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Great going. Funny week - Lots of small red down moves but some stocks powered ahead - always nice when have a few of those. Similar nice jump up this week for me too QF.
qldfrog weekly Skate inspired system
- Thread starter qldfrog
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M
matching backtests, i will focus my quick-in design in my next system, too busy to tinker with current systems.
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moves of the day
GOR for Skate system: I had sold my Action system GOR parcelwith the rest of my portfolio so bought it again today at open at 1.84 (I sold at 1.87 so actually make a 9$ profit
daily pure volatility no change
daily QFDuc one buy one sell
weekly QFDuc sell BKYfor a loss of 273
Bought:
ACQ CAT IRI LYC MSB NCK
another good day today
GOR for Skate system: I had sold my Action system GOR parcelwith the rest of my portfolio so bought it again today at open at 1.84 (I sold at 1.87 so actually make a 9$ profit
daily pure volatility no change
daily QFDuc one buy one sell
weekly QFDuc sell BKYfor a loss of 273
Bought:
ACQ CAT IRI LYC MSB NCK
another good day today
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what a week again, never boring;
One of my biggest losing day on the asx on the 12th due to PM fall;
recovered but not a great week systems wise either especially considering the XNT went up by nearly 2pc
daily qfduc :-2.75% or -1.7k
daily volatility (ASX):+2.84% or 0.6k
a new kid on the block traded on the ASX but focusing on US indexes:
started yesterday:
daily volatility (US):+0.23% or $60 ;-)
weekly:
Skate system:-2.77% or -0.7k
and my own QFDuc -0.36% or -0.35k
Overall: -$2.1k not good
Daily QfDuc
Start 18/05/2020
Total invested $ 50,000.00
Cash remaining $ 2,168.97
Current portfolio value $59,794.42
Profit $9,794.42
Nb of active positions 11
Nb max positions 12
Return since 18/05 19.59%
Annual return so far 83%
Invested percentage 96%
Pure volatility ASX:
Start 25/05/2020
Total invested $ 20,000.00
Cash remaining $ 22,171.92
Current portfolio value $ 22,171.92
Profit $2,171.92
Return since 25/05 11%
Annual return so far 50%
Pure volatility US:
not really relevant yet :
Weekly:
Skate's Action:
Skate system 11/05/2020
Total invested $ 20,000.00
Cash remaining $ 3,209.61
Current portfolio value $ 25,753.86
Profit $ 5,753.86
Nb of active positions 19
Nb max positions 20
Return since start 28.77%
Annual return so far 113%
Invested percentage 87%
Weekly
QFDuc started 1/05/2020
Total invested $ 90,009.85
Cash remaining $ 50,282.94
Current portfolio value $ 98,469.24
Profit $ 8,459.39
Nb of active positions 9
Nb max positions 20
Return since start 9%
Annual return so far 33%
Invested percentage 49%
Hope it helps
Will post what are the planned actions this week end
One of my biggest losing day on the asx on the 12th due to PM fall;
recovered but not a great week systems wise either especially considering the XNT went up by nearly 2pc
daily qfduc :-2.75% or -1.7k
daily volatility (ASX):+2.84% or 0.6k
a new kid on the block traded on the ASX but focusing on US indexes:
started yesterday:
daily volatility (US):+0.23% or $60 ;-)
weekly:
Skate system:-2.77% or -0.7k
and my own QFDuc -0.36% or -0.35k
Overall: -$2.1k not good
Daily QfDuc
Start 18/05/2020
Total invested $ 50,000.00
Cash remaining $ 2,168.97
Current portfolio value $59,794.42
Profit $9,794.42
Nb of active positions 11
Nb max positions 12
Return since 18/05 19.59%
Annual return so far 83%
Invested percentage 96%
Pure volatility ASX:
Start 25/05/2020
Total invested $ 20,000.00
Cash remaining $ 22,171.92
Current portfolio value $ 22,171.92
Profit $2,171.92
Return since 25/05 11%
Annual return so far 50%
Pure volatility US:
not really relevant yet :
Weekly:
Skate's Action:
Skate system 11/05/2020
Total invested $ 20,000.00
Cash remaining $ 3,209.61
Current portfolio value $ 25,753.86
Profit $ 5,753.86
Nb of active positions 19
Nb max positions 20
Return since start 28.77%
Annual return so far 113%
Invested percentage 87%
Weekly
QFDuc started 1/05/2020
Total invested $ 90,009.85
Cash remaining $ 50,282.94
Current portfolio value $ 98,469.24
Profit $ 8,459.39
Nb of active positions 9
Nb max positions 20
Return since start 9%
Annual return so far 33%
Invested percentage 49%
Hope it helps
Will post what are the planned actions this week end
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Systems run: 5 sell, 7 buys on weekly Qfduc looking for a better week next week.
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MSV fall was extreme and triggered SL, ended reversing due to good announcement: that costed 700$ and the mini gold crash affected miners so fair enough.
Number of systems:
Long trend following is great when markets are bull but do at best nothing when markets fall.
Market can go up, down or nowhere..
I try to have a system suited to each phase more that a monster one switching to different modes.
So far i have 2 systems which can profit from bear each 20k or so so minimal risk
Daily reduces automatic intra day SL which i distruss
One daily / one weekly trending ones based on a trend concept
And Mr Skate implementation which i use as a reference and check:
On top of it, it is actually profitable
Ultimately and if proven, the 2 daily able to profit from bear would be joined and more capital entered
As long as i can have the time to manage them, i expect to keep the daily/weekly trend.potentially exiting/reentering the daily one if i become too busy , travelling.. LOL or getting sick whatever
Action strategy will stop whenever Mr Skate decides to
That leaves room for one more system ideally suited to going nowhere market, preferably weekly if possible and with different strategy
I spent the afternoon yesterday on this but ultimately results were not as good as expected so back to the drawing board
I still need to look at the zlextra issue and work i did in the past for 123-45 implementation.
There's something there
That's the plan and i have the luxury of time availability
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restarted updated ZLextra weekly:bought BFG ISD SIG SLC and RUL
Weekly QFDuc sold AQZ CAT GSW YOJfor a loss of 1k
and bought ADH, CL1,KGN,PNI RUL AND TBR
Weekly QFDuc sold AQZ CAT GSW YOJfor a loss of 1k
and bought ADH, CL1,KGN,PNI RUL AND TBR
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For personal reasons the coming months are going to be very busy and I may be less present here
Many will be happy ;-)
Many will be happy ;-)
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you are too kind.Nothing dramatic, good news actually [to be confirmed] , and no, too old to be a dad ;-)Untrue Frog ... Many will be Un-happy if that be the case
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Lol When I first read that, I thought your had said never too old to be a Dad and was about to crack a bottle of sparkly on your behalf (any excuse is fine with me
)Then I realised it was not the case
So I cracked a bottle anyway to celebrate my lack of reading skills
Whatever the news, Good luck Frog
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Friday night again folks:
how was the week?
mixed: good results for weekly QF duc:+3.73% or +3.68k
ZLextra rebirth lost $60 but is now24% invested
my implementation of Mr Skate Action had a 1.9% gain or $492
The daily system were not so good
Volatility US lost %2 or $520
Volatility ASX gained 0.4% or $93
but my daily QFDuc lost 2.2% or 1.3k
overall: 2.38k gain; not too bad roughly a 0.8% gain on the total .
let's keep rolling
how was the week?
mixed: good results for weekly QF duc:+3.73% or +3.68k
ZLextra rebirth lost $60 but is now24% invested
my implementation of Mr Skate Action had a 1.9% gain or $492
The daily system were not so good
Volatility US lost %2 or $520
Volatility ASX gained 0.4% or $93
but my daily QFDuc lost 2.2% or 1.3k
overall: 2.38k gain; not too bad roughly a 0.8% gain on the total .
let's keep rolling
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BAAAAD week?
weekly QF duc:+1.4% or $1.4k
ZLextra rebirth -2.28% or -$842
my implementation of Mr Skate Action had a 1.5% loss or - $400
The daily system were not good
Volatility US lost %5.5 or -$1.36k
Volatility ASX gained 1.9% or $420
but my daily QFDuc lost 2.45% or -1.4k
overall: 2.2k loss; roughly a 0.7% loss on the total .
let's keep rolling
weekly QF duc:+1.4% or $1.4k
ZLextra rebirth -2.28% or -$842
my implementation of Mr Skate Action had a 1.5% loss or - $400
The daily system were not good
Volatility US lost %5.5 or -$1.36k
Volatility ASX gained 1.9% or $420
but my daily QFDuc lost 2.45% or -1.4k
overall: 2.2k loss; roughly a 0.7% loss on the total .
let's keep rolling
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So today:
volatility US/ASX and Skate implementation unchanged
ZLextra sold ISD for a $382 loss; bought ADA AHY BSE EHE RMC SPL WGN and now 80% invested
QFDuc sold at open ADH ARB FID KGN NCK RBL RUL for a total gain of $1352
and bought APT BSE BWX FWD IEL NEA RMC SPL Z1Pand is now 80% invested
Good day today ..let's roll
volatility US/ASX and Skate implementation unchanged
ZLextra sold ISD for a $382 loss; bought ADA AHY BSE EHE RMC SPL WGN and now 80% invested
QFDuc sold at open ADH ARB FID KGN NCK RBL RUL for a total gain of $1352
and bought APT BSE BWX FWD IEL NEA RMC SPL Z1Pand is now 80% invested
Good day today ..let's roll
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Great week!!
I know, let's not rub it in after today but thanks to BRN and my volatility systems great returns:
daily systems:
daily qfduc:-0.49% or $378 loss
pure volatility US:+2.43% or $560 gain
pure volatility ASX:+5.23% or $1187 gain
weekly:
Mr Skate implementation:+1% or $260 gain
ZLExtra :-0.88% or $319 loss
and the star due to BRN:
QfDuc +4.66% or $4830 gain
overall $6140 gain or around 2% gain for money invested;
please note that, as of today: Daily qfduc is only 17% invested, both volatility are 100% invested, ZL extra 80% invested and QFduc 90%..I suspect far less by monday night
Will provide graphs etc if i get a sec.in the process of moving....
Have all a great week end
I know, let's not rub it in after today but thanks to BRN and my volatility systems great returns:
daily systems:
daily qfduc:-0.49% or $378 loss
pure volatility US:+2.43% or $560 gain
pure volatility ASX:+5.23% or $1187 gain
weekly:
Mr Skate implementation:+1% or $260 gain
ZLExtra :-0.88% or $319 loss
and the star due to BRN:
QfDuc +4.66% or $4830 gain
overall $6140 gain or around 2% gain for money invested;
please note that, as of today: Daily qfduc is only 17% invested, both volatility are 100% invested, ZL extra 80% invested and QFduc 90%..I suspect far less by monday night
Will provide graphs etc if i get a sec.in the process of moving....
Have all a great week end
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Frog , if you are having a good week, even if I personally am not having a good week, I am still happy on your behalf! (Its the Zen factor
)If I'm in the minority, I'd be surprised, but I suspect most other ASF punters would also be cheering you on
May your tadpoles all turn into Frogs
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And today:
liquidated Mr Skate action portfolio:
back in cash at $ 25,546.81
so a profit of $ 5,546.81, well done Mr Skate:27.7% since 1/05 (so 4 months or so)
Many thanks
ZL extra system:
sold CCV RUL SIG SLC for a combined loss of $845
and bought CDV FMS MHJ RKN =>67% invested
QFDuc: sold APT BBN CAT CL1 FWD IEL NEA RMC Z1Pfor a loss of 4k
and bought
AYS CDV FMS and PSQ->70% invested
liquidated Mr Skate action portfolio:
back in cash at $ 25,546.81
so a profit of $ 5,546.81, well done Mr Skate:27.7% since 1/05 (so 4 months or so)
Many thanks
ZL extra system:
sold CCV RUL SIG SLC for a combined loss of $845
and bought CDV FMS MHJ RKN =>67% invested
QFDuc: sold APT BBN CAT CL1 FWD IEL NEA RMC Z1Pfor a loss of 4k
and bought
AYS CDV FMS and PSQ->70% invested
