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Weekly Portfolio - ASX

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Week 36

Buy: 12 buys
Sell: 1 stale exit

Index is up. The XAO gained a lot this week. According to my spreadsheet I gained 3%. Not bad since I'm only 25% invested.

According to my current spreadsheet I'm at -3.06% but according to Share Trade Tracker I would be out of drawdown. Something to look into. I'm thinking of changing to Share Trade Tracker but its limited in charts. I would love some different charts and the ability to track my progress against the XAO like I currently do. I'm not sure how @Skate has weekly results showing in his charts too.

 

@Warr87 you can add addition worksheets to Share Trade Tracker & you only limited by your imagination as to how you configure the contents of the additional worksheet.

Skate.
 
Skate said:
@Warr87 you can add addition worksheets to Share Trade Tracker & you only limited by your imagination as to how you configure the contents of the additional worksheet.

Skate.
Click to expand...

That's good to know. Shame I can't see anything on the website on how to do that. I may have to msg you and hopefully you can give me a quick rundown on how got your chart to display weekly results. The other thing I would want to add in is sharpe (want to see what my sharpe ratio is with all my portfolios combined).
 

@Warr87 Share Trade Tracker is a Microsoft Excel Workbook. Adding additional worksheets is the same procedure in Excel or Share Trade Tracker.

If you look at the HappyCat Strategy STT Dashboard in the “Dump it here” thread you can see some of my additional worksheets. There are other sheets you can’t see but at least you will get the idea of what can be accomplished.

I trade a multitude of strategies & prefer to view the trading results separately with separate graphics. I also have a worksheet with combined results that give an overview of my trading results.

My wife prefers to view the weekly results in one printed sheet at the end of each week ( that are filed) as the printed sheet is concise. The mechanics of trading is left up to me.

Skate.
 
Week 37
Buys: 4
Sells: none

I am fully invested as of yesterday. I had 4 buys. I am transitioning to the new spreadsheet so I don't have any real graphics to throw up for people. My new positions are all rather flat which is to be expected. I practically started from the beginning given I did shed a lot of positions with my index filter. I expect my portfolio to pick up some momentum in the coming months. Even with that, I am still ahead. And, according to my VAMI report in my new spreadsheet I was out of drawdown in +5% in August which would checkout. So not a bad recovering given the instant losses I had from when I started.

Hopefully some better updates coming soon when I have time to fiddle around with the new spreadsheet.
 
Week 38

Buys: 1
Sells: 1

1 to sell due to closing below MA. Only held it for a week so a little surprising. I have a few other buy signals to take its place! Overall, I don't think my account gained much this week. Seemed pretty flat for me. All of my gains are from the few positions left over from when my index filter came on. The new positions added in the last 2 weeks are all relatively flat and haven't taken off yet. Can't wait for that as my account has doubled as I reinvested some other capital into this system since it survived the paper trading phase, live phase over 6months (including a market crash).

I think the profit factor below is not entirely accurate, or rather, not entirely representative of the system. Why? Well, as soon as I started I had all my stops hit due to the COVID crash. Needless to say, the current win% is pretty good and shows how I clawed back after an immediate and large drawdown from the beginning. (At least that's my justification haha)




 
Nice going Warr87. So many ways to use an Index Filter, but (within limits) its often more profitable to tighten stops than sell everything. When the next strong upward move comes, sometimes that stocks that held sideways, but not down, in the market sell off can be first to rebound.

Thanks for all the hard yakka sharing your trades too.
 
I think on weekly an index filter can work well. on a daily system I am papertrading, not so much. i prefer a tightened trailingstop instead of an immediate selloff. but different systems respond better to those filters.

i am looking forward to the next upward move. want to take advantage of the double sized positions. at least I have broken even and its not even the end of the year. I'm sure i'll be in double digit positive territory by the time the 12month mark comes around .

and not a problem. i have got a lot from this community so I hope this helps others out.
 
Also, after some backtesting and the live trading on a demo account, I went live with a breakout system for ETH/USD and BTC/USD using CFDs. While the live trading was mostly negative, this was due to false brekaouts and the system was taking trades as it should have. So I was happy that live trading matched close enough to previous backtests. I was lucky as this week saw a breakout in both etherium and bitcoin as I went live with the system with real money. With just under $1000 I made around $180 i believe. if it continues to be profitable I will scale up into this account with some other money. It's long only so I expect to lose some of those profits obviously. Typically its a 2 profit factor.

I am working on 30min timeframe for ETH and 4HR timeframe for BTC.
 
Week 39

Buys: Nil (index filter down)
Sells: 1 sell due to close conditions. 6 stoploss sells due to index down

Sorry for the late update. Work had me very busy. Was able to get buy/sells in though.

It was a very poor week as a lot of others experienced. As I suspected, when I checked my system my index filter had turned back on. This is the first year I've traded, so I have nothing to compare it to, but the up and down market and uncertainty is certainly not pleasant. Almost feels like I'm whipsawing as well due to filter on/off. But given the volatility right now, in hindsight it will be appreciated. It's a long game.

I dont't think the stats my system is currently showing demonstrate it. I need to figure out how to replicate my old chart in my new spreadsheet as I like to compare myself to the XAO.

Things will be updated again as some of the sells from the SL will actualize some wins.




 
well today was good for all my systems (except my crypto system). All gained approx. 2.5%. Nice to see some positive numbers lol.

still waiting for my sells to clear for my SuperASX300 system. Will be entering into the 2 new buys tomorrow hopefully.
 
Week 40

Buys: 7 (to fully invest)
Sells: None. all survived

Overall not doing too bad. Portfolio rebounded a little towards the end of the week. Profit factor is also back to 1. Previously it was close to 2 which is healthy. I was listening to Covell's book (on audible) 'Trend Commandments' and listening to his interviews. It reminded me that, right now, my system is not in sync with the market. Either is any other trend followers here. Everything is good and operating as expected! There will be good and profitable times ahead! Staying breakeven right now is actually a good outcome cosidering the market right now.

With 13 positions right now I am at +5.9%. The index is up this week (after been down from last week), and I am expecting some momentum. But, as any trend follower, I am not predicting/have an opinion on where its going.




 
In other news, I currently have 2 EA's trading live within an FX account. They were live tested before running on a real account. I have been looking at learning python as many here know, but on the advice of someone I decided to learn some MT4 (MQL4) programming to write my own EA's. The EA's are trading CFDs. What's being traded right now is BTCUSD and ETHUSD. It is also up 20%. I tried putting in the trades into my current spreadsheet but it wouldnt work. When I get a spreadsheet specifically for CFDs/Futures/FX worked out I plan on tracking the progress more indepth. Right now I only have $1000 in the account. I liquidated some other small investments I had started years ago with the plan to put it into this. If these EA's continue to perform like they did in the backtest and then forward testing in demo account, I will increase capital. I am also forward testing a LTCUSD bot, and a ASX200 bot. The LTCUSD is the same as the BTC and ETH EA's, whereas the ASX200 is a MR bot (that is performing very well and is incredibly simple which I also like). Coding for MT4 is actually rather simple but I did do some courses on youtube and udemy. A member here has also given me a bit of advice too which has helped greatly. But I think experience with AFL will help with MT4. Both are C based languages I believe.

I have a few other ideas for EA's and the CFDs are attractive due to low margin requirement, thus easy to trade in small lots and scale up accounts. I still do not have a AUDUSD system which is killing me, because I want a FX system to run. A lot of people lose money with CFDs, thus money management is key (as always). WIth backtesting, forward testing in a demo account, and then limited capital in a live account, I hope to avoid any major pitfalls of trading with CFDs.
 
Update:
I got all my fills.

And what a change a day can make. My MAP strategy is over a profit factor of 1. Today it gained 1.6% of portfolio value. (Strangely enough my superASX300 strategy took a huge hit. usually that one is the less volatile.)

 
Week 41
Buys: fully invested
Sells: none

A pretty good week, for pretty much everyone here I believe. my profit factor increased for all my strats. Hopefully a rise in momentum as I'm now fully invested. Overall I am now at +8.6% which is great.






As for my CFD/crypto trading, a few false breakouts have put my strat in a slight drawdown. but i still have a trade open that will give me +13.5% when its eventually closed. paper trading on the demo account with some strats continue.
 
Does anyone have any experience with Alera Portfolio Manager? It can take buy/sell signals from AB and send them to IB (fully automatic or semi-auto). They have a free license for papertrading. The problem is that there is no tutorial on even how to set this up, instead they suggest you go to third party and spend money on a course to learn how. Besides this seeming rather dubious, it is frustrating. If anyone can share how to do this, it would be great.
 
For those that are interested, Radge has released more information on a long/short system. They are seperate systems but are meant to work together. Look to be for US market only. He is also releasing a new system for 2021 that is a new monthly momentum strategy.

And in case anyone is wondering, no I'm not affiliated.
 
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