qldfrog weekly Skate inspired system

[qldfrog]

Took the opportunity of a need for a break from farming tasks and the end of a beautiful day to have a retrospective look at my current systems:

No Flying bat in sign ;-)
4 weekly systems PBB,MOA, BO and QFSec.
I first compared my BT performances during the first 2 quarters of 2022 vs my Real trade results.
globally similar except for QFSec ..but the current version 13 has not been running for that long and is much improved
Then I followed with interest Mr @Skate Dump it thread and his comparison of a vanilla vs improved version of Nick Rage Weekly WTT system.
Here we have some pretty decent systems results to compare against;
None of the periods: 2018 calendar year or first half only of 2020 has been used previously in my optimising/fine tuning of my systems, so I can get an objective benchmark
I started with the 2020 first calendar half:

QFSec and BO doing very well MOA good but PBB losing money
and looking at the charts:

So very happy with MOA and QFsec, BO a bit scary and ugly for PBB

 

[qldfrog]

Looking now at calendar 2018 with the same systems:

Surprisingly MOA did a 0.3% loss on that period, PBB managed a small win but with a 27% DD...QFSec making decent run.
Graphically:

I do not like PBB at all..
PBB is the junior in the lot and I suspect it requires more work but I am ok with the other systems
In conclusion, I will pause PBB and start enhancement..I let too much win go so must review my exits for that PBB system

 

[qldfrog]

xnt rose 2.11%


My systems:
PBB :was exited today following preceding analysis.not matured enough yet:-$1.4k or -3.55%

MOA only 5% invested
-$130 or -0.25%

weekly BO 5% invested: -$0.9k or -2.7% got hit by the now exited TEM position (1 out of 2...)

QFsec: not invested unchanged
volatility ASX: +$2.64k or +5.9%


overall: +$200 not good enough
overall less than 1% invested for the systems tonight -> fully cash
Sadly the rest of the portfolio lost 15k on the week mostly due to PM variations so not a good week.

 

[qldfrog]

Apologies for weekly report delay, had to drive to the capital city .should be back at the estate ? tonight.
Have all a great weekend

 

[qldfrog]

Back home:
XNT this week -1.1%
PBB was under transition and 2 versions 1 and 2 created, -> had to get out of positions taken earlier on Monday and ended up -$1k or -2.57%
This is a pure waste of money ..I should know better that putting orders at 2Am after revisiting a system after dinner...
MOA went in, now 86% invested and lost $1.5k or -2.75%
BO 43% invested and lost $0.6k or -2%
Volatility ASX fully cash as is QfSec so unchanged.
Overall a bad week with $3.1k in smoke or -1.17%
currently 78% cash for systems
Overall losses doubled with the currency and options affected total portfolio jumping up and down by $5k daily...,,,

 

[qldfrog]

the asx went up big... XNT+2.8%
But my systems are mostly cash:
PBB unchanged, not invested
QFsec unchanged, not invested
MOA +1.2k or +2.2% now 90% invested
BO -$124 or -0.4% 85% cash
and volatility ASX +$4.8k or +10.1% but mostly due as a catch up on pending dividends now received
overall
my systems were up $6k, and remain today at 80% cash ..happy there
but no smile overall as $18k went in smoke with gold,PM and currency/option plays going against me
Such is life

 

[qldfrog]

the asx went up big again ... XNT+2.26%
And my systems while still mostly cash got a bit of the action
PBB unchanged, not invested
QFsec +$1.9k or +2.03%, 41% invested
MOA +$1.6k or +2.9% now 37% invested after selling today some parcels to synchronise with version V9 worked during the week
BO +$220 or a measly 0.7% 37% invested
and volatility ASX unchanged as not traded
my systems were up $3.7k or +1.35% , and remain today at 75% cash ..happy there
and overall added more than $11k with gold,PM going for me this week

 

[qldfrog]

My covid week: full of fever inspired great ideas to change systems but so far holding and resisting these stupids raving mad thoughts.
Would NOT be a great idea...

the asx went up again ... XNT +1.01%
And my systems reengaged and were pretty lame :-(

PBB invested in 1 parcel only (91% cash) and lost -$0.5k or -1.34%
QFsec 71% invested but a loss of -$1.2k or -1.2%
MOA now fully invested +$1k or +1.7%
BO 57% invested but a sea of red and no gain.....
lost a huge $1.6k or -5.4%
volatility ASX unchanged as not traded
my systems were down $2.3k or -0.84% , and remain today at 50% cash
and overall portfolio flat at same level than last week
Lost some currency gains but added discretionary shares gains
Nothing to be proud of. Can do better

 

[qldfrog]

Covid over, I am back;

the asx roughly flat after a bit of yoyo, but all is good, inflation is over and we can all dance and drink freely
;-)
... XNT +0.3%
And my systems so so

PBB back cash and lost -$0.1k or -0.34%
QFsec still ramping up 82% invested but a loss of -$1.1k or -1.1%
MOA now fully invested +$1.8k or +3.14%
BO still ramping up 68% invested but lost $0.2k or -0.7%
volatility ASX +0.5 or 0.9%
my systems were up $0.9k or 0.33% so like XNT , and remain today at 33% cash
and overall portfolio slightly higher.
I do not like or understand QFSec performance as it is below expectation.
BO carry on disappointing
PBB is probably too conservative as it should be faster moving in the current market
Interestingly,
XNT this week reached back its january 2022 level
But I intend to review these this week ..wo Covid crazy fever
have all a great week end

 

[qldfrog]

Ok, I believe I found out the key issue with BO..while we tend to focus on the code , back tests and optimisation, I took a step back and noticed the following:

WTF?? for whatever reason, these weird set of data were used, this was never intended.
I will stop BO immediatly and will have to rerun all dev on the intended XAO
just redirecting to the proper data , no code change for the last 2 versions of BO code from 1/01/2022 made a big difference:
above 2 as run till this week, below with right realm


I checked the MOA profitable system and it is indeed running on the right data
whereas the second lagger is also not running on the expected realm.... arrrrr

So i will pause these 2 and go back to basis and try to see if i can rebuild and optimise run these systems on the intended data.
So this afternoon is a win....

 

[qldfrog]

XNT +1.36% really?
And my systems hum...

PBB
ASX FPO realm has a flaw somewhere and BT are wrong
after review with XAO realm..no worthwhile edge
PBB stopped after a loss of $2.9k this FY
Flat this week

BO as above:
no edge once i use XAO realm and definitively an issue with ASX FPO so
BO stopped after a loss of $3.6k this FY
flat this week after exit-> loss of $80

QFsec
Has been checked and realm changed;
Sadly my 4DS exit on monday was stopped and 4ds alone lost a massive $2.8k;
Old shares liquidated just 15%, invested ;
now in xao realm and a week loss of 2.8k or 3%..so not bad considering 4DS impact


MOA now 61% invested lost -$1.4k or -2.4% not good, lost a lot of paper gain this week
volatility ASX not played;

Lastly with PBB and BO gone.

I launched Obelix a Gallic version of WTT, with some garlic butter sauce:
8% invested; 70$ gain or +0.2%
Time will tell, decent if not flashy on paper.

overall systems loss of $4.2k BAD

Not a great week, with a few stocks hits:
4DS but also PNV down more than $750 just today for the systems

the discretionary stocks caught some of the losses but down $2k tonight for the week
have all a great week end







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[qldfrog]

A bit late, a week enjoying the Fraser Coast and a return on Friday for not good results I am afraid
One parcel of PNV in QFSec, the last parcel there was kept and lost $995 just on Friday!!!
overall:
XNT flat at -0.2%
Obelix:-$270 or -0.8% 54% invested
MOA -$924 or -1.65% 21% invested
QFSec -$1.16k or -1.28%
overall lost 2.3k or -1% this week, with an extra 1k lost on discretionary and US market
Systems are 86% cash tonight and not sure I want that to change on Monday!!!

 

[qldfrog]

No drama for the frog this week but i expected making serious coin and it did not eventuate, i started buying a few entries on the discretionary, a bit too early it seems
overall:
XNT down -3.07% outch here go the dividends of the year..
i always like to put some perspectives

Obelix:+30 or +0.1% 77% invested
MOA -$239 or -0.43% gone full cash on Monday
QFSec -$1.18k or -1.3%
overall lost 1.38k or -0.6% this week not bad considering the market
Systems are 80% cash tonight
Sadly i lost a few k overall with discretionary gold and oil .
USD play and BBOZ play went very well

 

[qldfrog]

Fully flat this week but i am absolutely amazed at the asx today:
if anyone has checked the US market last night it had very serious trouble staying positive and the final+0.66% was really a last minute action which stinks manipulation IMHO and that's what i looked before the open here today.
FYI:

For someone in Australia to go full Bull after this and before the week end is very brave..we honour the braves in cemeteries usually ;-)

XNT up 1.38%
I have only 8% exposure to market on the systems so very small move, and overall i lost 400$ on the week for systems + discretionary+ options currencies..so as flat as can be

Obelix:-$56 or -0.17% 41% invested
MOA 0$, still full cash
QFSec +$214 or +0.24% 95% cash
Systems won $150, I got in a few long term investment entries: CDA,WDS , PLS and VML as well as RFF.
Fully protected with October options on ASX/US market
Honestly, I would really like a nice fall by close tonight to start the second down trend now..
Let's see how it goes

 

[qldfrog]

About last post:
The braves were rewarded and the US market went full steam ahead.
The world must have changed since last Monday

Looking at my US exposure, it was actually very good 11 green, 4 red..mostly a sea of green but for my october put options and long vix but will probably end up red once converted in AUD as the audusd surged nearly 1.4%...currency day traders had great opportunity last night
Systems are nearly fully cash but unsurprisingly some reengaging on monday
There is a positive as i might have started my discretionary long term right this time plus a 1.4% increase in AUD exchange remains hugely positive to most living in oz with our assets in AUD.
Ultimately, what i really like with systems is that i do not have these mind torturing questions:
I run AB and my electronic crystal ball tell me buy/sell,
Orders are in for Monday ...

 

[qldfrog]

Outside my usual posts

Please persevere past the first pure market bit and past the clickbait title, i really like is inflation is death of democracy and historical references.
And the statement that
greed does not rule the world but envy does!
Remember the greed is good backlash or my own native France or Latin America where envy is so big that people are ready to vote for economic annihilation as long as anyone richer than themselve get taxed to oblivion.
Found it very good..now let's the week start

 

[qldfrog]

a small loss overall this week which saw both biggest daily loss and biggest daily gain for a long while;
overall:
XNT down -2.07%


Obelix:-$0.8k or -2.4% 16% invested
MOA -$2.01k or -3.74% Very bad timing for reentry monday 70% invested
QFSec -$2.4k or -2.7% 57% invested
overall lost $5.3k or -2.37% this week
Not good
Systems are 60% cash tonight
I made up a few k overall with discretionary gold oil options and short etf.
So on the whole week, the frog lost $3k or less than 0.36%
Another week like that and I could start buying BHP etc

 

[qldfrog]

no surprised there but a lot of sell this morning and no sell;
Systems are NOT BTD, thanksfully, there was no real further fall at open so the sell was quite orderly and was basically just the comission cost since Friday close;
My 3 systems have a grand total of 6 positions and are 88% cash.....
FWIW...Let's see how this week goes

 

[qldfrog]

no surprised there but a lot of sell this morning and no sell;
Systems are NOT BTD, thanksfully, there was no real further fall at open so the sell was quite orderly and was basically just the comission cost since Friday close;
My 3 systems have a grand total of 6 positions and are 88% cash.....
FWIW...Let's see how this week goes

sorry I meant..and no buy

 

[Skate]

sorry I meant..and no buy

@qldfrog i believe we all knew what you meant.

Skate.