qldfrog weekly Skate inspired system

[qldfrog]

Indeed a major win day and big system gains overall, portfolio gain in the 5 digits which is rare and systems at 80% invested with 1.7% gain today.

 

[qldfrog]

Santa came!!!!
A great week ...
XNT up 1.16%
great week:
the put option on asx200 lost a bit but my asx trading including systems are fully edged by tonight
I have also nearly completed my SAXO enrollment, which should allow me next year to get better brokerage and better access to intl market, options etc at a reasonable cost

As discussed previously QFDuc and small cap volatility are paused and neutral

daily:

volatility ASX: fully invested +$0.38k or +0.8%
volatility US: all in, but flat -$36
DL Guppy fully invested:, +$2.5k or +6.7%
the new DLQFBO ramping up: 73% invested -0.3k or -0.6%

The weekly:
Mt Skate platinum:+$130 or +0.27%
QFBO fully invested+$2.1k or +4.24%
QFSector ramped invested to 94% gain of $1.43k or 2.2%

For the week +$6.25k or +1.95%
systems are currently 11% cash

 

[qldfrog]

All good no discrepancy with Platinum...

 

[qldfrog]

Time for a quick half year check and see how bad i am vs MA and Peter:
obviously results are a disaster as i discovered in november I was using a realm which had not been updated since 2019 and was getting worse and worse by the week.So my explore (and backtests) where limited to a reducing subset which ended up not representative of the market anymore
Call this an excuse, a human mistake or a pretty lame data software, the fact is that both development and operation from my systems were rotten to the core with a false of confidence for the ones i carried from the start as decent initial performance were steadily degrading as weeks went by.
Anyway this is now history and has been fixed since mid november:most new versions started 26/11 with expected unwind and ramp up phases

from 1rst of July to today:
daily:
small cap volatility gain of $55..not even a meal for 2
volatility US lost $770 or 4.5%
volatility ASX lost -$1.6k or 4.5% [ lost actually 1.1k just on today so basically flat...]
-> conclusion volatility ASX and US are doing their role as an insurance system....all good: small cap volatility is a waste of time and effort.good try..will not be restarted
These were not affected by the data mess up;

DL Guppy: lost $9.4k or 19% outch
but since data correction 24//11 has won $400 and last week was really good, quite a lot of open profit now.
Happy with the behaviour
new kidLBO lost $300 or 0.6% but is still ramping up. and just started;

Skate Platinum experience for the FY so far lost $0.9k or 1.8% only started 8/11;

Weekly BO:started 8/11 lost $640 or 1.2%
since data correction 24//11 has make $2.5k profit and catching up with XNT
Happy;

QFSector: lost $9.975k this half year or 13%;
Since the data fix still lost $1.2k or 1.7%..
not happy with that and this week was only +2.2% vs XNT 1.6% so not killing it
Maybe time to have a quick check;
QFDuc was a disaster:
lost $24.3k or 25%.

defunct MOA did as bad :-15.5k or 19%
This disastrous performance triggered the search for issues...and in a way helped to move all systems back toward the right direction;


so overall:
systems lost $60k or roughly 15.8% of systems money;
This is something I can survive with but would prefer avoiding obviously
the blow was soften by some other market exposure +$15k but hammered by silver fall and currency plays which removed that gain
So yes, ATO will not be happy this year.and I have a 60k handicap for the second half

 

[qldfrog]

Time for a quick half year check and see how bad i am vs MA and Peter:
obviously results are a disaster as i discovered in november I was using a realm which had not been updated since 2019 and was getting worse and worse by the week.So my explore (and backtests) where limited to a reducing subset which ended up not representative of the market anymore
Call this an excuse, a human mistake or a pretty lame data software, the fact is that both development and operation from my systems were rotten to the core with a false of confidence for the ones i carried from the start as decent initial performance were steadily degrading as weeks went by.
Anyway this is now history and has been fixed since mid november:most new versions started 26/11 with expected unwind and ramp up phases

from 1rst of July to today:
daily:
small cap volatility gain of $55..not even a meal for 2
volatility US lost $770 or 4.5%
volatility ASX lost -$1.6k or 4.5% [ lost actually 1.1k just on today so basically flat...]
-> conclusion volatility ASX and US are doing their role as an insurance system....all good: small cap volatility is a waste of time and effort.good try..will not be restarted
These were not affected by the data mess up;

DL Guppy: lost $9.4k or 19% outch
but since data correction 24//11 has won $400 and last week was really good, quite a lot of open profit now.
Happy with the behaviour
new kidLBO lost $300 or 0.6% but is still ramping up. and just started;

Skate Platinum experience for the FY so far lost $0.9k or 1.8% only started 8/11;

Weekly BO:started 8/11 lost $640 or 1.2%
since data correction 24//11 has make $2.5k profit and catching up with XNT
Happy;

QFSector: lost $9.975k this half year or 13%;
Since the data fix still lost $1.2k or 1.7%..
not happy with that and this week was only +2.2% vs XNT 1.6% so not killing it
Maybe time to have a quick check;
QFDuc was a disaster:
lost $24.3k or 25%.

defunct MOA did as bad :-15.5k or 19%
This disastrous performance triggered the search for issues...and in a way helped to move all systems back toward the right direction;


so overall:
systems lost $60k or roughly 15.8% of systems money;
This is something I can survive with but would prefer avoiding obviously
the blow was soften by some other market exposure +$15k but hammered by silver fall and currency plays which removed that gain
So yes, ATO will not be happy this year.and I have a 60k handicap for the second half

keep the spirit up.

 

[KevinBB]

@qldfrog Congratulations on your post, it isn't easy to report losses.

From what I see elsewhere, the last six months wasn't an easy period to trade, with many markets moving sideways. Those who made good money have done rather well.

I'm down, too, during the same six month period, but probably not of the same scale. Investment portfolio was flat (very good for me), the systematic trading portfolio year isn't over as yet, but it is down about 1.5% with the early part of tonight's futures session not looking the best. Trading stock system has just started (trying keeping up with the Jones'), so too early to tell how that is performing.

KH

 

[peter2]

@qldfrog Respect, for continuing to post your results.

I am disappointed with them though. I thought you had turned the corner months ago after I expressed my disappointment then. I will admit to not understanding your data problem. No matter, as long as you've sorted this out to your satisfaction. I hope your results get much better real soon.

You can't go wrong buying stocks when they start to go up. Sell any that don't follow through and hold the winners.

We've had a crappy five months with the market (ASX) going sideways so I'm not disappointed that many systems haven't fared well.

Again, what's with the expectation of a massive market collapse. I didn't get the memo. You and @Sean K are a pair of "doomsday preppers". LOL (only in jest). Make sure the bunker has internet access so the rest of us can jump in and shelter from the apocalypse.

Happy new Year.

 

[qldfrog]

@qldfrog Congratulations on your post, it isn't easy to report losses.

From what I see elsewhere, the last six months wasn't an easy period to trade, with many markets moving sideways. Those who made good money have done rather well.

I'm down, too, during the same six month period, but probably not of the same scale. Investment portfolio was flat (very good for me), the systematic trading portfolio year isn't over as yet, but it is down about 1.5% with the early part of tonight's futures session not looking the best. Trading stock system has just started (trying keeping up with the Jones'), so too early to tell how that is performing.

KH

Just want for people to acknowledge it is not always a smooth ride so i tell it as it is.
Once you understand what is wrong, all good..at least for me

 

[qldfrog]

To be clear and to avoid other members following the same path: my issue with data:
I subscribed to the premium data service in 2019 and then carried on happily, well less and less happily till 2021.
The problem was not historical data per se, but the fact there is no automatic update of your watchlists with premium data .
you can update watchlists manually and the faq recommend to do it weekly.well i missed that...so mea culpa..kind of
So if your system is working on asx200 or xao, all good after installation but after 3 years, you are only working with a subset of that group; strangely, delisted stocks are removed automatically, but none added.

After 3y, my systems were not considering any of the new entrants .rising stars...and all my backtests were done on flawn data, even outside of the historical data difference :
so every little improvement or parameter change done along the years was worsening the situation.
Qfduc which worked reasonably well up to 2020 was getting worse and worse...
But if you are realistic DD do exist and there is no easy to set alert trigger...

Note
You can still use premium data if you update the watchlists weekly..but i decide reluctanly to move to norgate data .
NDU seamlessly updates both data and watchlists during update.
Hope this explanation avoid repetition of the issue with others.
Always remember you may have received some of my losses .it is a zero sum game so i made others happy lol

 

[Warr87]

To be clear and to avoid other members following the same path: my issue with data:
I subscribed to the premium data service in 2019 and then carried on happily, well less and less happily till 2021.
The problem was not historical data per se, but the fact there is no automatic update of your watchlists with premium data .
you can update watchlists manually and the faq recommend to do it weekly.well i missed that...so mea culpa..kind of
So if your system is working on asx200 or xao, all good after installation but after 3 years, you are only working with a subset of that group; strangely, delisted stocks are removed automatically, but none added.

After 3y, my systems were not considering any of the new entrants .rising stars...and all my backtests were done on flawn data, even outside of the historical data difference :
so every little improvement or parameter change done along the years was worsening the situation.
Qfduc which worked reasonably well up to 2020 was getting worse and worse...
But if you are realistic DD do exist and there is no easy to set alert trigger...

Note
You can still use premium data if you update the watchlists weekly..but i decide reluctanly to move to norgate data .
NDU seamlessly updates both data and watchlists during update.
Hope this explanation avoid repetition of the issue with others.
Always remember you may have received some of my losses .it is a zero sum game so i made others happy lol

that makes sense, and I had no idea that premium data was like that. I'm glad I made the switch to NDU as it's been pretty good.

 

[qldfrog]

that makes sense, and I had no idea that premium data was like that. I'm glad I made the switch to NDU as it's been pretty good.

No trouvle either since the switch.
Happy new year to all the "followers"

 

[MovingAverage]

Time for a quick half year check and see how bad i am vs MA and Peter:
obviously results are a disaster as i discovered in november I was using a realm which had not been updated since 2019 and was getting worse and worse by the week.So my explore (and backtests) where limited to a reducing subset which ended up not representative of the market anymore
Call this an excuse, a human mistake or a pretty lame data software, the fact is that both development and operation from my systems were rotten to the core with a false of confidence for the ones i carried from the start as decent initial performance were steadily degrading as weeks went by.
Anyway this is now history and has been fixed since mid november:most new versions started 26/11 with expected unwind and ramp up phases

from 1rst of July to today:
daily:
small cap volatility gain of $55..not even a meal for 2
volatility US lost $770 or 4.5%
volatility ASX lost -$1.6k or 4.5% [ lost actually 1.1k just on today so basically flat...]
-> conclusion volatility ASX and US are doing their role as an insurance system....all good: small cap volatility is a waste of time and effort.good try..will not be restarted
These were not affected by the data mess up;

DL Guppy: lost $9.4k or 19% outch
but since data correction 24//11 has won $400 and last week was really good, quite a lot of open profit now.
Happy with the behaviour
new kidLBO lost $300 or 0.6% but is still ramping up. and just started;

Skate Platinum experience for the FY so far lost $0.9k or 1.8% only started 8/11;

Weekly BO:started 8/11 lost $640 or 1.2%
since data correction 24//11 has make $2.5k profit and catching up with XNT
Happy;

QFSector: lost $9.975k this half year or 13%;
Since the data fix still lost $1.2k or 1.7%..
not happy with that and this week was only +2.2% vs XNT 1.6% so not killing it
Maybe time to have a quick check;
QFDuc was a disaster:
lost $24.3k or 25%.

defunct MOA did as bad :-15.5k or 19%
This disastrous performance triggered the search for issues...and in a way helped to move all systems back toward the right direction;


so overall:
systems lost $60k or roughly 15.8% of systems money;
This is something I can survive with but would prefer avoiding obviously
the blow was soften by some other market exposure +$15k but hammered by silver fall and currency plays which removed that gain
So yes, ATO will not be happy this year.and I have a 60k handicap for the second half

Thanks for posting your live results. Tough period for sure. If you're a chart guy then ASX looks to be setting up for a positive start in '22 so I hope your systems deliver some positive outcomes for you.

 

[qldfrog]

Thanks for posting your live results. Tough period for sure. If you're a chart guy then ASX looks to be setting up for a positive start in '22 so I hope your systems deliver some positive outcomes for you.

Thanks MA
Hope so, my darker pessimistic side is all gloom, so i edged with put on asx200 but my systems it is true are full on.
They are much more impartial.
Will be interesting to see their behaviours in the first few months, i will be over my data issue and will have a proper feedback loop vs the xnt.
Only issue is we are getting the backpacks ready and once i fly out, i have to liquidate daily systems and so increase my DD risk on sudden crash
Now probably low chance of a long test period with daily systems but would be worth it if i can escape my 3y home..sorry state detention ?

I can not imagine 2022 to be a cruise...

 

[qldfrog]

a short but busy week: XNT up 0.1% since NY
Systems took an extreme hit midweek and the gold silver hit this week was bad news overall
daily:

volatility ASX: fully invested -$2.1k or -4.26% but there was an xd and $2.1k of dividend falling in a fortnight so flat taking this into account
volatility US: 85% invested-$0.6k or -3.72% outch
DL Guppy only 20% invested:, -$0.2k or -0.6%
the new DLQFBO now 90% invested -0.5k or -1.6%

The weekly:
Mt Skate platinum:+$150 or +0.3%
QFBO 90% invested+$0.3k or +0.5%
QFSector75% invested gain of $1.3k or 2%

For the week and including surprise dividend +$0.5k or +0.15% just above xnt but not that great.just decent
systems are currently 20% cash

 

[qldfrog]

was wrong in previous post Platinum all good i misread the results
Have all a great week end

 

[MovingAverage]

a short but busy week: XNT up 0.1% since NY
Systems took an extreme hit midweek and the gold silver hit this week was bad news overall
daily:

volatility ASX: fully invested -$2.1k or -4.26% but there was an xd and $2.1k of dividend falling in a fortnight so flat taking this into account
volatility US: 85% invested-$0.6k or -3.72% outch
DL Guppy only 20% invested:, -$0.2k or -0.6%
the new DLQFBO now 90% invested -0.5k or -1.6%

The weekly:
Mt Skate platinum:+$150 or +0.3%
QFBO 90% invested+$0.3k or +0.5%
QFSector75% invested gain of $1.3k or 2%

For the week and including surprise dividend +$0.5k or +0.15% just above xnt but not that great.just decent
systems are currently 20% cash

At least there's some good news in there...your weekly is turning in the right direction.

 

[qldfrog]

Another yoyo week made of yoyo days:
Even managed to get +2% today but is it good or is it bad, a contrarian system???
But a good week..bring them in
XNT down 0.8% since monday

daily:
volatility ASX went full cash:-$37 or flat
volatility US: full cash-$0.2k or -1.6%
DL Guppy 60% invested:, +$2.41 (not k) a bit short for a coffee, but might get a freddo flat
DLQFBO now 21% invested +$0.7k or +1.4%

The weekly:
Mt Skate Flying bat:+$0.9k or +1.78% 30% invested (we started the strategy late)
Mt Skate platinum:+$1.4k or +2.7% , fully invested
QFBO 92% invested-0.3k or -0.65% a bit disappointing
QFSector75% invested gain of $0.4k or 0.6%

For the week, we can thank Mr Skate systems.
without his systems, i would be just +$0.6k gain (or just +0.3%);
but not too bad when being mostly cash
systems are up +$2.9k or +0.9% so reasonably happy
and are overall 43% cash
This week the frog was up 5k which is great as we are doing a full broker move and due to transfer fee are just sell and buy with reallocation so incurring a lot of currency and brokerage fees
Wishing all a great week end

 

[frugal.rock]

Even managed to get +2% today

Good to hear some pickup for you Mr Frog.
I thought I had the same +2%, but got scalped 1% at close. Grrr.

Anyway, it seems fashionable to name strategies these days.
I think I've settled on,
"The Retired Crazy Horse", owing to it being not as nimble and crazy as a working crazy horse... ?.
6.5% of this was yesterday, so I can see why P2 is 100% invested on his strats. I'm about 84% invested.
1 month.



If you have your data and issues sorted, we will see results over the coming weeks. ?

 

[qldfrog]

Good to hear some pickup for you Mr Frog.
I thought I had the same +2%, but got scalped 1% at close. Grrr.

Anyway, it seems fashionable to name strategies these days.
I think I've settled on,
"The Retired Crazy Horse", owing to it being not as nimble and crazy as a working crazy horse... ?.
6.5% of this was yesterday, so I can see why P2 is 100% invested on his strats. I'm about 84% invested.
1 month.

View attachment 135810

If you have your data and issues sorted, we will see results over the coming weeks. ?

hum Mr FR, I am afraid sorting my data was maybe not enough this week:


During the week, the XNT fell nearly 3 % (2.95% exactly), that is bleeding level.
Yesterday was my best trading day ever and I gained back the losses to the November level but today..

daily:
most daily went fully cash and i decided not to reinvest anymore as i need to be ready for a trip O/S where daily trading will not be an option.

volatility ASX went full cash and received dividends, now paused +$0.8k or +1.8%
volatility US: full cash, now paused and flat
DL Guppy went full cash , now paused -$1.1k or -2.77%
DLQFBO now 22% invested +$0.5k or +0.9%

The weekly:
Mt Skate Flying Bat:88% invested -$63 or -0.12% (we started the strategy late so the difference with Mr Skate and so the importance of starting date)
Mt Skate platinum: over invested at 103% loss of $-1.7k or -3.58%
QFBO 88% invested -$1.9k or -3.99%
QFSector 89% invested gain of $+1.7k or+2.47%

For the week, a very happy Frog considering the market:
systems lost only -$2.1k or -0.66%

 

[qldfrog]

For anyone wondering, I will reallocate some of the daily assets (aka money) into a new weekly trend system I have been reviewing lately;
a review of my failed Mother Of All initiative adding a few of the Dump it discussed indicators and learnings since
It is XAO based, relatively conservative and has good backtest not only on the recent time (critical for me) but also in much longer period (since 2006 : @MovingAverage will appreciate)
more importantly, it is a low DD and VERY smooth curve ; not a killer performance wise but hopefully will pay its keep
below graph not compounded (same parcel numbers and size):


both volatility daily systems will remain paused as well as DL Guppy ; this frees $100k and I will allocate 50k to the new WkMOA and keep the rest for crash opportunities and to buy load of breads
It is a shame I can not let the 2 volatility daily systems run as they have been done for these times but i can not ensure I will have internet access daily and so could risk VERY big loss in a chaotic market .
I will carry existing DLBO as long as possible and liquidate before flying out
let's have a great week end and digest NYSE tonight action