qldfrog weekly Skate inspired system

[qldfrog]

Is there a reason you are still running Premium data instead of upgrading to NDU ?

is there a reason to use NDU if you have everything set up with Premium Data?
So yes, i will move to NDU, dragged and kicking
Now , if you think that will sort the issues beware;
You expect that historical data means that you will have access to a snapshot from a past time?

Quick question if you work in ASX200 Realm (or other) do you think your system backtest 5y ago will check if your candidates were on asx200 5y ago?
Are you sure?
With a conviction that old data is useless in backtest within 3-4 y, NDU has no advantage over a bug free and working Premium data setup
Except a more expensive and more network dependent solution.

 

[Newt]

Have to admit I put off changing over to Norgate data for a long time QF, and was initially sceptical on the benefits. Doing so eventually opened my eyes to a number of nasty backtesting biases that helped me move a smidge further to the right on the Dunning-Kruger curve

So I'm going to quote you above in 1-2 yrs after on NDU and suggest compare now and then. Pretty sure you'll find its faster, more robust (less corruptions), has a large coloured notification when you need to refresh your ticker database in bottom right hand corner, runs about 10 times faster, has option for historical data, allows creation of custom stock universes, includes lots of market indicies.

Heck, I deserve a Norgate T-shirt for marketing efforts after all that!

 

[qldfrog]

you won, yes i will change,

really that list issue was too bad and too transparent/insidious ...costing me too much
There is still some unknown that I will only be certain of after trial...running NDU from cloud etc
so will try early next week when my weekly order will be in and I can FU without it being too dear if i have issues during the move

 

[Newt]

p.s. I found out the hard way about that b script you have to run for Premiume data too - couldn't figure out why A2M wasn't coming up on my scans during its initial skywards moves

Damned frustrating, but easy once you know. Feel bad a few of us on here hadn't tweaked to it, but as you've noted, not easy to pick up until you really look closely at what is in your stock universes....

 

[qldfrog]

p.s. I found out the hard way about that b script you have to run for Premiume data too - couldn't figure out why A2M wasn't coming up on my scans during its initial skywards moves

Damned frustrating, but easy once you know. Feel bad a few of us on here hadn't tweaked to it, but as you've noted, not easy to pick up until you really look closely at what is in your stock universes....

The devil is the way it creeps on you.
You install and start wor6.no problem, your lists are accurate then week by week they creep away from their definitions.
So all keeps working seamlessly, except it is pure BS you are working on...
Anyway this is what it is and it is mentioned during the setup

 

[qldfrog]

Great week even better with discretionary
During the week, XNT..my reference, fell 0.2% so flat but the frog was flying
the daily:
the intra day volatility experiment:
+$62 or 0.4% but hardly played this week

my normal dailies:

DL guppy :32% invested+$1.4k or +3.5%
volatility ASX -$0.5k or -1.1% fully cash
volatility US -$0.2k or -1.1% fully cash

weekly:
Skate platinum +0.8k or +1.5%
QF Breakout -$88k or -0.18%

QF sectors: fully invested -1.7k or -2.3%
QFDuc: fully invested +2.3k or +2.9%

overall systems: $2.2k or 0.6%
better than XNT; especially considering that these are the code running on the obsolete data, this will change this week end

overall discretionary and USD gold exposure added more than 20k so all cruising and feeling motivated

 

[qldfrog]

Today was the trading start for all reviewed systems, with an up to date realm definition.
->After discovering I have been working with obsolete XAO, etc definitions since my initial installation years ago..what a bummer
Anyway what is done is done

 

[qldfrog]

This week is not really good so far, but we will have to be patient;
After discovering I was using and developing based on wrong data sets, all systems are basically new this week..new parameters, new realm etc so it will take a while to flush the crap, keep the gems

 

[qldfrog]

No surprise, a really bad week for the systems:
All started new so flushed existing portfolios and started anew in a down week..not a nice recipe;
During the week, XNT..my reference, fell 0.6% not great but the frog was MUCH worse
the daily:
the intra day volatility experiment:
unplayed this week

my normal dailies:

DL guppy :13% invested only as most positions sold today-$3.8k or -8.8%
volatility ASX +$0.3k or +0.7% fully invested
volatility US $0.1k or 0.6% fully invested

weekly:
Skate platinum +$0.2k or +0.4%
QF Breakout -$0.9k or -1.9%

QF sectors: fully invested -$2.3k or -3.1%
QFDuc: 55% invested -$3.7k or -4.5%
outch
And with some pretty empty portfolios, the losses are real.

overall systems: -$10.1k or -2.8% currently 31% cash
luckily, discretionary was flat last week so overall position is not worse than system losses

 

[qldfrog]

Nice sea of red today with my systems down nearly an exact 1%, not very mood lifting ...just as I work with a new Norgate Data subscription and fix all these systems mismatched due to obsoletePremium data lists;
QFDuc is now "fixed"
5 more to go...

 

[qldfrog]

And I had a quick look at where the bleeding was in the systems;
I think it is needed to have a look from time to time as to were the winners and the laggards are;
Results
both volatility dailies, DL Guppy, and weekly BO are behaving quite well but I have severe losses on QFDuc (now fixed) and QFSec (Todo list)
Sadly with gold silver crashing and USD going up but more moderately, the discretionary portfolio was not balancing the results and worse pushed my portfolio deep under water on the last 2 days
Hopefully will improve by the end of the week

 

[qldfrog]

Well did not improve by the end of the week.
Talk about bad timing
probably my worst week ever , nearly 20k down the drain between gold and silver fall for discretionary and systems as I liquidated most of entries ..and bad luck..at a serious loss this week;

Got my NDU data subscription up and running on Monday as a test; then purchased the platinum edition;
There are still definitively fundamental differences I can not explain in between NDU with historical data backtest and the older premium data even on just a few month old backtests;
Why would a backtest on FPO since july 2021 be fundamentally different between the 2 data set is beyond my understanding
Now that I have switched to NDU, these will remain just that, unknown

Anyway, 4 days of heavy work and i should have now proper new retuned/tested systems ready for Monday; what a shamble this has been and the losses incurred...


Last week tally:
XNT lost 1.5% so my reference was not great either :-(

the intra day volatility experiment:
-$108 or -0.7% fully invested

my normal dailies:

DL guppy :-$0.4k or -1%, fully cash
volatility ASX +$0.15k or +0.3%, fully cash
volatility US -$0.16k or -0.9% fully cash

But this is where it hurts: the weekly system:
Skate platinum +$1.5k or -3%
Note : I sold IMU by mistake as part of the shares sell to move to the new NDU data
QF Breakout -$1.9k or -4% ; 32% invested

QF sectors: 20% invested -$2.9k or -4.2%
QFDuc: 20% invested -$2.9k or -3.7%

Mr ATO will not be happy we are back well in the red now
And these losses are not paper losses

overall systems: -$9.7k or -2.8% currently 76% cash

QFDuc is the only system still needing rework ; all others ready to start a new life version on Monday
I have a few shares left over from old systems to liquidate but now mostly cash
Have all a great week end and looking for a better week from monday

 

[qldfrog]

Well did not improve by the end of the week.
Talk about bad timing
probably my worst week ever , nearly 20k down the drain between gold and silver fall for discretionary and systems as I liquidated most of entries ..and bad luck..at a serious loss this week;

Got my NDU data subscription up and running on Monday as a test; then purchased the platinum edition;
There are still definitively fundamental differences I can not explain in between NDU with historical data backtest and the older premium data even on just a few month old backtests;
Why would a backtest on FPO since july 2021 be fundamentally different between the 2 data set is beyond my understanding
Now that I have switched to NDU, these will remain just that, unknown

Anyway, 4 days of heavy work and i should have now proper new retuned/tested systems ready for Monday; what a shamble this has been and the losses incurred...


Last week tally:
XNT lost 1.5% so my reference was not great either :-(

the intra day volatility experiment:
-$108 or -0.7% fully invested

my normal dailies:

DL guppy :-$0.4k or -1%, fully cash
volatility ASX +$0.15k or +0.3%, fully cash
volatility US -$0.16k or -0.9% fully cash

But this is where it hurts: the weekly system:
Skate platinum +$1.5k or -3%
Note : I sold IMU by mistake as part of the shares sell to move to the new NDU data
QF Breakout -$1.9k or -4% ; 32% invested

QF sectors: 20% invested -$2.9k or -4.2%
QFDuc: 20% invested -$2.9k or -3.7%

Mr ATO will not be happy we are back well in the red now
And these losses are not paper losses

overall systems: -$9.7k or -2.8% currently 76% cash

QFDuc is the only system still needing rework ; all others ready to start a new life version on Monday
I have a few shares left over from old systems to liquidate but now mostly cash
Have all a great week end and looking for a better week from monday

my apologies for typo: Skate platinum -$1.5k or -3%..yes was negative as well but still 90% invested;
will be interesting to see what the orders are on monday

 

[qldfrog]

QFSec, both volatility and small cap trial ready for monday;
DL Guppy ready but no action and 100% cash still
QFBO ready;
So far QFDuc new version not ready yet, not robust enough and probably can wait for an extra week so selling 3 out of 4 remaining positions which were a sell on older versions

 

[Sean K]

Frog, you should put a summary in Excel and paste it up so we can follow it a bit easier.

 

[qldfrog]

Frog, you should put a summary in Excel and paste it up so we can follow it a bit easier.

yes..i could do that ..going thru a brand new start on monday, at an interesting point in market life, could be a journal to oblivion, no guarantee but yes;
-> even a simple graph in percentage gain loss for each systems? I have a spreadsheet managing all that so could build a MOA graph to summarise various progress.
would be easier for me too..

 

[Sean K]

yes..i could do that ..going thru a brand new start on monday, at an interesting point in market life, could be a journal to oblivion, no guarantee but yes;
-> even a simple graph in percentage gain loss for each systems? I have a spreadsheet managing all that so could build a MOA graph to summarise various progress.
would be easier for me too..

I used to do something like this in my ASF blog a decade+ ago. I don't think it's on ASF anymore. Would love to see your journey.

 

[qldfrog]

I used to do something like this in my ASF blog a decade+ ago. I don't think it's on ASF anymore. Would love to see your journey.

Thanks Sean, it is both an old and a new journey.
Old because I start having a few years behind in term of the system following /methodology/management of operations/feelings and reactions, new as these are all like new systems after doing a full recast with what I think/ pray is right data and realm.
So a new birth, a bit parallel to own life when i want to use the reset to my advantage and start a new phase for the next 25y
Vamos...

 

[qldfrog]

I completed work on reborn qfduc yesterday.probably too fresh off the oven to run live, especially after friday .will paper run it a little while first

 

[qldfrog]

Some loses especially with the open sells this morning; but swallow-able the systems managed to end up higher at close than in the morning,
but still a strong loss considering we were 76% cash at open
probably first time in months ;-)
New systems handled pretty well, the paper version of QFDuc would have had a small .3% loss but nothing to be frightened of;
lets see how the week ends; systems actually went in and at end of trade I am only 67% cash
The discretionary side was bad with my oil exposure heavily smashed and in 2 sessions going from one of my happy exposures to red.
Have all a great evening , today's rebound was expected but it will be interesting to see where we will stand by thursday