qldfrog weekly Skate inspired system

[qldfrog]

all right, the fall is coming..in spring...
late by a month to make the frog filthy rich..ahh well..
a down week for the market XNT down 2.42% and more to come if we look at last night US market


Obelix:+$167or +0.5%; fully cash
MOA -$925 or -1.74% ; 8% invested
QFSec -$835 or -0.96% 24% invested
overall lost of $1.6k or -0.7% this week for the system..not too bad
This was easily compensated by the permabear discretionary frog who added 10k this week;
um, so now, when do I get back in...
The systems will remove any dilemma..but the discretionary not so easy...

 

[qldfrog]

a down week for the market XNT down 1.5% but less than I hoped..
Obelix: no change; fully cash
MOA -$490 or -0.94% ; sold last packet and now fully cash
QFSec -$1k or -1.2% 5% invested (1 stock only)
overall lost of $1.5k or -0.7% this week for the system..not too bad
This was compensated by the permabear discretionary frog who ended ahead by a disappointing 1.3k this week, at least it is a win.

 

[qldfrog]

the relativity of even hard $ values: another down night in the US and the frog ends up
$7.3k on the week :
fish and chips here we come, still negative for FY ..:-( but not by much

 

[qldfrog]

what a great week for the Frog;
rain and mild weather saw the ponds full of croaking of the most animal purpose;
Joke aside, Frog is now up for the financial year and became positive again erasing its earlier DD
XNT up an amazing 4.5% or so

Obelix: no change; still fully cash
MOA no change; still fully cash
QFSec lost $134 or .15% based on AGY performance which is the only parcel owned
The volatility was too good to be missed and I started both daily volatility system with reduced and controlled amount

Volatility US daily system made $3.2k or 20%
and volatility ASX made $2.7k or 5.1%: was only partly invested as I remain cautious so the lower % gain; (gain was >10% of played money)
Overall +5.8k this week for the systems or 2% gain for a portfolio still 88% cash ..not too bad
And the same similar play with bear bull and currencies did a killing for the discretionary with a major weekly gain
erasing all past DD and back in decent positive territory
We are celebrating for the time being

 

[qldfrog]

Not a great week, amazingly the XNT went flat;
systems are now all fully cash but for the daily volatility ASX which is 36% invested.
I prefer it that way following the crazy session last night

daily systems:
volatility US: -770$ or -3.9%;
volatility ASX
weekly systems:
MOA flat,
QFSec -$10 flat
Obelix: flat
systems lost $800 or 0.2%
The discretionary went backward due to mostly currency variations, PM fall today and a few panic moves and exits triggered by a platform bug/issues/"features"
I can forget weeks like that....

 

[Trendnomics]

Not a great week, amazingly the XNT went flat;
systems are now all fully cash but for the daily volatility ASX which is 36% invested.
I prefer it that way following the crazy session last night

daily systems:
volatility US: -770$ or -3.9%;
volatility ASX
weekly systems:
MOA flat,
QFSec -$10 flat
Obelix: flat
systems lost $800 or 0.2%
The discretionary went backward due to mostly currency variations, PM fall today and a few panic moves and exits triggered by a platform bug/issues/"features"
I can forget weeks like that....

I can see alot of effort being put into trading a lot of different strategies, but not much reward.

Maybe time to consolidate and re-assess? Or blame it on the market changing?

 

[Skate]

Maybe time to consolidate and re-assess? Or blame it on the market changing?

Paul Tudor Jones
"Trading is very competitive and you have to be able to handle getting your butt kicked."



Skate.

 

[Trendnomics]

Paul Tudor Jones
"Trading is very competitive and you have to be able to handle getting your butt kicked."

View attachment 148298

Skate.

Maybe throw in some Jim Cramer quotes as well? We all know CNBC is a very reliable market reporter...

 

[qldfrog]

The XNT went down 1.21%
systems are still mostly cash but QFSec: the most dynamic which restarted buys on Monday
and the daily volatility ASX had nice wins this week but lost gains today:
.


daily systems:
volatility US: unchanged and unplayed
volatility ASX: flat +$63 or +0.12%
weekly systems:
MOA flat,fully cash
QFSec +$70 ,27% invested
Obelix: flat, fully cash
systems won $130 so basically flat but happy with that in such a week
The discretionary went backward again, a slow grind due to mostly currency variations (USD/AUD/CHF) and PM/energy fall (mid week)
I am basically back to my July 1rst (Start FY) position overall

 

[ducati916]

I can see alot of effort being put into trading a lot of different strategies, but not much reward.

Maybe time to consolidate and re-assess? Or blame it on the market changing?

I'm not sure if you are legitimately trying to be helpful. Your ending comment however is most definitely not helpful.

There are a few who post their results, warts and all, transparently. They should be encouraged as much can be learned by others. It is probably best that if you have nothing particularly constructive to say, you say nothing at all.

jog on
duc

 

[ducati916]

Maybe throw in some Jim Cramer quotes as well? We all know CNBC is a very reliable market reporter...

Another throwaway comment. PTJ is hardly a Jim Cramer. CNBC are simply quoting PTJ. So unless you have evidence that they have negligently or purposefully misquoting him you comment is without merit.

With regard to your previous post to Mr Frog, re. market changing, I note that on the 'Dump it" thread, you have issues with those that state the market has changed, short term testing posture.

I have commented on your post. You may not be aware.

The 'Dump" thread is exactly the thread to discuss/argue the merits/demerits of these types of statements/assertions. Hope to see you over there.

jog on
duc

 

[qldfrog]

Another throwaway comment. PTJ is hardly a Jim Cramer. CNBC are simply quoting PTJ. So unless you have evidence that they have negligently or purposefully misquoting him you comment is without merit.

With regard to your previous post to Mr Frog, re. market changing, I note that on the 'Dump it" thread, you have issues with those that state the market has changed, short term testing posture.

I have commented on your post. You may not be aware.

The 'Dump" thread is exactly the thread to discuss/argue the merits/demerits of these types of statements/assertions. Hope to see you over there.

jog on
duc

I am a fast user of the ignore function.
Maybe a display of youth foolishness and inexperience, or just plain A.H, but quite a few technically gifted people here display an arrogance which i see no point to bear.
IQ vs EQ..or just dxxks?
2 just (re)joined my ignore list this week after i tried to soften my approach on ignore a couple of weeks ago.. different threads)
Good on these persons if they are successful, this year, on a $ figure on a portfolio value and believe their life is more valued that way.i somehow do not see it that way.
I do not plan early "retirement ", I have and am living it so no envy or jealousy .

This thread is posted for multiple purposes:
1)A selfish one to keep a journal..
While i obviously keep a record of my tracks, the mood,the relative performance and underperformance etc is reflected here

2)To share with people following their own trading/investment adventure:
No easy path, a long learning curve, some unexpected issues be they technical or market related..
so if i hit hard time, this might help them to persist."a bunch of loosers crying together" will probably echo the alpha males (usually)
3) And for more experienced system or other traders, give a comparison reference.
It is a lonely world out there, and if your results differ widely from others, yes it might be time to do a full check and retrospective analysis.
This is what allowed me to find the root (data obsolescence) of the slow degradation and fault of my systems till january 22 and the full reset needed then.
So as long as some people can be helped along the way, i will soldier on.
If Joe tells me otherwise,or noone cares anymore, then i will close the thread but i do not believe we are there yet.

 

[qldfrog]

I also want to restate i never ever sugarcoat my reports here, any absence or error is genuinely an error or forgotten data.
I do not gloat on items i am successful just by luck like doubling of price in a year for PPOR and IP...all making systems losses or gain trivial
And i only "play" with systems amounts i could survive wo, and am never geared.
Let's see what happens next week with the systems?

 

[dyna]

There are a few who post their results, warts and all, transparently

Even though I can't contribute much , on here or on the other excellent thread " Dump it here" it's been an incredibly helpful educational tool on a personal level.

Old mate Nick Radge , too , has been fearless in his honesty. More power to him for that.
That six figure number with a minus sign in front of it, just turns my stomach over.
Thoroughly convinced now, I'll never make a systems trader. Will just have to stick to discretionary.....the "hit and miss " variety.
Cheers. And thanks everyone.

 

[qldfrog]

a quick late status :I lost NBN after a direct lighting strike on a power post on my property so sucking data from 4G plan
->did not really go as i hoped for my reinvestment with major miners hit this week;
Overall the USD AUD played havoc with my int' portfolio so when currency goes up or down 1.5% overnight, the actual shares action becomes somewhat a side show

The XNT went up 1.65%??
Really, will have to check for details
systems are still mostly cash but QFSec is partly in
and the daily volatility ASX/NYSE was more or less flay


daily systems:
volatility US: +0.2k or +1.1%, back cash (I do not like to have open positions on the week end)
volatility ASX: flat -$10 or -0.02%
weekly systems:
MOA flat,fully cash
QFSec flat -$4 ,41% invested
Obelix: flat, fully cash
systems won $200 so basically flat but happy with that even if it sounds strange
The discretionary went backward by a few K.
a non event week far from the recovery I had hoped.
I am basically back to my July 1rst (Start FY) position overall

 

[qldfrog]

a good week for the market XNT up 1.57% and for the frog even if it might not have felt like this


Obelix: 48% invested, +$0.6k or 1.94%
MOA unchanged, not invested
QFSec 20% invested, gain of $1.13k or 1.33%
daily:
volatility ASX:
no play
volatility US:
a small bet on1 day and $160 gain or .84 % but back to cash, very hard to catch anything consistent

overall gain of $1.9k or +0.63% this week for a set of system still 71% cash
and a weekly gain of just under 5 figures for the discretionary so happy frog

 

[qldfrog]

Got "the psychology of money" by Morgan Housel at the local library..very interesting reading.
i highly recommend to you, or your children
Another week starting tomorrow after a good session on friday in the US for the Frog.
more weeks like this please...

 

[qldfrog]

All was well till last night US crazy move;
while everyone is popping champagne, I lost nearly $5k on the day, some serious dollars thru the volatility ASX and US systems..that can happen but more surprising, my parcels in other trending systems did bad today
The more conservative and bland discretionary choices smoothing the fall a bit.
For the week
XNT up 4%...yeap

daily:
volatility US: -$0.9k or -4.5%, 24% invested
volatility asx:-$0.8k or -1.45% 9% invested
Weekly
MOA unchanged , not invested
QFsec 20% invested -$0.7k or -0.87%
Obelix 84% invested -0.2k or -0.7%
So the systems lost $2.6k or 0.9% on the week and are 64% cash.
It is surprising as most packets 11 out of 16 are in the green, but I was better off last friday with these.
Maybe a market stock rotation?
overall on the week managed to gain a bit over $5k if including discretionary stocks and currencies
but I was at a 5 figure gain yesterday !!!!

 

[Newt]

Crazy times, crazy volatility Mr Frog. Glad you are in the profit at the end of the week however.

 

[qldfrog]

A disappointing week for the frog, especially the systems
XNT was flat +0.15%
but I put serious losses on days where the market was slightly up
The systems

daily
volatility US:+$10$ yeap 2 coffees equivalent..that my winner.... back in cash
volatility ASX:-$12.5 coffees are gone ..92% cash

Weekly:

MOA: 87% invested -$1.4k or -2.73% outch

QFSec: 58% invested -$2.1k or -2.43% outch AGAIN!!!!

Obelix: 95% invested -$0.3k or -0.9% I can take that
overall -$3.8k or -1.3% that I consider a serious under performance notto say failure.

To add to the pain, the discretionary, PM and currencies play did not do better and I end up with a 5 figure loss this week overall
I am now back in the red for the FY..how disappointing after catching up more than $40k of DD in 3 months and a bit with limited exposure
I will check these performance with peers but that might signal the end of QFSec which has been underperforming for a while in this market
Losses were actually quite concentrated: -
2 parcels of AMA lost 1.4k
2 parcels of PLL lost 1.2k and one parcel of CCT lost 700$ today
Sadly I do not apply risk mgt to system positions as this would distord each system performance but it has a cost/risk..
Maybe i should..
When I started system tradings, I was limiting myself 2 parcels max for a code..I stopped that check..interested in your view there
Having multiple and hopefully distinct and different system is part of my overall risk management /mitigation but if the systems are too similar or restricted to the same real, this is an obvious issue