Let’s start with a traditional table
On June 14, a new historical maximum of the account was reached, primarily due to the RI trend, through which it was possible to catch a short in Si or a long in the Moscow Exchange index. At the same time, Si himself, after several unsuccessful attempts to play long from 18.06, was “cut out” by the “big saw filter”, which generally prohibits any trade. There were different trends in the promotions:
– all month SBER included a “small saw filter” (1 system out of 4 in long and short for all systems at 1/3 of the long limits) and it was really “sawed”;
– only long with leverage was traded in GAZP and it turned out to be a plus in June;
– GMKN traded long + shorts without shoulder, while longs were minus, and shorts were plus, but due to the difference in volumes (shorts = 1/3 of a long) at the end of the month it turned out to be a minus.
In general, after a historical maximum, the account for three days on June 15-17 fell into a drawdown of 2.7%, after which it “drifted” until June 28, inclusive, and “sawed off” on up-and-down movements on the 29-30th. adding about 1% more to the drawdown.
Strategy profitability Become a qualified investor! in June was + 2.49%, which is better than the result of Spot + Synthetics * 3/5, due to the loss on my account in GMKN and baboutthe largest share of GAZP. The reason for the lag of this strategy from the “buy and hold” (50% SBER + 50% GAZP) since the beginning of the year is the trading of the “sawing” SBER.
Russian Buffett ended June in positive territory, but for the second month in a row it was worse than the Moscow Exchange index since the beginning of the year. Its composition in the second quarter was:
MOEX, CHMF, YNDX – by ¼
ROSN, LKOH, SBER – 1/12 each.
For my coma indices, June ended in different directions, Global grew by 0.5% (the 16th profitable month out of 18 since its inception, the loss was only in February and October 2020), Micex fell by the same amount, in the first place due to the “buy and hold” strategy in gold and silver futures and since the beginning of the year their result was
Gorchakoff Micex Index + 7.52%
Gorchakoff Global Index + 8.14%
We will talk about the results of their individual components in June and from the beginning of the year at the traditional webinar today.