qldfrog weekly Skate inspired system

[qldfrog]

today's action:
usual daily moves on DLQFDuc and for the weekly QfDuc:
I sold today:

AVZ

CCP

CTD

FBU

FWD

GXY

HAS

KAR

OML

for a total gain of $730, and bought

CVW

MLD

OZL

RBL

REX

SRG

WGN

WPP But 2 buy orders expired as it went past my limit either at the open or when i got some available cash from today's sale

 

[qldfrog]

today's action:
usual daily moves on DLQFDuc and for the weekly QfDuc:
I sold today:

AVZ

CCP

CTD

FBU

FWD

GXY

HAS

KAR

OML

for a total gain of $730, and bought

CVW

MLD

OZL

RBL

REX

SRG

WGN

WPP But 2 buy orders expired as it went past my limit either at the open or when i got some available cash from today's sale

Just want to add which shares i missed CIA and FMG..my system was going mining...

 

[qldfrog]

weeks passing by faster and faster
A shame i have not much time for my systems right now as we have interesting time now and ahead
OK week:
the dailies:
DLQFDuc +$2.07k or 3.55%
Volatility US: -$0.92k or -4.13% volatily saw a few buy sell and in out with many cuts along the way..not that great
Volatility ASX: +$2.16k or 4.35%

weekly:
Mr Skate Happy Cat own implementation:-$0.86k or -0.76%
QFDuc: +$0.42k or +0.4%
overall:+$2.87k or +0.81%
There was also a manipulation error : trying to handle daily system entries while having a dentist appointment at the same time
This costed QFDuc $500 so QFDuc should be better.
But this is life and real world system trading as opposed to backtests
Even so, I would happily settle for a $3k weekly gain

 

[qldfrog]

today's action:
for the weekly QfDuc:
I sold today:

ADA

AX1

CVW

HFR

INR

IPD

LYC

MIN

for a total gain of $2082 after brokerage, and bought

AHY

BHP

IGO

HT1

MGX

MTS

PNV

RIO

SGM

As discussed in other thread, I quickly built a daily Guppy based trend system, added a few tweaks but kept it simple and started a $47k, 12 position system [which got filled but for one position overshooting] this morning.
Will keep you posted. And by the way, all credits to @Skate for the seed of this new system

 

[qldfrog]

Another week flying by...And a good one:
my volatility system took a hit as they are bear but not enough to spoil the party
Daily:
DLQFDuc: only 55% invested now but a gain of $4.14k or 6.86% this week
My new DL Guppy started on Monday and was on a good starting block: a gain of $2k or 4.25%;Currently 76% invested
Volatility US: -$659 or -3.1%
Volatility ASX: -$672 or -1.3%
Weekly:
Mr Skate Cat has see the weather up here in qldr and so staid home: +$120 or 0.12%
QFDuc stagnating as well: +$13 or 0.01% and is 82% invested

Overall +5.19k or +1.2%
Keep cruising

 

[qldfrog]

So what happened today: both volatility ASX?US turned bull;
guppy sold 1 parcel but did not reinvest,
But the weekly QFDuc saw big moves:
sold BHP,MLD,MTS,OZL,RIO,SGM,SRG,WGN for a total loss of 440 after brokerage-> break even;
and bought: ADA,BKY,MOC,PSQ,SPL
a good day by the close and expected good news with the US stimulus

 

[qldfrog]

With Christmas, I will fill the end of week result later on probably this week end.
Wishing all my followers a Merry Christmas bringing gifts of great health, learnings, spirit and joy.
(Image thanks to 123RF.com)

 

[qldfrog]

Hoping you all had a great Christmas, probably too much to eat and drink but also great time with friends and family;
Last week was not that cheerful on my systems:
The dailies:
DLQFDuc: -$1.26k or -1.95% now 52% invested
DLGuppy: -$0.81k or -1.66% now 28% invested
Volatility ASX: -$0.07k or -0.14% now fully cash
Volatility US: -$0.69k or -3.36% fully invested
The weekly systems:
Mr Skate cat purring along and saving the day:+$0.45k or +0.4% fully invested
QFDuc:-$0.41k or -0.39% 71% invested
So all of my own systems negative and a final result of:
-2.79k or -0.7% overall
Was worst earlier in that short week.
Don't forget to have fun

 

[qldfrog]

lots of action today on my volatility systems, my weekly qfduc sold:
ADA
BKY
HT1
MGX
MOC
PNV
RBL
REX
SPL
SPL
WPP for a total loss inc brokerage of $391 and that system bought parcels of

APT

BFG

CCP

HAS and MHJ, An AVZ buy order was missed as it overshot at open As i have already several packets of this spec in my other systems, is probably not a bad think in term of risk (unmanaged) Have all a great short trading week

 

[qldfrog]

morning all, Happy New Year
May 2021 this bring happiness, new learnings, enough wealth, a sensible dose of rationality and BS detection and health (do not forget vitamin D helped by Zinc supplement and just some vit C, aspirin if feeling flu-ey..that will give you and your near ones a better headstart than any "vaccine" against the coming covid season.
Well, last short week was not good
The dailies:
DLQFDuc fully invested

$1,498.86

2.37%

DL Guppy 28% invested stable at +$28
Volatility ASX

-$ 1,698.79

-3.33%

Volatility US

-$ 528.84

-2.66%

the weekly systems:
Mr Skate Happy cat ( i believe I corrected a reporting error so I was maybe under reporting performance last weeks)

$ 6,856.04

5.72%

This is saving the bacon this week..
QFDuc -$903 or -0.85%


Overall:+$5250 or +1.2% only thanks to Mr @Skate performance this week
Let's have a look at results since 01/07 in the next post

 

[qldfrog]

So let's start:
the system results since start of the FY (01/07/2020)
Daily QFDuc: +8453 or 15%

DL guppy started 14/12 only so +3% in a fortnight..not really representative of anything

Volatility US:
started 13/08
-$5626 or -22% not good

Do I bother carrying on, do I tweak....

Volatility ASX
+5391 or 12%
Weekly
Mr Skate happy cat: started 5/10
+19821 or +19.8%
Stellar....

QFDuc +8942 or 9%

For the later , please note that it has been on average invested at only 50% since 01/07 so I have no issue with the relative underperformance
Now, we also closed 2 systems:
One on Mr Skate educational system thread:
in this FY, that system generated an extra $1979 profit.
I also had to close a failure , the ZLExtra started in mid august /closed in November as it was not matching its own backtests so there was an issue
That system lost $2.2k

overall these daily and weekly system generated around 38k profit out of a fluctuating capital of around 250k to 400k in that half year with an exposure relatively low as most systems are not fully invested at a given time
That is good, what is less good is that half of these gains are from mr Skate system so not directly related to my own efforts, on the other ends, mr Skate happy cat is the highest capital per system so it makes sense in a way.Thanks Mr Skate, and that money will not go wasted.
This is now my only income
I am happy to get some input from more experience system traders, I am not showing off and try to be very open and so learn from both success and failures as i wish i had access to this type of data a couple of years ago.
happy trading

 

[qldfrog]

start again of the market with proper volume etc:
Today weekly QFDuc did sell:

AHY

APT

HAS

IGO

MHJ

PLS

for a total gain of $3834.11 after brokerage and bought

NMT

PNI

Notice an aberration on Gear which was down 1% when the asx was up 1%: quickly bought at $22.23 and a quick sell at $22.5 to pay for a few cappucinos with the lady.But not a grange bottle..
All going well so far

 

[qldfrog]

Good evening Everyone,
This week:
The daily systems:

Great week for DLQFDuc:
+$6.498k or 10% thanks to mlx (sold) and AVZ BLY
Back above the XNT , has been a relatively consistent performer returning 67% pa since May inception.Let's roll on

Not so good, actually bad:
volatility US:
always too late and really smashed again lost $1.7k or nearly -8.95%
lost 29% since its august start: I have to confirm real world results vs backtest.
Tis system has been too consistent in its loss vs my initial design tests
TODO this week end...

volatility ASX
based on quite similar concept is a different story thanksfully:
Gain of $193 or 0.39% but was mostly cash .That domestic version has a 38% pa return since inception in May

DLGuppy:
90% cash...This is what it is
lost $291 or -0.6%

the weekly systems:

My version of Happy cat cruising along:+$5.4k or 4.3% thanks here mostly to AVZ and PLS
lastly
QFDuc: only 50$ invested +0.9k or +0.86%

Overall:+$11k or +2.6% on the week..with 29% cash position. Not to be spit at even if xnt went up 2.6% too.with a 3rd in cash, we overperform

 

[qldfrog]

The great check:
real vs backtest since inception...always worthwhile:
DLGuppy: big difference but due to a single trade missed: ERA, was noted at the time, well halves the result on this relatively short period and low investment
Volatility US is actually behaving as expected, a slow grinding unless until volatility ges mad; wait and see, it is a kind of fuse protection and is actually playing its role; i might try to see if i can retune it to reduce a bit the grinding while preserving the key behaviour , but overall as expected;
volatility ASX: all good

DLQFDuc matching its backtest and expectations
QFDuc kind of ok, saw a few retuning along the last 7 months

 

[dpong]

Great thread! Very educational.

 

[qldfrog]

what an ugly day: my systems down, bonds down, silver and gold down and even BTC.
I lost a huge amount on paper today, put a dentist visit on top and this is a day i would prefer forgetting

I really do not like that universality of direction, not at all;
And just as my volatility systems were going bull again;
Anyway, on my weekly QFDuc , I bought parcels of

AGY

ARV

BRN

CEN

EZL

GXY

MIN

MLD

PAN

PLS

for a paper loss of 1.3k by this afternoon..yeap

I also sold with that system ,at open, BFG,CCP,PNI,PSQ for a total loss of $185

 

[Warr87]

I just checked my CFD account. I got stopped out of 2 consecutive AUDUSD trades, an ETHUSD, a CORN, and my BTC trade. Was an interesting day for a lot of trading it seems. As you say, some universality in that ...

 

[qldfrog]

I just checked my CFD account. I got stopped out of 2 consecutive AUDUSD trades, an ETHUSD, a CORN, and my BTC trade. Was an interesting day for a lot of trading it seems. As you say, some universality in that ...

just hope it is not the rumbling of the coming storm

 

[Warr87]

just hope it is not the rumbling of the coming storm

Agreed. Always worrying when commodities and stocks go down together lol.

i'm not worry yet though, its the slow bleeds down that scare me more than sudden drops.

 

[qldfrog]

another bad day, worse as I had to do my daily trade remotely , via my AWS server..
Being on a phone, the screen is small and I believed I messed up my data update and so entered a few orders not mean to and did not implement 3 I was supposed to do (system code (afl) being the same..
I lost an extra few hundreds on top of my already not negligible losses today;
Between systems and own investment, the overall fall in both shares, gold and bonds, USD is not gentle on my portfolio;
lost nearly a third of my gains for this financial year in 2 days..hum...