blblj2005
19 posts
msg #140012
- Ignore blblj2005 |
12/12/2017 8:38:15 AM
yes, I am getting the exact same results.
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Kevin_in_GA
4,599 posts
msg #140015
- Ignore Kevin_in_GA |
12/12/2017 9:41:33 AM
Sold 3,000 shares of XIV at $128.50 (purchased on 11/29 at $120.25). Net gain of $24,750.
Position now reduced to 3,000 shares at and average cost of $119.07 and cash profits of $34,870 (a gain of $4.98 per share sold).
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davesaint86
725 posts
msg #140017
- Ignore davesaint86 |
12/12/2017 10:08:21 AM
Awesome on the gains!
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Kevin_in_GA
4,599 posts
msg #140020
- Ignore Kevin_in_GA |
12/12/2017 11:05:35 AM
The system gains are typically in this range - in percent it is not really all that impressive, but since I am trading at a fairly large level that absolute gains are decent.
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nibor100
1,044 posts
msg #140027
- Ignore nibor100 |
12/12/2017 1:23:49 PM
@davesaint86,
Did you have 3 different filters posting Buy signals on 11/28 for the Open of 11/29?
I only have 1 filter Buy signal in the Daily Signals run for the night of 11/28, and that filter is still in Hold mode as of last night, so normally would not be sold today at the Open.
Thanks,
Ed S.
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davesaint86
725 posts
msg #140043
- Ignore davesaint86 |
12/12/2017 7:57:25 PM
Ed - For Nov 28th I show one buy (#6), one sell (#6) and one hold (#16).
Davesaint
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Kevin_in_GA
4,599 posts
msg #140044
- Ignore Kevin_in_GA
modified |
12/12/2017 8:40:16 PM
I'm getting two new BUY signals for tomorrow.
| Side | Action | PF | OrderType | Product | Symbol | Name | BuyDate | BuyPrice | ClosePrice | GainLoss | SystemName |
|---|
| Long | Buy | 10 | Market | Stock | XIV | XIV | | | 127.71 | | XIV MULTISYSTEM #20 | | Long | Buy | 10 | Market | Stock | XIV | XIV | | | 127.71 | | XIV MULTISYSTEM #38 | | Long | Hold | 10 | | Stock | XIV | XIV | 12/4/2017 | 119.76 | 127.71 | 6.64% | XIV MULTISYSTEM #27 | | Long | Hold | 10 | | Stock | XIV | XIV | 12/5/2017 | 116.7 | 127.71 | 9.43% | XIV MULTISYSTEM #23 | | Long | Hold | 10 | | Stock | XIV | XIV | 11/29/2017 | 120.47 | 127.71 | 6.01% | XIV MULTISYSTEM #6 |
My goal is actually to be in cash by the end of this year - not that I don't have faith in the system as it has performed admirably to date, but I am a bit concerned about how much longer this sustained low volatility environment can be maintained. Also, I have applied a lot of trading capital against this system throughout the year and want to approach 2018 with a bit more diversification.
Remember two things about this system:
1. It is long only. I was not able to find a lot of good short filters on XIV, although using other approaches this can be done. I would feel more comfortable if this could signal both ways.
2. It is composed of 30 filters that will over time need to be individually re-optimized. I built this about 5 or 6 months ago, and so far it continues to do well, but like all filters it needs to be retrained on more recent data periodically. I realize that is a lot of effort, but it could easily be split among several folks here.
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tennisplayer2
210 posts
msg #140045
- Ignore tennisplayer2 |
12/12/2017 9:06:51 PM
Kevin, since I am somewhat older, my technical skills are limited. If you show me how it is done, I will be glad to help update the filters. Thanks.
Best regards,
Eugene
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shillllihs
6,046 posts
msg #140048
- Ignore shillllihs
modified |
12/12/2017 11:06:48 PM
Maybe someone can post the systems in SF code for you, but since this is a bull market, you can just buy and hold gramps. You do not need a constrained system in this market. This system will be helpful down the line in a zigzag market, and no one knows what it will do in a bear market. But as right now, it's like using training wheels.
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davesaint86
725 posts
msg #140052
- Ignore davesaint86
modified |
12/13/2017 8:41:12 AM
Just my opinion - The ETF that should be traded the opposite of XIV should TMF not VXX. The reason is that it will take a while for a true bear market to form and most are pretty short lived. That is why TLT most of time beats out SH.
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