullback System was able to bag 190 pips or 1.26% for Q3 2021, adding to its big gains in Q2.


Q3 2021 SMA Crossover Pullback System Equity CurveQ3 2021 SMA Crossover Pullback System Equity Curve

You can see how the system had its dips throughout the quarter but still managed to maintain an upward trajectory.

This brings the strategy up by 1,298 pips or around 8.66% so far this year. So far so good, huh?


Gonna keep my robot fingers crossed that it keeps up for the last stretch of the year!