I was thinking of starting on my taxes this weekend. I'm interested to see how I actually went this financial. I dont think I performed as well as others here but it was an interesting year.as I am preparing my tax return data:
in FY20-21, my systems ended evenretty pathetic actually:
Some good return in the first 6 month in line with the great rebound of the market July till October/November
and then Guppy and the Bat blew 31k on H2 while the others were average at best; overall (before div and after fees)-700$ so basically flat in the meantime, my broker got more than $27k yes $27k
I know who I am working for.
Will obviously have to act on this
qldfrog weekly Skate inspired system
- Thread starter qldfrog
- Start date
- Joined
- 8 June 2008
- Posts
- 12,423
- Reactions
- 18,086
another eventful week:
overall the frog is actually ahead but that is a mix of currencies, investment portfolios and systems:
Systems are still very bear:
Daily systems:
fully cash for both volatility systems (unchanged),
the Flying Bat: -$0.5k or -0.85% , fully cash as it offloaded its last winners this week below their tops;
Only Guppy just reentered today to 92% invested for a gain of $61 or .13%...
The weekly systems are a bit depressed:
QFSec is 64% invested +$0.4k or 0.5%
QFDuc is 80% invested +$2.6k or 2.75%
overall systems: 51% cash with a week gain of +$2.5k or 0.73%
not unhappy for such a week.
overall the frog is actually ahead but that is a mix of currencies, investment portfolios and systems:
Systems are still very bear:
Daily systems:
fully cash for both volatility systems (unchanged),
the Flying Bat: -$0.5k or -0.85% , fully cash as it offloaded its last winners this week below their tops;
Only Guppy just reentered today to 92% invested for a gain of $61 or .13%...
The weekly systems are a bit depressed:
QFSec is 64% invested +$0.4k or 0.5%
QFDuc is 80% invested +$2.6k or 2.75%
overall systems: 51% cash with a week gain of +$2.5k or 0.73%
not unhappy for such a week.
- Joined
- 8 June 2008
- Posts
- 12,423
- Reactions
- 18,086
Following some current and past discussion with @MovingAverage on the Dump it thread, I realised that the MC figures in AB are not to be trusted;And so followed MA suggestion. Thanks MA
I randomised part of the buy condition only following 80% of these, and replaying backtest a thousand time:
on the period 1/1/2019 to now, the current code for FlyingBat did the following:
Satisfied, we had well above 3000 trades; so quite OK statistically
For the Guppy system, same all good,
So no bad surprised; I extended the period to 01/01/2016 to current, and all was ok too.
Thanks Mr MA
I randomised part of the buy condition only following 80% of these, and replaying backtest a thousand time:
on the period 1/1/2019 to now, the current code for FlyingBat did the following:
Satisfied, we had well above 3000 trades; so quite OK statistically
For the Guppy system, same all good,
So no bad surprised; I extended the period to 01/01/2016 to current, and all was ok too.
Thanks Mr MA
- Joined
- 8 June 2008
- Posts
- 12,423
- Reactions
- 18,086
Flabbergasted..
Market up 0.5%
My systems down 4.5% today, out of the blue.no typo
You might think a few stocks in crisis, nope, everywhere $400 $500 loss here anfd then.incredible, was +2k ahaed around 11am...
Did something happen with miners juniors,?
Market up 0.5%
My systems down 4.5% today, out of the blue.no typo
You might think a few stocks in crisis, nope, everywhere $400 $500 loss here anfd then.incredible, was +2k ahaed around 11am...
Did something happen with miners juniors,?
- Joined
- 8 June 2008
- Posts
- 12,423
- Reactions
- 18,086
50 parcels , out of these, the big falls are in quarterly release or presentations;
AMI, ARN, PDI, DTR, FTZ and multiple packets of theses based on different systems.
does not augur well for the results period...
Anyway, this is what it is.life goes on, but now negative for the year
AMI, ARN, PDI, DTR, FTZ and multiple packets of theses based on different systems.
does not augur well for the results period...
Anyway, this is what it is.life goes on, but now negative for the year
same as me mate! logged on and saw the market overall was slightly up, and yet i was negative. though my loses almost entirely came from FLN. it's always interesting when you see that divergent behaviour.
- Joined
- 8 June 2008
- Posts
- 12,423
- Reactions
- 18,086
Basically4 or 5 stocks at -10 to -15%, and a few laggards in the -5% -6%
7 green out of 50....
- Joined
- 20 July 2021
- Posts
- 10,978
- Reactions
- 15,246
my big risers today were ASH ( 15% ) OZL ( 6% ) RD1 ( 6% ) GNE ( 5% ) VMT ( 5%) and ZIM ( 4% )
all up, about half of what the market rose ( because there was plenty of red as well )
i bet not many members hold them shares
all up, about half of what the market rose ( because there was plenty of red as well )
i bet not many members hold them shares
- Joined
- 8 June 2008
- Posts
- 12,423
- Reactions
- 18,086
Lucky you, all invested systems were in red of at least 2pc.... weekly and daily
- Joined
- 20 July 2021
- Posts
- 10,978
- Reactions
- 15,246
am finally in front with ASH ( after years of being underwater ) OZL is a genuine multi-bagger after a couple of stressful years GNE has been OK , RD1 i am W-A-Y down , VMT is let's call it break-even , must be a tiny, tiny gain now and ZIM is doing nicely considering in bought it last month @ $19.90
so the daily doesn't always reflect the long term outcomes ( much like an index fund , since the stocks in the basket might be changed in 3 months time , but claim to be directly comparable )
so the daily doesn't always reflect the long term outcomes ( much like an index fund , since the stocks in the basket might be changed in 3 months time , but claim to be directly comparable )
well i think i did pretty well then considering.
@divs4ever is right as well. daily not really reflective of long term outcomes. my daily was breakeven thankfully! though that one is still young and hasn't found its momentum yet.
it was actually my commodities that did well today. only saving grace.
its only tuesday @qldfrog , plenty of time to rebound!
@divs4ever is right as well. daily not really reflective of long term outcomes. my daily was breakeven thankfully! though that one is still young and hasn't found its momentum yet.
it was actually my commodities that did well today. only saving grace.
its only tuesday @qldfrog , plenty of time to rebound!
- Joined
- 8 June 2008
- Posts
- 12,423
- Reactions
- 18,086
True, but biggest such fall in a positive market, by far
- Joined
- 20 July 2021
- Posts
- 10,978
- Reactions
- 15,246
i am tilting towards ( more ) commodities , after my efforts at clean energy ( outside of NZ ) have gone sour , stuff like CCE , ORG , WEC , AEB ( i think it was Affinity Energy when if disappeared ) RFX , and some others that faded into infamy ,
construction services were the logical sector if governments actually delivered on promises ( the survivors heavily embraced mine development while governments dithered ) so now half the heavy machinery is up on remote mining sites
am in this ( investing game ) for the long haul , prices to me are ( potential buying/ reducing ) opportunities
cheers
construction services were the logical sector if governments actually delivered on promises ( the survivors heavily embraced mine development while governments dithered ) so now half the heavy machinery is up on remote mining sites
am in this ( investing game ) for the long haul , prices to me are ( potential buying/ reducing ) opportunities
cheers
- Joined
- 20 July 2021
- Posts
- 10,978
- Reactions
- 15,246
so are you chasing popular shares .. maybe the fellow traders are stepping back from the action ( waiting for the reports , perhaps ??? )
- Joined
- 8 June 2008
- Posts
- 12,423
- Reactions
- 18,086
But we are not talking investment there, my investment side was up 2k.
This is nevertheless a scary time to experience this fall, especially as falls shared among a guppy daily, a mixed trend daily, a sector based and a pure trend based weekly.
On the other hand, a Gaus curve always has extremes....well see on friday but not optimistic
i remember reading a while ago that green ETFs were doing really well. think it was referencing US ETF's though. i do recommend commodities. i'm just doing it through CFDs as i don't have the account size for futures just yet. if you are a trend trader commodities are pretty appealing.
- Joined
- 8 June 2008
- Posts
- 12,423
- Reactions
- 18,086
These are pure system based trades.trend, volume and price actions.
I also have some long term investment but usually not discussed in this thread.
- Joined
- 8 June 2008
- Posts
- 12,423
- Reactions
- 18,086
Good evening,
sorry for the delay as yesterday night and this morning, TheFrog and Frogette were trying to enjoy their last hours of freedom before house arrest.
After the disastrous start of teh week, well no surprise it ended up really bad
Here we are both for the week and for the month:
Daily:
Flying bat: the most immature and should be dangerous to trade:
-$0.8k or -1.4% and reengaged fully in on friday morning..ready for a fall on Monday
DL guppy:-$3.7k or -7.8% lost 1k just on the entries on Friday morning......
the biggest weekly loss since december...
Both now fully invested;
Volatility US:-$0.2 or -1% fair as we reentered fully invested;
Volatility ASX:-$0.4k or -0.8% Fair as we reentered fully invested;
The weekly:
QFSec -$5k or -6.5% outch with 3 stocks out of 12 losing more than 20%...
QFDuc -$3.9k or -4% third highest weekly loss since february 2020
So the systems managed to lose $14 k in a week or 4.2%;
luckily for the Frog, we only lost 6.6k so the investment portfolio went up 7.4k which is bloody good
But that bring me to:
the monthly results:
FB -$5.9k; Guppy:-$5.7k; volatility-$1k and nearly 0, QFSec -$3.6kand QFDuc -$5.3k
overall my systems lost 21k in a month (14k just last week) around -6%
yet as I only lost 2k overall, it means my investor portfolio gain got up 19k;
So the investments were booming:.4.4% for ASX shares and a few gains on currency/US stocks
so the question is WTF??
Let's try to understand this, especially the last week
sorry for the delay as yesterday night and this morning, TheFrog and Frogette were trying to enjoy their last hours of freedom before house arrest.
After the disastrous start of teh week, well no surprise it ended up really bad
Here we are both for the week and for the month:
Daily:
Flying bat: the most immature and should be dangerous to trade:
-$0.8k or -1.4% and reengaged fully in on friday morning..ready for a fall on Monday
DL guppy:-$3.7k or -7.8% lost 1k just on the entries on Friday morning......
the biggest weekly loss since december...
Both now fully invested;
Volatility US:-$0.2 or -1% fair as we reentered fully invested;
Volatility ASX:-$0.4k or -0.8% Fair as we reentered fully invested;
The weekly:
QFSec -$5k or -6.5% outch with 3 stocks out of 12 losing more than 20%...
QFDuc -$3.9k or -4% third highest weekly loss since february 2020
So the systems managed to lose $14 k in a week or 4.2%;
luckily for the Frog, we only lost 6.6k so the investment portfolio went up 7.4k which is bloody good
But that bring me to:
the monthly results:
FB -$5.9k; Guppy:-$5.7k; volatility-$1k and nearly 0, QFSec -$3.6kand QFDuc -$5.3k
overall my systems lost 21k in a month (14k just last week) around -6%
yet as I only lost 2k overall, it means my investor portfolio gain got up 19k;
So the investments were booming:.4.4% for ASX shares and a few gains on currency/US stocks
so the question is WTF??
Let's try to understand this, especially the last week
- Joined
- 8 June 2008
- Posts
- 12,423
- Reactions
- 18,086
Flying Bat:
not actually too bad:-.8k matching the Backtest results since it engaged that version on the 16/07:
So can be reasonable to carry on;a shame we only used that version lately;
DLGuppy: that version since 14/06
Backtest matching results;
But as you can see a slow trend down since April with far too frequent buy then sell on next day then buy again...and a slow trend down..
Not right, I should try to level that trend down either by getting out all together or changing entry exits.
not actually too bad:-.8k matching the Backtest results since it engaged that version on the 16/07:
So can be reasonable to carry on;a shame we only used that version lately;
DLGuppy: that version since 14/06
Backtest matching results;
But as you can see a slow trend down since April with far too frequent buy then sell on next day then buy again...and a slow trend down..
Not right, I should try to level that trend down either by getting out all together or changing entry exits.
