qldfrog weekly Skate inspired system

[qldfrog]

Chasing battery metals over the last 2 years has been a folly.

I think MIN is a league on its own, and their issue is well past lithium.
Of course, everyone flies higher when you trend on lithium, AI, solar, you name it..but structurally, i think MIN is really a bad company.

 

[qldfrog]

So this is a great news, I am going to start systems again:
I created a very simple RRG loosely based weekly system,10 positions max, I run it on paper since 20/01,
ensure I could not detect forward looking code and by friday, was up 4.77%

I simplified the system even further today (one of my big lesson in the last few years if you want a multi market success is simplicity.
I will call that system WeeklyRRGSMSF;
I suspect more refinement could be added, as well as playing with different time scale but this basic version will be the start:
ASX200 +asx ETFs allowing long plays in down markets
Backtest since 2000, from 100k inc $10 brokerage per trade, and with positions of 10k (not increasing)
I get the following:

you will notice decent return, low max DD, great recovery BUT low exposure and Sharpe ratio;
I think it is suitable for a SMSF play.When non exposed, the money will bring back interest
The chart:

Within the super, I will reinvest the profits so will actually have non fixed hopefully increasing parcels;
Spending a few more time to refine and they in on Monday, right in the middle of the fireworks..yeahhh

 

[qldfrog]

second thoughts: will start with 50k so 10x5k packets..serious issues in wall street plus untested with real money system, better play a bit safer

 

[qldfrog]

A newbie error/ PR error
I did last night change to fixed $10k parcel size in backtest results to avoid showing stratospheric results.and then get subjected to ,:
What about taxes, or buying a million share on Monday, you are day dreaming etc
Aka winnings are not reinvested
Backtests are tools, not expectations
I Also showed a 25y backtest..as you know, i have serious doubt that trading conditions 10y or more older are even relevant in 2025
But i did it to satisfy the: your backtests are not statistically relevant and your market duration too short
Out of the above: the participation rate aka exposure is probably misleading..so are draw downs
Inflation factor is ignored
A $10k parcel was significant 25y ago
I might provide you with updated backtest, reinvested profit on a shorter period 2020 to now..
And then subject to post covid recovery specifics,,,,
Not easy to win

 

[qldfrog]

Update cf system;
I still have 70k of pending orders on share investing for Monday;
I will probably delay the system start by a week to smooth the ods of a big crash, or even rebound
When I started investing in my first systems, the timing was atrocious and I paid it dearly, lets not give timing too much of a chance this time ..even if a week do not usually makes such a big difference but still, reinvesting whole super should not be done on a week, this is not Casino roulette

 

[divs4ever]

Update cf system;
I still have 70k of pending orders on share investing for Monday;
I will probably delay the system start by a week to smooth the ods of a big crash, or even rebound
When I started investing in my first systems, the timing was atrocious and I paid it dearly, lets not give timing too much of a chance this time ..even if a week do not usually makes such a big difference but still, reinvesting whole super should not be done on a week, this is not Casino roulette

now when i was starting out ( in 2011 the timing was luck + cash to splash )

i started ( mostly ) small and SOMETIMES would put in multiple orders on a selected target in say 5% drops ( and YES sometimes i filled up to 3 orders on one day for the same stock , a 20% drop in a day sure tests your nerve and sleep patterns )

YES the brokerage was heavy back then , but nowdays Commsec charge $4.99 for orders $1,000 ( or less )

not so efficient on shares over $20 a share .. but say a $1 or $2 share ( and buying set $ amounts ) very interesting

also revisit @Skate investing adventure ( when he had real cash on the table ) that contained some lessons AND questions ( like how important is franking to YOU , and is DRP your friend of just and box to tick or ignore )

good luck ,

this could either be opportunity or a trap

 

[qldfrog]

For info, I went on this morning and got my 10 entries filled at open, $50k in play, small profit of $145 at close, after brokerage so not too bad a day considering the week end.
will update weekly

 

[Captain_Chaza]

For info, I went on this morning and got my 10 entries filled at open, $50k in play, small profit of $145 at close, after brokerage so not too bad a day considering the week end.
will update weekly

I would like to WATCH in real time if that is at all possible
You will find that Secret Trading does not improve your performance as Losing Money is Nothing compared to losing EGO

I promise you ONE Thing froggie
You will Try a Lot Harder to protect your EGO than to protect your MONEY
Frightening but TRUE!
and, this extra pressure improves your Performance OUT-OF SIGHT
You may then not be as sure with 10 but only select 7 for example Today etc etc etc
If you Don't Believe me Ask the few who do not trade in Secret
Ask them if Extreme Open Trading has not improved their Performance?

Salute and Bon Voyage

 

[qldfrog]

I would like to WATCH in real time if that is at all possible
You will find that Secret Trading does not improve your performance as Losing Money is Nothing compared to losing EGO

I promise you ONE Thing froggie
You will Try a Lot Harder to protect your EGO than to protect your MONEY
Frightening but TRUE!
and, this extra pressure improves your Performance OUT-OF SIGHT
You may then not be as sure with 10 but only select 7 for example Today etc etc etc
If you Don't Believe me Ask the few who do not trade in Secret
Ask them if Extreme Open Trading has not improved their Performance?

Salute and Bon Voyage
View attachment 194016

For the time being, i will keep the actual system code private , but i have no problem sharing the actual buy sell action.
Give me a couple of hours and i will be on the computer to cut and paste

 

[Captain_Chaza]

For the time being, i will keep the actual system code private , but i have no problem sharing the actual buy sell action.
Give me a couple of hours and i will be on the computer to cut and paste

I would Never ask for anyone's SECRET KEEL
How she handles the Water is all I would like to see
The Size / $ 's of each Investment is not required unless you design a ship with all varying weights of sails

EG ---Like my Beautiful Design
NB; The Secret Keel is Below the Water Line

or a Design like this

or a Design like my First Ship
or even a Fleet of many XYZ designed for each Classification

 

[qldfrog]

Mr @Skate has been a de facto mentor for my systemic trading thru the Dump it thread and you will recognise a lot of his input /ideas;
The system is developed with amibroker, data from Norgate data ( platinum);
My realm is asx200 plus all ETF on the asx, with a limit on SP and volume traded daily
10 positions/packet maximum:
I start with a $50k play so 10 times $5k packets
The system is weekly and all buy/sell are the result of a system run telling me what to buy or sell;
Orders are entered during the week end for execution at open on Monday;
As can be understood, on entry, some stock are selected with lower confidence so the initial month or two is expected not optimum;
Today the action was as follow:

ASX Code	Sale	Description	Purchased	Units	Purchase Price	Brok.	Purchase cost	Last Price	Market Value	Profit inc div/fees	Change share value
A2M		a2m milk	24/02/2025​	625​	$7.65​	$10.00​	$4,791.25	$7.720​	$4,825.00​	$33.75​	0.70%​
BOL		boom logistics	24/02/2025​	3225​	$1.54​	$10.00​	$4,976.50	$1.530​	$4,934.25​	-$42.25​	-0.85%​
DTL		data3	24/02/2025​	617​	$7.94​	$10.00​	$4,908.98	$7.880​	$4,861.96​	-$47.02​	-0.96%​
MGR		mirvac	24/02/2025​	2325​	$2.11​	$10.00​	$4,915.75	$2.060​	$4,789.50​	-$126.25​	-2.57%​
NGI		ngi	24/02/2025​	2500​	$1.94​	$10.00​	$4,860.00	$1.975​	$4,937.50​	$77.50​	1.59%​
S32		southern mining	24/02/2025​	1315​	$3.72​	$10.00​	$4,901.80	$3.670​	$4,826.05​	-$75.75​	-1.55%​
SEK		seek	24/02/2025​	196​	$25.37​	$10.00​	$4,982.52	$26.130​	$5,121.48​	$138.96​	2.79%​
SSM		service stream	24/02/2025​	2793​	$1.74​	$10.00​	$4,855.86	$1.720​	$4,803.96​	-$51.90​	-1.07%​
SWM		seven	24/02/2025​	27777​	$0.18​	$10.00​	$4,870.98	$0.180​	$4,999.86​	$128.89​	2.65%​
TRS		reject shop	24/02/2025​	1492​	$3.35​	$10.00​	$5,008.20	$3.430​	$5,117.56​	$109.36​	2.18%​

 

[qldfrog]

I will provide a graph and the following data weekly
RRG start date 24/02/2025
Total invested $50,000.00
Cash remaining $928.17
Current portfolio value $50,145.29
Profit $145.29
Nb of active positions 10
Nb max positions 10
Return since start 0.29%
Annual return so far #DIV/0!
purchase value per position $5,014.53
Invested percentage 98%
backtest: since 1/1/2020:

and graphically..as illustration and for work only, not expectations:

I am keen to develop a kind of GTFO exit so the code version might be slightly modified.
And I will be travelling O/S mid march which might prevent me to run on up to 2 week end..so the lower cash amount entered
Hope it helps

 

[Captain_Chaza]

Is it possible to ENLARGE the Type for us Oldies with failing Eye sight?

I am not interested in back testing
I saw what happened to Skate's Year Long 2024 or was 20233 back tested Design?
Within 5 months he was lost at sea and quit his Journey abruptly
He had BHP RIO FMG WDS CBA NAB ANZ etc etc etc Ten of the Top 20 and then put all his Dividends into a Sinking WDS

I lost interest as he could not handle the GAPS in both directions
As you know The GAPS is where the Money is made

I hope he has resolved that problem by now

Salute and Bon Voyage

 

[bettamania]

This system has a bit of similarity with my TLWE provided the major component is the original CAM from Barbara Star hat was published through TASC and recoded by Amibroker forum top guns .

Not saying bad thing about anyone hard work but there are consideration for this system ( if this is based on CAM)

* the trigger is a bit late
* turnover? trading scope? if this is the TF should be able to catch anything that fit the parameters not limited to ASX top classes
* traditional indicators galore which has got a serious issue with overall system performance and the system presence in the market which make one in and out quite frequently and this lead to my last point
* cumulative win-loss and win loss frequency that greatly impact on one phycology

There are only 3 stocks that will be potentially move if there is a room to move IMO from your list. but we will see I might be wrong and good luck with your system

 

[qldfrog]

This system has a bit of similarity with my TLWE provided the major component is the original CAM from Barbara Star hat was published through TASC and recoded by Amibroker forum top guns .

Not saying bad thing about anyone hard work but there are consideration for this system ( if this is based on CAM)

* the trigger is a bit late
* turnover? trading scope? if this is the TF should be able to catch anything that fit the parameters not limited to ASX top classes
* traditional indicators galore which has got a serious issue with overall system performance and the system presence in the market which make one in and out quite frequently and this lead to my last point
* cumulative win-loss and win loss frequency that greatly impact on one phycology

There are only 3 stocks that will be potentially move if there is a room to move IMO from your list. but we will see I might be wrong and good luck with your system

It is not based on CAM or coincidental, never heard of CAM before you mentioned it to me or forgot? I coded a lot of systems in the last decade
What is CAM? any link?
I will google it this evening from your clue above
I also plan to resurrect one of my better previous systems ( the MOA..mother of all) probably by the end of next month.
Will paper run it after checking/ redeveloping it
Moa will run in parallel IF i find it better or handling differently under market phases.
While RRG is focused on simplicity, MOA is the opposite so a galore of indicators and complexity.
Indexes ETF are great but it would be silly not to run a system if it consistently beat, by much, the said indexes
Plus the thrill...

 

[qldfrog]

It is not based on CAM or coincidental, never heard of CAM before you mentioned it to me or forgot? I coded a lot of systems in the last decade
What is CAM? any link?
I will google it this evening from your clue above
I also plan to resurrect one of my better previous systems ( the MOA..mother of all) probably by the end of next month.
Will paper run it after checking/ redeveloping it
Moa will run in parallel IF i find it better or handling differently under market phases.
While RRG is focused on simplicity, MOA is the opposite so a galore of indicators and complexity.
Indexes ETF are great but it would be silly not to run a system if it consistently beat, by much, the said indexes
Plus the thrill...

I did run "cam" systems in 2019-2020, will see if i can retrieve the code and see what it did and if it is based on what @bettamania is talking about

 

[bettamania]

It is not based on CAM or coincidental, never heard of CAM before you mentioned it to me or forgot? I coded a lot of systems in the last decade
What is CAM? any link?
I will google it this evening from your clue above
I also plan to resurrect one of my better previous systems ( the MOA..mother of all) probably by the end of next month.
Will paper run it after checking/ redeveloping it
Moa will run in parallel IF i find it better or handling differently under market phases.
While RRG is focused on simplicity, MOA is the opposite so a galore of indicators and complexity.
Indexes ETF are great but it would be silly not to run a system if it consistently beat, by much, the said indexes
Plus the thrill...

Sorry I might be wrong, but that cam I think it is located at the very first page of this post. and good luck with all your system

 

[qldfrog]

Sorry I might be wrong, but that cam I think it is located at the very first page of this post. and good luck with all your system

Indeed look at my last post just before yours.
Reentering the systematic area.
And btw, this rrg is VERY basic, no stale exit, no gtfo exit, etc etc
So the tentative only , small weight, start.

 

[qldfrog]

Noted today
One of the dog of 2024 portfolio member is VEA
Down 27% today..no typo
The experience is far from over, we are not December yet but even after just 2 months and even IF the statistics provided were right, not a strategy to follow considering the steep falls in a not yet in crisis market.
Will see in December if i change my mind

 

[Captain_Chaza]

Crikey! That's a bit of BAD Luck

I have avoided the "Oils" for >20 Years ......I just Don't Trust OPEC and Russia.....It's as Simple as that!

Sailing the VEA------------One WEEK at a Time--&----------------One DAY at a Time----------------------&-----------15 MINUTES at a Time--

Sail on Sailor----Sail on !