qldfrog weekly Skate inspired system

[MovingAverage]

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):
View attachment 136275

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

Yup appreciate Frog. But wow, that period from 2011 to 2016 would be a seriously real test of stamina and system faith. Not sure many would stick with the system that long.

 

[qldfrog]

True but actually only 2011 to 2012:
this is a conservative graph, no dividends, no compounding
the xnt during that period was not flashy:

and on that period 1/1/2011 to 1/1/13

But I agree it would be worthwhile to check why it was behaving so badly in the 2011 calendar year and find a way to lessen this without curve fitting;
it is 1y out of 18y so odds are pretty good..and the market was so different then ;-)

 

[qldfrog]

I refreshed my memory:2011 was the sovereign debt crisis: Greece France Italy and contagion with US rating fall in august causing a mini crash..and no BTD then
S&P 500 entered a short-lived bear market between 2 May 2011 (intraday high: 1,370.58) and 04 October 2011 (intraday low: 1,074.77), a decline of 21.58%.

 

[MovingAverage]

True but actually only 2011 to 2012:

I must be missing something...below is your equity curve. From the peak in 2011 through to 2016 it looks like it declined around 10%

 

[qldfrog]

yes but from 1/1/2012 it is ok: there is only a hard (calendar) year 2011, the rest is quite acceptable in term of stress
2012 flat, 2013 fall but nearly recover over the calendar year and then always positive along a year
This is the way i look at results, a peak is never a reset of my expectation
To each his own but I am working to smoothen these fall in a general non curve fitting way..will have to add random to confirm system

 

[MovingAverage]

yes but from 1/1/2012 it is ok: there is only a hard (calendar) year 2011, the rest is quite acceptable in term of stress
2012 flat, 2013 fall but nearly recover over the calendar year and then always positive along a year
This is the way i look at results, a peak is never a reset of my expectation
To each his own but I am working to smoothen these fall in a general non curve fitting way..will have to add random to confirm system

ok, but reality is portfolio value dropped 10% over the period 2011 to 2016. Sure, it had its ups and downs. 2011 to 2012 it declined 25%, 2012 to 2013 flat, 2013 to 2014 down, and sure 2014 to 2016 it was up but that two year period did not recover the prior period losses. Over that entire 5 year period the system lost around 10%

 

[qldfrog]

ok, but reality is portfolio value dropped 10% over the period 2011 to 2016. Sure, it had its ups and downs. 2011 to 2012 it declined 25%, 2012 to 2013 flat, 2013 to 2014 down, and sure 2014 to 2016 it was up but that two year period did not recover the prior period losses. Over that entire 5 year period the system lost around 10%

I do not deny this but look at it this way:
it also went up 10% from its low in 2013 to 2016;
same chart same data, we are both right
would you not never enter the market with let's say an index ETF because it took what? 14y to retrieve 2007 level after GFC?
from 2007 to 2020 to get even?
Whereas that basic system is back from 2011 peak in 5 years (neither take into account dividends)
I do not say it is perfect , nor optimum nor very good but its is a low risk low dd system in these turbulent time;
I can nearly bet that we will have a major crash well before the next 5y are gone, thru war, currency collapse a black swan so these long term view based on past experience are most probably worth zip ;
But thanks for the feed back; I tried to smooth the hipcups and
latest iteration is:

Have all a great week end

 

[qldfrog]

Fireworks and thunderstorms ahead, the captain recommends you buckle your seat belt.
New weekly MOA starts today..but..is not buying anything,
Dailies paused but one.
Just bring me a week like last?

 

[qldfrog]

well no week like last, overall, lost multiple digit on 5 figures in the last 2 days;
in term of % less scary: down 2.6% on the last 2 days:
as expected the dailies behaving quite well, went to cash quickly and limited losses drastically, sadly i was winding down daailies due to upcoming trip..
so convenience has a price:
losses were split more or less 50/50 between platinum and Flying bat vs QFSec;
obviously, all of these playing small cap mostly miners, the % loss on own parcels was pretty scary nearly 10% for some systems today.
Systems ended the day 60% cash, most of the exposure remaining is in QFSec (90% invested) and the Bat (100% invested);
should the bounce happen on Thursday, this is where gains will come from....or the losses .
Thanks fully not too panicky:
The purchase of asx200 Put covered some of these losses, the only mistake is that I expected a rebound this arvo so I dripped sold my put all the way to lunch time...

but had to buy again before close to keep my cover;
the good thing is that i was able to push expiry from March to April June
did similar on the NYSE
in case of a ongoing crash, these put should cover my shares but I have not hedged gold/silver part of the portfolio..
time will tell, no panic let's see what tonight will bring
if the XJO falls any further, I see 6000 as the next stop in the slide, but honestly, NYSE has the answer;
AUD vs USD

Funny currency play today which prevented my USD exposure from helping much; I do expect the USD to fall mid term but the AUDwas a bit quick to recover IMHO
All the above without any knowledge and just gut feel

 

[qldfrog]

all right, another funky week;
I lost 2.4k today just fromADO fall..and that ruined my systems figures for the day..no big win anymore;
This week=> XNT was down 4.8% outch,
another week like that and then i could think rebound but far too early imho;
daily systems went all cash but I decided to play a quick run of
the daily US volatility..when better than on a week like that:
+$0.5k or 2.96%
all other dailies are fully cashed with DLBO closing its positions this week with a loss of $ 1.1k or -2.25%

weekly systems:
Mr Skate platinum: 40% invested,-$2.9k or -6.38%
Mr Skate FlyingBat crashing in flames : 100% invested,-$5.6k or -12.4%
outch outch
Weekly MOA..remaining fully cash no change
QFBO 51% invested -$4.1k or -9.4%;
QFSec 84% invested -7.6k or -10.9%
so for the systems this week: -$20.8k or -6.66% which is worse than the XNT..not good

Options and currency plays covered any discretionary loss and PM losses (I am heavy gold and Silver)
and ended with a small gain, but my overall portfolio lost 2.5% last week and wiped out gall gains since December 10th.
Not good, but not preventing sleep ...yet..

 

[qldfrog]

Another kick in the guts overnight in the US.woke up quick check at the Frog NYSE market..flat..
But now -1.6%????
Hedge put options collapsed but exposed portfolio unmoved?
So NYSE is taking off..ooohh results..that explains..

"Meanwhile, Robinhood (HOOD) shares shook off overnight losses to trade higher after the trading platform missed on quarterly revenue, posted a larger-than-expected quarterly decline in users, and offered disappointing guidance"
Yeap
That is what these horrible results..you know facts... give you:

And we try to look at values and tech analysis????

 

[qldfrog]

It will have some bearing on monday..while most of the nyse was diwn or flat, the peak at close will ensure ASX will open sky high on monday BTD......
Would like to know who were these last hour buyers..but as we all know..do not fight the Feds and never think

 

[qldfrog]

another bad week but not due to the systems even if the systems as a whole underperformed the XNT ;
This week=> XNT was up 1.89%
as the tech were reporting bad results which mean the nasdaq was falling (biggest day fall for a long time)
so as a result the fed might not tighten... so the NASDAQ rises after hour...
yeap that is the current train of thoughts LOL
You could not invent this...

still too early for a rebound inho... time will tell unless this was the rebound?

daily systems went all cash but I decided to play a quick run of
the daily US volatility..went bad :
-$1.5k or -9.4%..last week gains went in smoke and UD vol lost 1 k since restart, I have to close it by next friday

all other dailies are fully cashed but i played with DLGuppy since Monday
will not buy any further package and will sell by friday if any packet left
DLGuppy gained just $280 or .73% after a bad day yesterday

weekly systems:
Mr Skate platinum: went fully cash -$350 or -0.77%
Mr Skate FlyingBat recovered gracefully 84% invested,+$1.8k or +3.9%


Weekly MOA..remaining fully cash no change
QFBO 10% invested only, -$400 or -1.01%;
QFSec 69% invested +1.01k or +1.6%

Overall: systems are 67% cash and gained $800 only or 0.25%

 

[qldfrog]

The bear in frog had to hang on hard until last night where he ended with some nice bloodied sunrise but had a good week and make some money on his discretionary
-> aka caught up on some of his big losses for the FY;
Can you imagine that the XNT actually ended up this week +1.37% at 78777
-> Less impressive is the fact that XNT (asx200 net return so inc dividends) is currently at its June 2021 level so no progress whatsoever in the last 8 months.and with inflation, it means your asx200 ETF is losing money..hum....
I am sure your FA is not telling you that...

For the systems:
a daily (Guppy) which had been reactivated on the 31(0st of January, 11 days ago was closed yesterday and gained $0.66k or 1.73% this week; Overall a $954 gain or 2.5% in last than a fortnight..was worthwhile considering the small amount at risk
a small play on US volatility harvested 500$ or 3.15%;Let's see if I can play it again next week before flying away
Skate platinum and my own MOA weekly systems were fully cash so no change
The Flying Bat lost -$550 or -1.18% In dire need of a mango tree to refill its strength
My weekly BO did well and gained +$1.3k or +2.99%
but QFSec did not like the past week: losing -$1.28k or -2.01%
QFSec is having a roller coaster ride and not impressed as a few gains get all wipe out by huge sudden falls

Overall: a bit above $600 gain or +0.2% flat, with a 60% cash position
Below the index again but happy with that for this week
Let's buckle the seat belt

 

[qldfrog]

Its coming:

After raising all the heat, it's coming:
Remove the OSCE (western observers who were checking the situation in the russian separatist area) then say that Russia will fake a pretext.LOL
Why on earth should the people protecting the Russian population be at risk from Putin?

Next stage Ukraine/NATO attack the Russian population with no western witness, triggering Russian response and this is discounted as fake news.
Honestly kindergarden strategy from Biden or its masters.
But these news headlines confirm it is no bluff from the US but a planned move to start a hot conflict.
Why relevant here? Because rare are black swan events advertised beforehand .
With my luck, i will be in transit and unable to trade when this starts

 

[qldfrog]

Guess what...in transit and...
Anyway, able to launch aws and run Amibroker in the clouds.with just phone, i can not well not easily uodate spreadsheets so i just keep manual records of buy sell.i expect having suffered big losses with the qfsec which was much invested.all dailies are stopped and MOA is still not trading due to market index buy lock .
Flying bat bleeding.
And my options based on xao so not fully balancing the system realms.
In a month time, we will know where we stand but lose details.
I also do not know with detail the updated value of parcels so that's a bit of a guess
So after Covid, Ukraine ?
Where should we send our cheques to Deep State?

 

[qldfrog]

Frog is back in the land of yesteryear...
Amazing to see that there are people actually living outside our good old safe Australia
15 planes that I could count waiting behind us when taking off in Houston;
And 1 seat occupied per 2 rows (20 seats) in the plane when taking off from Sydney to LA,
Better when back with 1 seat occupied for 3 or 4 empty ones when flying back from the states
Short Qantas, Blame Putin LOL

A bit jetlagged and spent most of the day updating the records of the tradings performed since mid of february.
I could not easily provide the results per week for the last month and a half, so will will just get the overall results since

No surprised there:
good performance for the systems not trading during down period,
not so flash for the trading always on: but great results for the last couple of week for these, just not enough to compensate terrible losses:
From 11/02 to 25/03 (6 weeks)
=> XNT was up 4.06%
This is Australia, what can i say: no food no oil but the share market rises.....

US volatility trade system played while I could,
gained $1.1k or 7.1%

weekly systems:
Mr Skate platinum: +$2.4k or 5.04% or -0.77%
Mr Skate FlyingBat lost $1.08k or -2.37%


Weekly MOA..engaged and gained $1.3k or 2.47%
QFBO was disappointingas it seemed ok , but overall lost -$3k or -7.4%;
QFSec was bad: lost $6.2k or -10%

Overall: systems are 28% cash and lost $5.5k or 2.1%

These figures to be treated with caution as this was a pretty tedious
work to reenter the actions of the past 6 weeks or so, but had to be done for the ATO anyway

if these are correct figures, well the XNT did much better
I also got nice quick trading gains on OOO, Uranium play and gold outside systems which balanced this loss so hum...
I do not like the QFSec ongoing losses but will try to check if I am missing something there or if I should stop this system.
I already cut the money invested per packet by 2 during the trip for QFSec
Hopefully will be ready by next week to have a proper analysis of these past trades
I traded today as i was while travelling.
Have all a great week;
keep your pantry full, and your jerrycan ready and full

 

[frugal.rock]

Perhaps a change of letter is in order for the Flying Bat strategy?
(remove the L and replace with R).

In reality, to stop a bat landing in your fruit trees and devouring your plums and dropping shite everywhere, one needs to stand under the tree and solidly clap your hands everytime one of the buggers tries to land... clapping the hands could be likened to a sell ??

 

[qldfrog]

Perhaps a change of letter is in order for the Flying Bat strategy?
(remove the L and replace with R).

In reality, to stop a bat landing in your fruit trees and devouring your plums and dropping shite everywhere, one needs to stand under the tree and solidly clap your hands everytime one of the buggers tries to land... clapping the hands could be likened to a sell ??

the real laggard is QFSec..(Sector)
One of the issue there is that we do not have much segmentation available thru the platform:
so mining can get NCM, AGY, or a copper miner or even RIO BHP probably coal as well;
and at the present we see wild switch so my system chases the last winner and is always behind;
it has no disengaging system,
so reentered quickly but during the fall kept chasing the few last jumps,
usually PR release quickly fading in a falling market.atrocious losses during the mining crash we had and was fully in....

 

[qldfrog]

First week since back:
well kind of ,as between jetlag and flood repairs, did not do much portfolio work;
Today was stunning as getting nearly half of the week gains
XNT was up 1.2% during the week
While i understand that Australia is a commodity market:
inflation, destruction of USD and so US power and move to China as Superpower neighbour does not really justify our continuous over performance vs the US market in my view, but what should I know, BLM, CC and Omicron are the real existential issues just behind negative gearing ;-)

Let this not destroy our happy mood

The weekly systems:
Mr Skate platinum: +$2.5k or 4.9% => back in profit and nearly even with XNT
Mr Skate FlyingBat gained $0.9k or +2% but still 7% DD here..not sure why the difference Vs Mr Skate


Weekly MOA..gained $2.4k or 4.54%, overtaking XNT, and in good positive territory
QFBO gained $4.1k or 9.1%;Still a loser overall and vs XNT, but nothing worrying
QFSec gained $2.3k or+4.2%
Have to find time to work on this one: my higher capital start and by far my worst system.
behaviour since january not to scratch

Overall: systems are 27% cash and gained $12.2k or 4.8%
Let's as a trend systems party