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Stock Picks and Trading · THE RISE OF ARTIFICIAL INTELLIGENCE: MY 2018 NEURAL NETWORK TRADING SYSTEMS

Kevin_in_GA
msg #140488

12/29/2017 7:42:01 PM

TRADE TRACKER:

ETF	POSITION	ENTRY DATE	ENTRY PRICE	SHARES	TRADE SIZE ($)	CURRENT PRICE	GAIN/LOSS($)	GAIN/LOSS (%)
NUGT	SHORT	12/26/2017	$30.55	655	20,000	$31.96	($882.35)	-4.41%
DWT	SHORT	12/26/2017	$15.18	1,318	20,000	$14.05	$1,608.54	8.04%
RUSS	SHORT	12/26/2017	$23.02	869	20,000	$23.00	$17.39	0.09%
USLV	SHORT	12/26/2017	$10.75	1,860	20,000	$11.75	($1,702.13)	-8.51%
DRV	SHORT	12/26/2017	$10.83	1,847	20,000	$10.42	$786.95	3.93%
XIV	LONG	12/26/2017	$134.00	149	20,000	$134.44	$65.67	0.33%

Neither a good week nor a bad one - net loss of -$106 (-0.09%), entirely due to the big moves in SLV and GLD this week.

Two things to remember:

1. The use of triply leveraged ETFs amplifies any drawdown seen in the underlying ETF. This should drive greater gains over the longer term, but it requires developing a greater tolerance for risk and acceptance of drawdowns during the trade.

2. The average trade duration for these NN systems is nine weeks, not nine days. Patience as these trades develop over time, and the price decay of these 3x ETFs works in our favor over weeks to months. I personally have to adjust to that long a hold time, and to not do any other trading during the week.

Stock Picks and Trading · THE RISE OF ARTIFICIAL INTELLIGENCE: MY 2018 NEURAL NETWORK TRADING SYSTEMS

Kevin_in_GA
msg #140486

12/29/2017 6:58:17 PM

NEURAL NETWORK PERFORMANCE AND SIGNALS FOR 01/02/2018:

MODEL	CURRENT POSITION	ENTRY DATE	TRADE AMT.	ENTRY PRICE	CURRENT PRICE	GAIN/LOSS ($)	GAIN/LOSS (%)	SIGNAL FOR 01/02/2018
FXI	LONG	8/14/2017	$20,000.00	$42.16	$46.17	$1,902.28	9.51%	HOLD
GDX	SHORT	12/4/2017	$20,000.00	$22.26	$23.24	($843.37)	-4.22%	HOLD
JO	SHORT	12/11/2017	$20,000.00	$15.21	$15.69	$(611.85)	-3.06%	HOLD
OIL	LONG	12/26/2017	$20,000.00	$6.32	$6.54	$696.20	3.48%	HOLD
RSX	LONG	12/11/2017	$20,000.00	$21.72	$21.21	($469.61)	-2.35%	HOLD
SLV	SHORT	12/18/2017	$20,000.00	$15.20	$15.98	($976.22)	-4.88%	HOLD
SMH	LONG	8/21/2017	$20,000.00	$85.65	$97.81	$2,839.46	14.20%	HOLD
UNG	SHORT	12/11/2017	$20,000.00	$5.62	$5.83	($720.41)	-3.60%	HOLD
VNQ	LONG	12/18/2017	$20,000.00	$85.26	$82.98	($534.83)	-2.67%	HOLD
XBI	LONG	12/18/2017	$20,000.00	$82.29	$84.87	$627.05	3.14%	HOLD
XIV	LONG	12/18/2017	$20,000.00	$135.17	$134.44	($108.01)	-0.54%	HOLD
XOP	NONE	-	-	-	$37.18	-	-	HOLD

HOLD ALL CURRENT POSITIONS. NO NEW TRADES TO BE TAKEN.

Filter Exchange · MY XIV TRADING SYSTEM USING STRATASEARCH FILTERS

Kevin_in_GA
msg #140440

12/27/2017 9:46:00 PM

I sold 2 units (2,000 shares) this afternoon at a small unsatisfying profit of $460. Now holding 1,000 shares at $135.25 but will look to repurchase tomorrow if XIV drops further.

Filter Exchange · MY XIV TRADING SYSTEM USING STRATASEARCH FILTERS

Kevin_in_GA
msg #140439

12/27/2017 9:42:18 PM

I'm not getting a BUY on #17 either.

Filter Exchange · MY XIV TRADING SYSTEM USING STRATASEARCH FILTERS

Kevin_in_GA
msg #140435

12/27/2017 8:09:15 PM

My signals for tomorrow:

Side	Action	PF	OrderType	Product	Symbol	Name	BuyDate	BuyPrice	ClosePrice	GainLoss	SystemName
Long	Buy	10	Market	Stock	XIV	XIV			134.03		XIV MULTISYSTEM #30
Long	Buy	10	Market	Stock	XIV	XIV			134.03		XIV MULTISYSTEM #32
Long	Hold	10		Stock	XIV	XIV	12/5/2017	116.7	134.03	14.85%	XIV MULTISYSTEM #23
Long	Hold	10		Stock	XIV	XIV	12/18/2017	135.17	134.03	-0.84%	XIV MULTISYSTEM #40
Long	Hold	10		Stock	XIV	XIV	12/20/2017	137.04	134.03	-2.20%	XIV MULTISYSTEM #20
Long	Hold	10		Stock	XIV	XIV	12/18/2017	135.17	134.03	-0.84%	XIV MULTISYSTEM #6

Sold 2 units this morning, buying them back tomorrow. That's how the system works sometimes.

Filter Exchange · MY XIV TRADING SYSTEM USING STRATASEARCH FILTERS

Kevin_in_GA
msg #140410

12/26/2017 9:49:14 PM

Nightly signals for tomorrow:

Side	Action	PF	Product	Symbol	Name	BuyDate	BuyPrice	ClosePrice	GainLoss	SystemName
Long	Sell	10	Stock	XIV	XIV	12/20/2017	137.04	135.3	-1.27%	XIV MULTISYSTEM #35
Long	Sell	10	Stock	XIV	XIV	12/22/2017	136.06	135.3	-0.56%	XIV MULTISYSTEM #32
Long	Hold	10	Stock	XIV	XIV	12/5/2017	116.7	135.3	15.94%	XIV MULTISYSTEM #23
Long	Hold	10	Stock	XIV	XIV	12/18/2017	135.17	135.3	0.10%	XIV MULTISYSTEM #40
Long	Hold	10	Stock	XIV	XIV	12/20/2017	137.04	135.3	-1.27%	XIV MULTISYSTEM #20
Long	Hold	10	Stock	XIV	XIV	12/18/2017	135.17	135.3	0.10%	XIV MULTISYSTEM #6

Stock Picks and Trading · THE RISE OF ARTIFICIAL INTELLIGENCE: MY 2018 NEURAL NETWORK TRADING SYSTEMS

Kevin_in_GA
msg #140393

12/26/2017 9:50:44 AM

TRADE TRACKING

ETF	POSITION	ENTRY DATE	ENTRY PRICE	SHARES	TRADE SIZE ($)	CURRENT PRICE	GAIN/LOSS($)	GAIN/LOSS (%)
NUGT	SHORT	12/26/2017	$30.55	655	20,000	-	-	-
DWT	SHORT	12/26/2017	$15.18	1,318	20,000	-	-	-
RUSS	SHORT	12/26/2017	$23.02	869	20,000	-	-	-
USLV	SHORT	12/26/2017	$10.75	1,860	20,000	-	-	-
DRV	SHORT	12/26/2017	$10.83	1,847	20,000	-	-	-
XIV	LONG	12/26/2017	$134.00	149	20,000	-	-	-

I will be updating this every weekend with trade data and new signals. I will also be updating the non-leveraged trades as well for comparison - my guess is that the leveraged trades will do much better over time but the drawdowns will be a lot more, so patience is required and trades should only be made based on BUY and SELL signals from the systems.

Filter Exchange · My 1st attempt at coding SF for Kevin's Neural Filter

Kevin_in_GA
msg #140382

12/25/2017 12:41:45 PM

Makes sense - I hope this makes you some decent cash in the coming year. Thanks.

Filter Exchange · My 1st attempt at coding SF for Kevin's Neural Filter

Kevin_in_GA
msg #140380

12/25/2017 11:28:02 AM

Two things to point out:

1. You are using daily data for these filters, versus weekly which is used for the NN systems.

2. I have no idea what inputs are used to make the BUY and SELL calls, so I am fairly sure that the ones you have selected are not the same as the other systems, even if they give you some of the same calls this week.

As I said in the other thread, the NN systems are not translatable into SF code. This might be a good starting point for your own new system, but it is not likely to follow the same trajectory as the NN systems over time.

Filter Exchange · MY XIV TRADING SYSTEM USING STRATASEARCH FILTERS

Kevin_in_GA
msg #140375

12/24/2017 7:30:32 PM

I am using the High Sharpe Ratio OneClick, and letting it run about 25-40000 runs. By then I usually have a pretty good system. I then save it into a Multisystem, clear the results in the OneClick, and start over.

Make a signal for each MS, Merge the signals into one single signal system, then Create MS from that signal to combine all of the MS into one.

Just resize the Detailed results box to get the picture smaller. I right-click on the graph and choose Settings - from there you can modify the colors as wanted.

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