qldfrog weekly Skate inspired system

[Warr87]

It's a loss but in the context of what went on, I think you faired better than some professionals, I'm sure.

Well done mate!

 

[qldfrog]

It's a loss but in the context of what went on, I think you faired better than some professionals, I'm sure.

Well done mate!

if you look back in historical posts here you will see me placing daily SL on my weekly system, then removing them as they reduce performance overall.usually....
Putting these in ,in January was a great idea, removing them costed me around 20k :-( .
I have reinstated these maybe with a too low threshold but at least they are back...
The rest of my investment were quite conservative so hopefully should not be too bad overall..will see
Real estate returns where more affected,,holiday unit, warehouse empty...
such is life.
Much is praised about diversification, but that mean you have neither catastrophic years ..nor wonderful ones

 

[over9k]

When exactly did you start frog?

 

[qldfrog]

When exactly did you start frog?

End 2018 when i started seriously, buying AB, reading N Radge "unholy grail" and pushed/helped by Skate thread.some real effort then learning
First system ready in January a bit of paper trading and first dollars in in February 2019.
By the tine my flawn initial system was fully invested,, we were in August 2019 and i had missed the bonanza first half of 2019
Did not go badly for second half to crash but new systems ramp up just made them ready for the slaughter:-(
So lost gain and more by march end
Caught up a bit but ramp up took its tool.
With trend systems, there is a lag between start and keeping winners, dumping loosers.
My experience demonstrated this effect clearly..a win rate of 50pc is very good for me, add few entries only a week and you can miss bounces on a weekly
Note this only applies to systems investment.
I have been invested in the market for ages starting 2000 or so, but going nowhere really with discretionary: too emotive and always too early, never with the Gremlins.
I have also been burnt heavily by the QE/Fed when a big short , 60k or so win got annihilated in a week when i was offline in Thailand.
Plenty of lessons...so now systems, figures, facts, no emotions or being right.

 

[qldfrog]

evening folks not a good week , especially a bad day today for both daily and weekly QFDuc witha few heavy falls so overall:
2 daily systems now up and running
weekly returns:

pure volatility daily: -1.3% (-327),
daily qfduc: -2.1% (-1195),
Skate:+1.1% (+257)
weekly qfduc:+0.86 (+843)
so a -422 loss..not good but nothing to change looking at details today saw a loss of 1.5k on 3 stocks or so

in detailswe have to remember these portfolio were liquidated then restarting after a week break so basically a 2 week gap
I will post some of the planned action for Monday during the week end
--------------------------------------------------
Pure Volatility daily:
Start 25/05/2020
Total invested $ 20,000.00
Cash remaining -$ 1,304.52
Current portfolio value $ 24,816.32
Profit $4,816.32
Return since 25/05 24%
Annual return so far 231%


----------------
-daily trend qfduc:
Start 18/05/2020
Total invested $ 50,000.00
Cash remaining $ 30,572.94
Current portfolio value $55,119.25
Profit $5,119.25
Nb of active positions 6
Nb max positions 12
Return since 18/05 10.24%
Annual return so far 83%

we lost this week our advantage over XNT
-----------------

Skate:
Skate system 11/05/2020
Total invested $ 20,000.00
Cash remaining $ 3,028.74
Current portfolio value $ 23,662.55
Profit $ 3,662.55
Nb of active positions 19
Nb max positions 20
Return since start 18.31%
Annual return so far 129%

---

lastly my remaining weekly QFDuc:
still trailing XNT

QFDuc started 1/05/2020
Total invested $ 90,009.85
Cash remaining $ 27,003.71
Current portfolio value $ 98,939.20
Profit $ 8,929.35
Nb of active positions 14
Nb max positions 20
Return since start 10%
Annual return so far 58%

 

[qldfrog]

OK: not a great day but:
@Skate's system: I keep Monsieur Skate in check ;-):
we sold 12 packets for an overall gain of $487 after costs
And total $3394 profit since start of the system, matching Mr Skate Dump it results: Dump it is the true thing!!!

I did not doubt that so now for my own side:
QFDuc bought 4 packets this morning APT, BRN, NEA and PPG, all commonly traded shares in my system;
And sold CDV and RMS for a gain of $857 after costs.We are 80% invested
Daily pure volatily saw a small fall today...can not win everyday but no buy sell
DailyQFDuc:no buy sell

 

[qldfrog]

tonight:
week results are overall negative:around -$1036
daily +1.98% (+$1093), daily pure volatility: -4.28% (-$1062), Skate Action system:+0.42 ($99) and lastly weekly qfduc:-1.18% (-1166)
actually better than index which is good; variability has been very high, I lost 2 k between midday and closure, yesterday 2.5k between 12 and 4PM and today ended a loss;
which gives us:

1)
Daily qfduc: beating xnt again

Start 18/05/2020
Total invested $ 50,000.00
Cash remaining $ 9,184.16
Current portfolio value $56,212.58
Profit $6,212.58
Nb of active positions 10
Nb max positions 12
Return since 18/05 12.43%
Annual return so far 87%


2) daily volatility was bad this week:
Start 25/05/2020
Total invested $ 20,000.00
Cash remaining -$ 1,304.52
Current portfolio value $ 23,753.68
Profit $3,753.68
Nb of active positions 1
Nb max positions 1
Return since 25/05 19%
Annual return so far 152%

3)Skate implementation
Skate system 11/05/2020
Total invested $ 20,000.00
Cash remaining $ 12,490.25
Current portfolio value $ 23,761.39
Profit $ 3,761.39
Nb of active positions 8
Nb max positions 20
Return since start 18.81%
Annual return so far 116%

and lastly my weekly:
QFDuc started 1/05/2020
Total invested $ 90,009.85
Cash remaining $ 23,476.43
Current portfolio value $ 97,773.15
Profit $ 7,763.30
Nb of active positions 16
Nb max positions 20
Return since start 9%
Annual return so far 46%


Note that the weekly is the only one returning below XNT but losing less.

 

[Warr87]

returns are looking good mate!

 

[qldfrog]

yeap not too bad..need to beat the index is the first step;
with lower exposure and DD
on Monday9 sells on QFDuc weekly and try to get 10 buys but could be tricky as I need to sell before
ordering...
daily volatility unchanged, DLQFDuc has 3 sells.

 

[qldfrog]

This morning: what a day
Daily QFDuc
3 sells for a loss of1045$ no buy

Skate system 5 buys
Weekly QFDuc:
8 sells
1 sell was not executed I liquidate tomorrow
AMI BRN MAQ NEA PNR PPG PPH RBL
for a total profit of $3374.88 after costs
10 buys:FBR FLN KGN MNS PLS PPS RMS TTM WAF Z1P

 

[qldfrog]

a really bad week:
not a single positive system this week:
Daily QFDuc: -2.28% (-$1281)
Daily Volatility: -5.27% (-$1252)
Weekly Skate : -0.55% (-$131)
Weekly QFDuc: -2.58% (-$2520)
so a loss of more than 5K overall..outchyet XNT went up;
I actually had a terrible day on 14th, happy Bastille day Qldfrog with a loss of $7.3k
Hard to even pin point a specific area, system or share, just a very bad day overall whereas the ASX was kind of OK, remaining days slowly reducing the losses...
**** does happen :-(
overall:

Daily QFDuc:
Start 18/05/2020
Total invested $ 50,000.00
Cash remaining $ 217.69
Current portfolio value $54,931.05
Profit $4,931.05
Nb of active positions 12
Nb max positions 12
Return since 18/05 9.86%
Annual return so far 61%

Daily volatility:
not invested
Start 25/05/2020
Total invested $ 20,000.00
Cash remaining $ 22,501.49
Current portfolio value $ 22,501.49
Profit $2,501.49

Weekly Skate :
Skate system 11/05/2020
Total invested $ 20,000.00
Cash remaining $ 7,468.22
Current portfolio value $ 23,630.30
Profit $ 3,630.30
Nb of active positions 8
Nb max positions 20
Return since start 18.15%


Weekly QFDuc:
QFDuc started 1/05/2020
Total invested $ 90,009.85
Cash remaining $ 12,854.80
Current portfolio value $ 95,252.43
Profit $ 5,242.58
Nb of active positions 17
Nb max positions 20
Return since start 6%
Annual return so far 28%

 

[qldfrog]

Alert:
I prepared today the open orders for Monday:
Skates 4 buys,
no buy/sell for both daily systems
but I detected a serious issue on the weekly;
For the first time since the 07/06 when I last updated my code, I got MAJOR repainting:
out of the 10 buys from last Monday only 2 appears this week and not on last week, but for this week..
That may go a long way to explain the abysmal results of last Tuesday;
I have to go back to the drawing board and see where the problem is..am I future looking??
Anyway, my problem...Will keep you posted.. Confidence seems a variable value;
reluctant to order on Monday with that system at this stage
So far no issue in any of the daily. All good there
Have all a great week end

 

[martyjames]

are you using zig zag function? if so that could be this issue

 

[qldfrog]

are you using zig zag function? if so that could be this issue

Used to, and was aware of it for my zlextra up to a couple of months ago but not on that system
This should not happen.human error i presume.i can do a replay and see it happen between last week and this week.
Reproducing the error in debugging is half the win so i should be able to sort it out hopefully by Monday otherwise next week
Thanks for the idea

 

[qldfrog]

simple stupid reason;
to check the backtests properly and realistically, I had a condition on Buy/Sell looking at the ref(,+1) voluntarily enforcing that my buy sell margin was big enough to buy...ok for backtest but in explore was actually removing the ones where I would miss at open (fair) AND replacing them by the next in line in term of score..which is not what I wanted...
I cleaned that:
the whole portfolio of QFDuc has to go and I will reinvest ..after the open sadly and buy what the corrected version tell me to, as long as it is within the given limits
Not ideal but I pay the price of my mistake...
was easier to spot than expected

 

[qldfrog]

A typical negative trait that I suspect most of us have: starting to blame the huge fall last Tuesday on this, be honest qldfrog, this issue is not to be blamed for that.
Will restart clean and new with mostly the same algo on Monday.
Sell all, 4 buys
I just tweaked a variable a bit differently..but still weekly qfduc system
Walk on..i stopped jogging years ago

 

[qldfrog]

Just want to add that I only detected this based on my explore results differences check spreadsheet:
as i was checking yesterday's explore results since may,the check detected differences
Without this spreadsheet, I would have been blind-fully ..and probably happily ...unaware, and potentially some big impacts on a weekly where it can take ages to detect issues

Yes it is unsophisticated, yes I might have been able to detect it earlier during development but incremental changes, "improvements" tend to creep on you.
=>Keep a trace of your previous explore results, compare them over time, the cost is minimal, the benefits significant.
Enjoy the weekend

 

[martyjames]

"Keep a trace of your previous explore results, compare them over time, the cost is minimal, the benefits significant"

i can totally endorse this. I had a DAILY system that ended up with the same issues you now have. Previous explore results are what alerted me also to the problems with the system.

 

[qldfrog]

so we have a total sale of the weekly share at the open, crystallizing a $550 loss for the lot, not bad actually as I enjoyed the open higher prices; I also bought 4 parcels
ARV@.082 (lost 12% today outch)
BRN @0.105,
HUB@13.14
and NWL @11.95;
all of today's purchases lower at close today.
no change on either daily systems,
Skate's Action orders completed but I sold BGL for a gain of $665 and will repurchase the shares as part of the SPP @$1;
time will tell if it is a good move

 

[over9k]

How much have you been stung over the last week frog?

I'm holding.