qldfrog weekly Skate inspired system

[qldfrog]

And today it was down 1k so good end of week result overall
Better than i expected.
But system wise, I spent most of my refinements looking at reducing DDo the last few down periods :
October to 1rst january this year and so on.
It may have paid off.

 

[qldfrog]

I just noticed a difference between backtest and real on System 2, I will investigate..teething issue...

false fright: all good, was just not giving proper test interval, so all going on as planned: 6 more buys on Monday

 

[qldfrog]

Bad week:
###########################
System I (the original)
with a $1400 lossthis week

Start 25/02/2019
Total invested $ 100,000.00
Cash remaining $52,350.81
Current portfolio value $106,003.45
Profit $6,003.45
Nb of active positions 10
Nb max position 20
Return since 25/02 6.00%
Annual return so far 12.81%
purchase value per position 5268.797
Invested percentage 50%
The good thing: we are now above the XAOA!..just


A buy on Monday!
###########################
system II
outch a big 2500 loss this week

Start 5/08/2019
Total invested $ 100,532.76
Cash remaining $31,835.52
Current portfolio value $97,630.90
Profit -$2,901.86
Nb of active positions 14
Nb max position 20
Return since 5/08 -2.89%
Annual return so far -95.78%
purchase value per position 5305.92
Invested percentage 67%

We beat the XAOA on that time frame

Moe heavy actions (7 trades) on Monday
Have all a great week end

 

[jjbinks]

Tough week this week. Hopefully market changes direction
How did your systems perform if you test over the october/dec correction from last year?

 

[qldfrog]

Tough week this week. Hopefully market changes direction
How did your systems perform if you test over the october/dec correction from last year?

This period was specifically used in my design for both systems, i do not remember the outcome but the DD was limited.
Especially system1 which had a low DD focus

 

[qldfrog]

Sorry for the delay:
back from 2 nights on the sunny coast.
On Monday at the open, system 1 bought
1,895 BBN shares at $2.79for a total cost inc brokerage of $5278.1.
when looking at today's position, both systems are registering losses since last week..wait and see

 

[qldfrog]

Bad week:
###########################
System I (the original)
with a $400 loss this week

Start 25/02/2019
Total invested $ 100,000.00
Cash remaining $47,072.71
Current portfolio value $105,644.38
Profit $5,644.38
Nb of active positions 10
Nb max position 20
Return since 25/02 5.64%
Annual return so far 11.51%
purchase value per position 4707.271
Invested percentage 55%

We are now below the XAOA again


heavy activity planned on monday
###########################
system II
outch another big 2000 loss this week

Start 5/08/2019
Total invested $ 100,532.76
Cash remaining $24,896.24
Current portfolio value $95,572.94
Profit -$4,959.81
Nb of active positions 15
Nb max position 20
Return since 5/08 -4.93%
Annual return so far -94.78%


We lost to the XAOA on that time frame

More very heavy actions on Monday
Have all a great week end

 

[qldfrog]

OK today we sold NAN and FLN with respective losses of
$898.22 and $606.80 after brokerage
We also bought 172 CCP @28.17 for a total of $4855.24
2127 IFM @2.27 for a total of $4838.29
599 SHV @7.98 for a total of $4790.02
lastly 1984 EPW at 2.45 for a total of S4870.80
that last one is interesting and if you follow the dump it posts, you will recognised that code as the subject of a recent discussion;
EPW is subject to a takeover at 2.465 , so should I follow blindly my system or just discard that entry
Well, here I just ensure I was not overpaying and carried on the buy, maybe we will get a higher offer, who knows..
have all a great week, the system 1 has now 13 entries out of 20
system2 saw 8 buys and 5 sells today..very busy, some of the buy not at open as I had to sell to get the cash(well pending) to buy again

 

[willoneau]

OK today we sold NAN and FLN with respective losses of
$898.22 and $606.80 after brokerage
We also bought 172 CCP @28.17 for a total of $4855.24
2127 IFM @2.27 for a total of $4838.29
599 SHV @7.98 for a total of $4790.02
lastly 1984 EPW at 2.45 for a total of S4870.80
that last one is interesting and if you follow the dump it posts, you will recognised that code as the subject of a recent discussion;
EPW is subject to a takeover at 2.465 , so should I follow blindly my system or just discard that entry
Well, here I just ensure I was not overpaying and carried on the buy, maybe we will get a higher offer, who knows..
have all a great week, the system 1 has now 13 entries out of 20
system2 saw 8 buys and 5 sells today..very busy, some of the buy not at open as I had to sell to get the cash(well pending) to buy again

With EPW and the take over bid will your funds be tied up long,? personally I would have just watched on sidelines.
I think I read that Nick Radge usually waits for two weeks to see if counter offer then gets out if not.

 

[qldfrog]

I have a stale formula which should exit if no move

 

[qldfrog]

what a week:
###########################
System I (the original)
with a $2900 gain this week
Start 25/02/2019
Total invested $ 100,000.00
Cash remaining $36,144.00
Current portfolio value $108,547.94
Profit $8,547.94
Nb of active positions 13
Nb max position 20
Return since 25/02 8.55%
Annual return so far 16.86%
purchase value per position 5163.428571
Invested percentage 66%

We are still below the XAOA but with lower exposure so all good

4 trades planned on Monday
###########################
system II
static just $6.94 gain this week

Start 5/08/2019
Total invested $ 100,532.76
Cash remaining $8,971.24
Current portfolio value $95,579.88
Profit -$4,968.51
Nb of active positions 15
Nb max position 20
Return since 5/08 -4.93%
Annual return so far -71.93%
purchase value per position 1794.248
Invested percentage 91%



We are losing to the XAOA on that time frame

More very heavy actions on Monday
Have all a great week end

Report Bookmark

 

[qldfrog]

quick correction system 2 has 18 entries not 15 mea culpa

 

[willoneau]

I have a stale formula which should exit if no move

I would be interested how you come to using a stale exit or how you decide it is stale?

 

[jjbinks]

Good to see you had a nice week!
Was it a single stock which shot up to make most of the gain or multiple small gains?

So far in my testing it seems a few small wins which account for most of the profit in a system.

 

[qldfrog]

I think the essence of our system is weeding out losers and letting winners run, so yes, most of the gains usually come from these few winners which will ultimately stale and get pushed out
Isn't the concept great?

 

[qldfrog]

Good to see you had a nice week!

Not so nice as the asx beat me flat, and system 2 only just broke even
Have all a great night/week

 

[qldfrog]

system1 performed 3 buy this morning:
NAN 757 @6.69 for a total of $5074.33
PWH 1048 @ 4.75 for a total of $4988
RUL 7357 @0.68 for a total of $5012.76
there was a sell order but it was refused by belldirect earlier on (too far from price maybe? weird as I am around 2/3 pc from previous closing price)
And my manual order did not pass so pending sell tomorrow
we are nearing 80% invested

System2 more dynamic had 8 buy/sell...a lot for a 20 positions system..
Have all a great week.quite hectic here as I am selling my PPOR and discovering the selling process, cleanup, staging etc...so the frog is very busy..my apologies for expected delays and late feedbacks

 

[jjbinks]

No need to apologise re:delays!
Its great that you are sharing your journey.

 

[qldfrog]

ok, so on monday was supposed to have my RND sold.open was @3.1 but my initial order was refused?????I then asked 3.15 as suggested by bell direct before the open..but never went that high
ended selling today at 3.01xx so a loss of 0.08X1965 so 157$ vs the backtest or theory
Nevertheless, the sale resulted in a $671 profit cashed

 

[qldfrog]

A strange week with a loss on system 1 and a nice win on system 2, I was not expecting that but system 1 lost 1.5k today and system 2 1k due to gold miner being hit hard
anyway, here we are

###########################
System I (the original)
with a $590 loss this week
Start 25/02/2019
Total invested $ 100,000.00
Cash remaining $26,981.41
Current portfolio value $107,960.82
Profit $7,960.82
Nb of active positions 15
Nb max position 20
Return since 25/02 7.96%
Annual return so far 15.21%

Invested percentage 75%


We are still below the XAOA but with lower exposure so all good

2 trades planned on Monday
###########################
system II
good week: $2612 gain this week

Start 5/08/2019
Total invested $ 100,532.76
Cash remaining $517.61
Current portfolio value $98,192.25
Profit -$2,359.25
Nb of active positions 20
Nb max position 20
Return since 5/08 -2.33%
Annual return so far -27.41%
Invested percentage 99%



We are catching up with the XAOA

More heavy actions on Monday