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qldfrog weekly Skate inspired system

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Another week which started badly, but kind of recovered a bit, overall portfolio actually caught up and ended up higher than last week.
But for systems:
Daily:
DLQFDuc: +$1.06k or +1.49% fully invested
DLGuppy:+$965 or +2.01% now fully invested too
Volatility US:-$346 or -1.96%
Volatility ASX:-$792 or -1.6% fully cash

Weekly Mr Skate implementation:
+$2.8k or 2.2%
QFDuc
-$728 or -0.68%

Overall: +$2.96k or +0.7%.
Considering our position last tuesday night...very good, even without Mr Skate's system bonus, we were positive on a week where XNT lost 0.6% so happy with the results considering the hits discussed in previous posts
Have all a great weekend
 
@Skate there was indeed a spreadsheet error
Mr Skate Happy Cat system just had a $196 gain or 0.16% which brings last week systems' total result down by 2.6k ;
overall gain of around $400 or just 0.1%
The positive side is that my overall portfolios were still higher and not due to the systems so gold silver bonds did had a nice catch up.
 
Yesterday was a big day: I liquidated Mr @Skate's Happy Cat and now Xmas hat system;
It was an interesting and very beneficial experience: gaining over 25% between the 5/10/20 and 18/01/21
I did not want to impose on Mr Skate nor overstay my welcome;The teaching is over..but the learning just started

This has been a substantial share of my systems and the funds will be reallocated in the coming weeks, probably increasing the amounts in my daily QFDuc which has a decent return but low capital and DL Guppy which is in a similar situation
The weekly QFDuc is above $100k and is now a 20 positions system so will remain unaffected
If I find time, I will try to implement a breakout system, i tried several time but all my works were below par when compared to my other systems
So a public thank you to Mr Skate!
 
qldfrog said:
Yesterday was a big day: I liquidated Mr @Skate's Happy Cat and now Xmas hat system;
It was an interesting and very beneficial experience: gaining over 25% between the 5/10/20 and 18/01/21
I did not want to impose on Mr Skate nor overstay my welcome;The teaching is over..but the learning just started

This has been a substantial share of my systems and the funds will be reallocated in the coming weeks, probably increasing the amounts in my daily QFDuc which has a decent return but low capital and DL Guppy which is in a similar situation
The weekly QFDuc is above $100k and is now a 20 positions system so will remain unaffected
If I find time, I will try to implement a breakout system, i tried several time but all my works were below par when compared to my other systems
So a public thank you to Mr Skate!
Click to expand...

You somehow doubled the happycat return I have (I have around 12%). Funny how a few missed trades make a huge difference.

for a breakout system, tinker with skates posted donchian system. i got that out recently and was playing around with it. i may even papertrade it soon.
 
qldfrog said:
Yesterday was a big day: I liquidated Mr @Skate's Happy Cat and now Xmas hat system;
It was an interesting and very beneficial experience: gaining over 25% between the 5/10/20 and 18/01/21
I did not want to impose on Mr Skate nor overstay my welcome;The teaching is over..but the learning just started

This has been a substantial share of my systems and the funds will be reallocated in the coming weeks, probably increasing the amounts in my daily QFDuc which has a decent return but low capital and DL Guppy which is in a similar situation
The weekly QFDuc is above $100k and is now a 20 positions system so will remain unaffected
If I find time, I will try to implement a breakout system, i tried several time but all my works were below par when compared to my other systems
So a public thank you to Mr Skate!
Click to expand...

Also very thankful to have trading alongside Happy Cat's initial live months, and will understand if the shared data is pulled as/when you see fit Skate. Has certainly been an interesting exercise - would have liked to see how some strong winner exits were handled, but as above, agree with QF don't want to overstay welcome either when time comes.
 
Good evening all,
This week: Happy cat was closed, and Guppy saw its funding increased by $16.5k and DL QFDUc by $40k
daily QFDuc now a $110k system, DLGuppy a $67k system; others unaffected
Today saw a bit of a loss with the added investment not timed that great :) ..anyway, that happens
Over the week:
daily:
DLQFDuc -$1.9k or -2.65% (one k of these losses just on the 2 purchases today..arrrggg
DLGuppy +$2.2k or 4.54% (note that a new version of the Guppy code has been running from this week with a few extra tweak returning relatively consistent better results in backtests)
volatility US:+62$.. :) stable
volatility ASX: $0 fully in cash
weekly QFDuc:+$2.9k or +2.74%
overall:
+$3.2k or +0.9% with a 72% invested portfolio
XNT went up 1.25% last week so not that great a result but 0.9% with 72% invested ends up to the same:1.25%
Anyway, let's see how it will develop.I should not be unhappy to see a $3k a week wealth increase
 
so the Monday trades: I will probably stop listing these as we have had enough history to prove the figures quoted are real;
today the weekly QFDuc offloaded for $900 loss:
BRN
CLQ
PAN
STO
SXY

and purchased 10 new positions:
APT afterpay
BIN bingo industries
HAS hasting tech
HUB hub24
INR ioneer
LYC lynas
LYL lycopodium
MLX metals X
NGI navigator global
RBL redbubble
becoming 75% invested
quite a few buy sell on my dailies.Also worked on a basic breakout system so far promising based on backtests.
Just my own tweak based on the way I look at charts
Might start this this week on next after the basic checks are completed
 
a week with bad results as for many here I have no doubts:
The daily systems:
DLQFDuc: -$3.7k or -3.4%
DLGuppy: -$2.7k or -4.1%
Volatility US:+$1.3k or +7.6%
Volatility ASX:+$1.7k or +3.5%
and my weekly looking passively at the loses growing:
QFDuc:-$6.9k or -6.3%
can not find a clearer example on why I prefer daily systems if I have the time to manage these

Overall:-$10.3k or -3.2%
XNT :-2.9%
verdict: not good!!!!
Current systems exposure tonight:65% [with 35% cash]
 
Not the type of day I like, overall $7+k profit due to my exposure to silver but my systems did not have a great day:
the QFDuc sold 13 positions for a $7.8k loss ouch : the $24k profit of early September on that system is now down to $8.8k and this is my long well tested system.That systems also purchased 4 parcels and is tonight 30% invested
Luckily, the daily systems are behaving much better with the DLQFDuc only 15% invested and both volatility systems fully invested and able to gain from both bear/bull market.

Let's see how tomorrow will pan. I did sold of some of my silver assets freezing gains.
 
so, not a great week and as noted above started as bad as could be with my weekly selling on monday at the worst possible time and capitalizing all these losses arrgg
Anyway, this is what it is:
Dailies:
DLQFDuc: +$621 or +.58%;now back up to 69% invested with several buy missed at open in last few days
DLGuppy: +$505 or +.78%;now fully invested

Volatility US: +$750 or 4%

Volatility ASX: -$2.85k or -5.66% we lost all the paper profit we had last week plus more outch

weekly: well as expected a bad week slightly better as the asx went up but still -$2.57k or -2.52%
overall:
-$3.55k or -1%
by close today:71% invested/29% cash

Sadly 2 weeks ago, 3 out of these 5 systems were beating the XNT, now none does :)
Thanksfully the silver surge made it a breakeven week overall...
 
qldfrog said:
so, not a great week and as noted above started as bad as could be with my weekly selling on monday at the worst possible time and capitalizing all these losses arrgg
Anyway, this is what it is:
Dailies:
DLQFDuc: +$621 or +.58%;now back up to 69% invested with several buy missed at open in last few days
DLGuppy: +$505 or +.78%;now fully invested

Volatility US: +$750 or 4%

Volatility ASX: -$2.85k or -5.66% we lost all the paper profit we had last week plus more outch

weekly: well as expected a bad week slightly better as the asx went up but still -$2.57k or -2.52%
overall:
-$3.55k or -1%
by close today:71% invested/29% cash

Sadly 2 weeks ago, 3 out of these 5 systems were beating the XNT, now none does :)
Thanksfully the silver surge made it a breakeven week overall...
Click to expand...


Here is an idea that you can backtest: in bull markets (US) market tops (generally) do not go down without a bounce. There are exceptions, 1987 for one.

So, if the stocks are going down because the market as a whole is going down, sell (close out positions) on the market bounce, rather than the move (market) lower.

This is (sort of ) the idea behind a weekly v daily system, but with greater flexibility than selling on a calendar basis.

jog on
duc
 
ducati916 said:
Here is an idea that you can backtest: in bull markets (US) market tops (generally) do not go down without a bounce. There are exceptions, 1987 for one.

So, if the stocks are going down because the market as a whole is going down, sell (close out positions) on the market bounce, rather than the move (market) lower.

This is (sort of ) the idea behind a weekly v daily system, but with greater flexibility than selling on a calendar basis.

jog on
duc
Click to expand...
Thanks,
So basically,when market based indice trigerred sell,sell not at next open, but within the week at potentially higher.rebound.
Nice concept,fly in the face of what mr Skate recommends.
For weekly,i initially tested different action day.
I could not see any edge doing any weekly system on Tuesday, Wednesday etc and so Monday has the convenience of the weekend to prep orders.
But as we reach a top and narrative based market moves, we all noticed that in the last few months we have had selloffs at the end of the week just in case something pops up in the weekend.
It could be worthwhile retesting the weekly system start date in the last year or so and see if there is an edge there.
Got the feeling the speed of moves is accelerating too and so systems should adapt too.
But always remembering 2 negative weeks in a row can happen too
 
qldfrog said:
Thanks,
So basically,when market based indice trigerred sell,sell not at next open, but within the week at potentially higher.rebound.
Nice concept,fly in the face of what mr Skate recommends.
For weekly,i initially tested different action day.
I could not see any edge doing any weekly system on Tuesday, Wednesday etc and so Monday has the convenience of the weekend to prep orders.
But as we reach a top and narrative based market moves, we all noticed that in the last few months we have had selloffs at the end of the week just in case something pops up in the weekend.
It could be worthwhile retesting the weekly system start date in the last year or so and see if there is an edge there.
Got the feeling the speed of moves is accelerating too and so systems should adapt too.
But always remembering 2 negative weeks in a row can happen too
Click to expand...


You are trading a daily system and a weekly.

On the daily system you will have a trigger to sell individual stocks (a) when the overall market rises and (b) when the overall market falls.

Test whether selling individual stocks in scenario (b) improves if you wait for a general market bounce.

The rules would be something along the lines of:

(a) market at or near highs;
(b) bull market only;
(c) first pullback in bull trend for X bars

Then, sell individual names on the bounce.

Bull markets very rarely go straight down. Two that did, 1987, 2020 (pretty much).

jog on
duc
 

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