Mactheriverrat
3,156 posts
msg #137212
- Ignore Mactheriverrat |
7/31/2017 1:54:56 PM
Thanks- Its wasn't at where I wanted it before earnings
But I will take it . Just didn't want to be holding when this market takes a dump which I think is real soon.
AMZN has a great looking 25 year chart- Sure it will rebound at some future point.
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Kevin_in_GA
4,599 posts
msg #137218
- Ignore Kevin_in_GA |
7/31/2017 3:34:55 PM
Okay - here is what I got after 85,000 indicator combinations on AMZN over the last four years (1/1/2013 - 6/30/2017). The total time to set this up, run the combinations, create a backtested system and a nightly signal for this system was just under two hours.
Results:
Portfolio size of 1 (meaning you invest 100% of your assigned capital into any signal that triggers, and wait for the exit before re-entering even if more signal trigger during your hold time).
Total return - 185% (annual return of 41.3%)
Total trades - 73
Win % - 90.41
Max DD - 6.4%
Annualized Sharpe ratio - 3.01
Calmar ratio - 4.10
% in Market - 44%
Portfolio size of 5 (meaning you divide your trading capital into five units and only trade one unit for each signal that triggers).
Total return - 69% (annual return of 15.4%)
Total trades - 146
Win % - 94.52
Max DD - 3.8%
Annualized Sharpe ratio - 5.15
Calmar ratio - 3.26
% in Market - 14.3%
With the portfolio set at 5 units, you are only putting 14% of your capital at risk during the period under review, yet you are doubling the average return of the S&P 500 with only a 3.8% drawdown. For a more aggressive trader the portfolio size set to 1 gives a 41% annual return with a low 6.4% drawdown.
Anyone who wants this Stratasearch system can email me at statisticalinvesting "@" gmail.com.
I will not attempt to convert any of these filters into SF code so don't ask. Go get Stratasearch and learn - the system is free for those who get the software and ask.
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karennma
8,057 posts
msg #137234
- Ignore karennma |
8/1/2017 10:03:40 AM
What else is there to say?
Well, given that it was $984 last nite after hours and it's $1003 now ....
We KNOW the truth, don't we?
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karennma
8,057 posts
msg #137235
- Ignore karennma |
8/1/2017 10:07:12 AM
$1005!
Geesh!
And NO retrace back to $984.
U had ONE chance to relaod.
Period!
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karennma
8,057 posts
msg #137237
- Ignore karennma |
8/1/2017 10:10:50 AM
What else is there to say. AMZN << 1 ... 6 7 8 9 10 >>Post Follow-up
Mactheriverrat
1,175 posts
msg #137212
- Ignore Mactheriverrat 7/31/2017 1:54:56 PM
AMZN has a great looking 25 year chart- Sure it will rebound at some future point.
==============
Right. Like the next day.
Lesson learned!
LOL!
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johnpaulca
12,036 posts
msg #137238
- Ignore johnpaulca |
8/1/2017 10:12:37 AM
It closed extremely oversold on 2-hr chart, probability for a bounce was very high, I thought everyone saw this making it a relatively safe trade.
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karennma
8,057 posts
msg #137256
- Ignore karennma |
8/1/2017 1:43:10 PM
What's the significance of $998?
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karennma
8,057 posts
msg #137262
- Ignore karennma |
8/1/2017 2:53:40 PM
See!
There is goes again ... $998. all day long.
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karennma
8,057 posts
msg #137264
- Ignore karennma |
8/1/2017 2:58:37 PM
Ah ha! THAT'S what I'm lookin' for!!
Just broke $998!
$996.
@ MAC - U get another chance to jump back in!
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karennma
8,057 posts
msg #137266
- Ignore karennma |
8/1/2017 3:06:44 PM
$993!
Falling like a rock.
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