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qldfrog weekly Skate inspired system

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If it's any consolation Mr Frog, heading into open today, it hadn't been a good week for myself either.
But how things can "turn on a dime".

The main stock that moved this portfolio was held in another also. Long live discretionary.
AEV (Avenira) saved my bacon this week.

Screenshot_20221118-232405-636.png
 
end of a not that great week where last 2 sessions made losses especially on my AUD expressed US portfolio..(currency plays are a bit moral busting..
the systems not that great:
QFsec was closed this week and a VWMA as inspired by Mr Skate posts started..but is not engaged yet
QfSec closure gained $0.6k or 0.79% but QFsec had a 11% loss for this FY so not good..and the reason it gets canned
daily
volatility ASX was brought back to cash and lost $186 or 0.3%
volatility US remaining 100% cash.

Obelix: gained only $0.3k or 0.8% so underperformed and is 95% invested
MOA: lost 0.4k or 0.8% and is 87% invested
overall:
a gain of roughly 300$ for the systems , gain which got vaporised by currency variation with a weekly loss of roughly $4.5k in AUD
overall portfolio back negative for the FY so not good as the xnt went from 73k to 83k during that time.
hopefully this new VWMA system will turn the tide
 
end of a great week but with major up and down
Dailies
a conditional order used to trigger aUS volatility purchased was made wrongly and I ended up buying the exact opposite of what i wanted/should have;
By the time i saw the error in the evening when receiving the portfolio summary, i had to sell at a major loss and buy on the following day at much higher price $1.2k in smoke arrrrrggg That is never shown in backtests...

At the end of the week:
volatility ASX full cash no change
volatility US remaining 70% invested, -$1k or -5.6%.


VWMA started on Monday and had lost nearly $4k by the end of the session arrrrrrggg
Luckily, the system caught up along the week but ended up still negative

VWMA: lost $0.7k or 0.7% and is 96% invested
Obelix: gained only $0.1k or 0.4% so under performed and is fully invested
MOA: gained $2.7k or 5.1% and is 88% invested
overall:
a gain of $1.1k for the systems or .36% with systems 22% cash
overall portfolio is green again but not by much after an 8K jump this week with currency and O/S market plays
 
This week is not great and and most of my systems retreated to cash
the market (XNT) was down 1.2% on the week
daily:
only US volatility had a bit of play and earned $900 or 5% with 78% cash tonight
volatility asx remaining cash....
weekly :
MOA lost $140 or -0.26%
VWMA sold all and ended down $900 or -0.9% (Monday open sell plus brokerage costs) 100% cash
Obelix down around $400 or -1.26% and now fully cash as well
overall -$540 for the systems or -0.21% of investment while the discretionary part of the portfolio lost an extra $2k on PM/currencies and various exits
Have all a great week end
 
The market (XNT) was down 0.9% on the week
daily:
only US and ASX volatility had a bit of play and earned respectively
190$ or 1.02% and $90 or 0.2%

weekly :
MOA sold all and went cash last Monday losing $570 or -1.09%
VWMA remaining 100% cash
Obelix remaining fully cash as well
All weekly systems are 100% cash..FWIW
overall -$290 for the systems or -0.04% of investment while the discretionary part of the portfolio gained $2 k on PM/currencies and various plays so not a bad week for the Frog
Have all a great week end
 
so no Christmas rally here but not too bad a fall:
xnt down only 0.57% for the week;
daily volatility US: no play unchanged
daily volatility ASX: 20% invested -$90 or -0.17%
my weekly systems all in cash:
MOA unchanged
VWMA unchanged
Obelix unchanged
But Frog had a green Christmas with a portfolio up nearly 5k overall on the week.
All good
Have a great Christmas break, let's make more coin on the coming short week and start another volatile year in 2023
 
Last week of the calendar year and Santa is still missing......
The XNT lost 0.87% again;
Systems were mostly unchanged as all in cash except for a weak effort of volatility asx ending 20% invested and losing a bit below 93AUD or -0.17% so systems unchanged
The discretionary did not go very well either as it lost $3.1k on the week mostly on currency PM and a few small plays.Tonight session in the US will finalised the half year return;
Enjoy a great NY party, we might need to strap on again this coming year
 
So the half FY summary for the portfolio:
XNT went from 73450 on the 1/07/2022 to close today at 80182 so a great return of 9.2%
For my systems:
we got these:
daily asx volatility +4k or +7.7% for the half year, below XNT but with far less exposure
daily US volatility +0.8k or +4.7% for the half year, below XNT but with far less exposure and much better than the US market
Weekly:
MOA:a loss of 1.6k or -2.8% bad..well below XNT
1672380887364.png
VWMA started on the 11/11 and was just active 2 weeks where it lost 1.6k or 1.6%
1672380975437.png
Obelix had more of a wild ride: lost 710$ or 2.2% loss as it kept being quite conservative:
1672381118109.png
We closed during the FY the QFSec which did lose $10.6k or 11%,BO weekly stopped after 3.6k or 10% loss and wrong data detected
lastly Pete BB was stopped after only engaging 2 weeks in this FY and losing $1.5k or
So these are pretty bad results:
losing on the half year $14.8k
This was compensated by a 22k+ gain on the discretionary to end up positive but not by much
Let's see how the second half goes
 
qldfrog said:
So the half FY summary for the portfolio:
XNT went from 73450 on the 1/07/2022 to close today at 80182 so a great return of 9.2%
For my systems:
we got these:
daily asx volatility +4k or +7.7% for the half year, below XNT but with far less exposure
daily US volatility +0.8k or +4.7% for the half year, below XNT but with far less exposure and much better than the US market
Weekly:
MOA:a loss of 1.6k or -2.8% bad..well below XNT
View attachment 151059
VWMA started on the 11/11 and was just active 2 weeks where it lost 1.6k or 1.6%
View attachment 151060
Obelix had more of a wild ride: lost 710$ or 2.2% loss as it kept being quite conservative:
View attachment 151061
We closed during the FY the QFSec which did lose $10.6k or 11%,BO weekly stopped after 3.6k or 10% loss and wrong data detected
lastly Pete BB was stopped after only engaging 2 weeks in this FY and losing $1.5k or
So these are pretty bad results:
losing on the half year $14.8k
This was compensated by a 22k+ gain on the discretionary to end up positive but not by much
Let's see how the second half goes
Click to expand...
These figures are to take with a bit of caution as i am not sure i recorded all dividends/distributions for either systems or discretionary.
So real results could be slightly better , but we are roughly flat + in term of % assets , whereas the xnt went quite well.
The xnt matched inflation.
My portfolio did not.
 
qldfrog said:
These figures are to take with a bit of caution as i am not sure i recorded all dividends/distributions for either systems or discretionary.
So real results could be slightly better , but we are roughly flat + in term of % assets , whereas the xnt went quite well.
The xnt matched inflation.
My portfolio did not.
Click to expand...
Good evening qldfrog
get a rum into ya... Alcohol fixes everything ha ha ha ha ha

Happy New Year

Kind regards
rcw1
 
xnt up +1.1% for the week;
Most systems remained in cash but for the weekly MOA which restarted last Monday:

daily volatility US: no play unchanged
daily volatility ASX: 20% invested +$10 or +0.02% :)
MOA 89% invested ,+$1.8k or 3.35%

my other weekly systems all in cash:
VWMA unchanged
Obelix unchanged
So a $1.8k profit for the systems this week or just 0.7% of system money which remains 77% cash
All good and an extra 4k from discretionary: ARU and PLS played well and currencies/PM broke even
Let's look forward tonext week where the frog will hook off for a short roadtrip.
Need a break, retirement is too busy
 
xnt up +3.07% for the week;
As I was visiting western Qld out of data and often phone cover, I miss this excitement but the grass is tall and green, trees and eastern Grey population healthy and cattle so fat they could get a green card just on weight.
We had our 3rd la nina year, a summer which has been so cool you need a jumper at 7pm 400k west of Brisbane in mid january
Marvelous, please please give us more global warming like that....
As per last week, most systems remained in cash but for the weekly MOA

daily volatility US: no play unchanged
daily volatility ASX: 9% invested lost $430 or -0.8%
MOA 99% invested ,flat at +80$

my other weekly systems all in cash:
VWMA unchanged
Obelix unchanged
So a $350 loss for the systems this week or -0.14% of system money which remains 77% cash
Disappointing but I missed most of the week action so the daily can not be blamed
Got an extra 2k from discretionary:a few plays inc Tesla in out and currencies/PM
Could be an interesting week coming
 
xnt up +1.69% for the week;
Great week for the frog,except ARU was disappointing but overall one of the best week for the frog ever
As per last week, most systems remained in cash but for the weekly MOA

daily volatility US: no play unchanged
daily volatility ASX: back to cash and a $3.60 gain as I had no time for a daily strategy as I am roaming the Sunshine coast looking for the next Frog pond
MOA 97% invested ,$1.4k gain or 2.6%

my other weekly systems all in cash:
VWMA 1 position losing 0.9k or -0.9%
Obelix unchanged
So a $500 gain for the systems this week or 0.2% of system money which remains 75% cash
Disappointing that I am still so cash heavy but this is what it is
Got an bumper 14k gain from discretionary PM , currencies, PLS and WHC
so a 1.6% gain overall but on a portfolio which remains 20% cash not bad
More please More please
 
Xnt still up +0.56% for the week;
But bad week for the frog,USD and CHF falling vs AUD as well as WHC and fall in PM in AUD $, forced exit on Tesla were not helping

As per last week, most systems remained in cash but for the weekly MOA

daily volatility US: no play unchanged
daily volatility ASX:no play unchanged
MOA reduced 62% invested ,$1.8k gain or +3.1%

my other weekly systems all in cash:
VWMA unchanged
Obelix unchanged
So a $1800 gain for the systems this week or 0.7% of system money which remains 86% cash
If the rebound carries on next week, that is bad, on the other hand if we turn bearish again , not a bad position
 
Frog is back in the cool breezy hills after a few days in the stinking hot qld beachsides.
Hum definitively not a seaside person, hot sauna full of peoples
Xnt still up +0.86% for the week;
But bad week for the frog again ,serious fall in PM in AUD $, and even system lost this week:


As per last week, systems remained in cash but for the weekly MOA

daily volatility US: no play unchanged
daily volatility ASX:no play unchanged
MOA 92% invested ,$1.6k loss or -2.89%

my other weekly systems all in cash:
VWMA unchanged
Obelix unchanged
So a $1600 loss for the systems this week or -0.6% of system money which remains 80% cash
We are slowly going back to our july 2022 level..not good
And not sure next week will be better
Hold on for next week
 

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