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Weekly Portfolio - ASX

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over9k said:
The one that always gets me is australian market irrationality - things here will still follow the U.S movements even when they have almost nothing to do with the U.S market. It makes it (relatively) predictable but god it's annoying.
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What's that saying...the the US sneezes and the rest of the world gets the flu. I hear you about annoying, but it is what it is, man. But when it comes to global economies we are second rate dude, it is what it is.
 
MovingAverage said:
where are the super funds putting their money then, coal?
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answer already given in my post: people are taking money out of shares into cash, bonds or even withdrawing.
Less money in shares and so less in AEF which is a favorite with super and where the people in the street play the market unwillingly
That would make sense unless you believe a 20% fall for a fund vs a few percent for the index can be explained by a market move to coal uranium, asian sweatshops and tobacco/herbicide giants???
Happy to be proven right/wrong..I should maybe try to find AEF specific recent data
 
Question for my readers:

Does anyone have any experience using Radge's 'Large Cap Momentum' turnkey system?

https://docs.google.com/spreadsheet...yj70UEhwF0RsaBjhqhnCqjvziCwbKy8JPfOOo/pubhtml

I think I am going to finally pull the trigger on moving my super to either a direct investment option or possible the SMSF option. Plan on doing this within the next month. With the talk of esuperfund that has been going on it is definitely tempting as the fees seem reasonable. I will likely have less than $100,000 at first so the SMSF may not be worth it. Since I will stick to equities going the direct investment option may be better since I will have access to the ASX300 + ETFs.

While I have systems that test well for weekly, and 1 or 2 that test well on monthly, at first I am thinking of taking Radge's and modifying the code to my needs. The benefit is Radge's turnkey system it has been proven.

Any thoughts on the matter? Any reviews for Radge's large cap system?
 
Can't comment specifically on the Large Cap Momentum system, but his turnkey systems are a great starting point. I've actually purchased his code in the past and then made changes to suit my style. The code is good and using it as a starting points saves you wasting time on other aspects of coding a system and allows you to focus your time on tuning the sections of the code that are important. Of course this assumes you're very comfortable with coding in AB
 
I trading a system I coded right now. I've also coded a few others that have some great backtests. I'm relatively confident in coding (though I'm not as good as Trav, or Skate, or a number of other members here). I am actually very interested in what this professional set of code looks like. I am glad you have had some good experiences. A solid working starting place is what I'm after.

My problem with the metrics given for his system is the CAR/MDD. I'm not sure what period this was (was this 2008?). I've noticed Radge's systems often have this ratio of 1 (or a little less). The first order will be to tinker with this to get it a little better if I can.
 

You should call Nick. I’ve found him very approachable and I’m sure he’ll be happy to tell you the period for the CAR/MDD
 
I got a response from Radge. I got the underwater plot for DD. It looks like some of the DD's were protracted but it'll be easier to analyse when I have a full backtest.

The website is down but I will be looking to purchase the code some time in the next few weeks. The intention will be to use ING Living Super with its access to ETFs and ASX300.

Since I only intend on doing equities to begin with it might just be the easier way to do the members direct investment with ING. When I'm ready to expand to other assets I will create the SMSF.

I will create a new thread when I buy the code and have a separate journal. It will be a boring journal as the large cap momentum fund only trades monthly.
 
been another good day. I hope this momentum continues. one of the downsides of being off work during the week (tendency to check my PL). Funnily enough AEF which was leading my PL is no longer my winner.

Questions have been sent out about my super. i'm looking forward to getting my hands on that system and starting my trading there.
 

My weekly is killing it at the moment. APT is my biggest gain being close to 60% up on entry price with a lot of close followers. This image is the unit price of my weekly over the past month. Like you say, let the momentum continue.
 
nice! openPL is a double edge sword though, it's not real until it's in your bank account!

Here is a screenshot of my positions:



My stale condition will keep in soon so those red positions will likely be culled soon as well.
 
Warr87 said:
nice! openPL is a double edge sword though, it's not real until it's in your bank account!

Here is a screenshot of my positions:

View attachment 105481

My stale condition will keep in soon so those red positions will likely be culled soon as well.
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Open P/L...good point. Good to know someone is prepared to keep me in check
 
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