Recent content by Wyatt

A few years ago I played around with days of the month using a variant of SOTM and found that the first/last few days of the month produce the best results. I recall doing a lot of googling on the subject and found that is a consistent trait of monthly trend following systems. You would need...

Hmmmm, including trade delays. That makes a big difference. Well spotted @willoneau Should have spotted that with trades such as TLM Open Long 19/06/2020 0.115 19/06/20200.135 17.39% CDV Open Long 19/06/2020 0.44 19/06/20200.595 35.23% SPT Open Long 19/06/2020 0.7 19/06/2020 1.47 110.00%

@Skate the results are simply incredible. After try to break it by changing the moving average period significantly on HI and LW ref and BB periods, as well as switching from weekly to daily on all variations, I haven't found a single negative year or unspectacular result on any backtest. It...

On a lighter note and not intending to be partisan, I thought Scomos briefing tonight was excellent, very candid and well delivered on not only information but on an emotional level. After watching part of the US head's speech earlier. I couldn't help but shake my head in disbelief about the...

What are the current views on MXT Wise words from @ducati916 in hindsight. Given recent credit spreads increasing and RBA announcement on credit supply yesterday, I don't really understand what the implications are apart from potential defaults effecting NAV and suspension of distribution...

Hi @Joe Blow & @peter2 Punts for 2020 EOS - (Top Pick) Cause everyone loves their war toys BPT - Growing Oiler RHP - IT services piggy backer hopefully WAF - High initial grades and low 1st year AISC

OK, I'll start here as I have plenty to learn. My exits are simply a weekly close below 100 day SMA and position score outside of top 20% (variable) of stocks in $XAO (top 100) as rated by position score which is just momentum measured over a chosen lookback period. No rocket science there...

@Warr, I think you're doing very well. Your thread P/F missed out on easier gains from earlier in the year, so now it's all about being patient and consistent and just letting things be. Not that what I do is all that great and prolly doesn't have to be, but here is a few comparative charts...

Go you good thing PNV! Maybe some of their products can help some of those poor souls. Only held in comp FY19, but has been a great stock for many over the past 2 years. Up 5% atm on today's moves. Can the no money P/F surge and lunge at the finishing post? Good luck @Trav.

Owned it a bit over a year ago and from memory didn't make or lose much. Have thought about the divvy opportunity with this stock, but fortunately did not rebuy. It is not a stock I personally should be buying as momentum is rapidly downwards. Good example of an exit after big drop on...

On the contrary @Skate, there is a truckload of educational value for all to enjoy in your generous disclosure of your momentum strategies. No doubt many will refer back to this thread for the treasures it contains.

I guess the biggest difference is account size, these funds need to venture into the more liquid instruments, that the little guy can avoid, to some degree. @Skate and @captain black have posted some good info on this subject. Yeah it is below par result, doesn't look much better with lipstick...

Well 1st obvious point to be made is they need to pay the 140+ highly qualified individuals and no doubt, highly. Bet their personal money is in something better, like an index fund! Performance of this fund is probably typical of their type and well, disappointing for the punters who entrusted...

At the risk of being seen as a total tosser and after having owned just 2 cars in 37 years of driving, basic 4cyl utes, I've upgraded to something a bit err.... less fuel efficient with a bit more go. And firstly I am not alone in believing cars, especially for young folk and going into debt is...

https://www.aussiestockforums.com/threads/dump-it-here.34425/page-86#post-1026888 Update for those interested following on from post #1711 When trend followers post backtests, don't for a moment consider it some form of competition between participants. The only real competition or major...