shillllihs
6,097 posts
msg #132730
- Ignore shillllihs
modified |
11/23/2016 11:32:05 AM
i just solved it. Boys, we are going to be rich,
Long Vix, Long DUST. All in
Short Vix Short DUST. Or long NUGT All in
And when dust doesn't work Dwti does but that's being axed and not sure how
to play that.
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jackmack
334 posts
msg #132732
- Ignore jackmack |
11/23/2016 12:20:54 PM
shillllihs
Interesting on the LONG side using DUST but murder on the short - ouch
but very interesting indeed
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dtatu
143 posts
msg #132733
- Ignore dtatu
modified |
11/23/2016 12:29:12 PM
jackmack
Maybe somebody , clever than me, would have the ability to do the math of the decay over 10 days of a LONG 3x product ? All I know is that, roughly, the price is recalculated EACH day , lower?
For a 3x, I suppose is 3 x more?
XIV is less sensitive to it, as far as I can tell ( I do not touch these products, yet)
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nibor100
1,096 posts
msg #132734
- Ignore nibor100 |
11/23/2016 1:07:08 PM
Miketranz,
In Kevin's first post, the 2nd backtest on SS covering a different span of 10 years, the results were a bit further away from ~90% winners down to ~71% winners.
Ed S.
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shillllihs
6,097 posts
msg #132735
- Ignore shillllihs |
11/23/2016 1:10:41 PM
I didn't sleep so thought you might be right on the short side but go back and look. It's up
overall by about 30% if you go allin first day and exit all the day you are supposed to without adding units.
And for the long side, forget about it, Just crushing it.
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mahkoh
1,065 posts
msg #132736
- Ignore mahkoh |
11/23/2016 1:14:31 PM
http://www.etf.com/etf-education-center/21044-leveraged-and-inverse-etfs-why-2x-is-not-the-2x-you-think.html
Explains inefficiency regarding leveraged etfs.
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nibor100
1,096 posts
msg #132737
- Ignore nibor100 |
11/23/2016 1:17:21 PM
dtatu,
Could you post the dates of entry and exit that were used by you for the 3 test methods whose 13 results you posted earlier so we can determine the corresponding Kevin signals, etc.?
You stated the "system" works after using 3 methods trading ~4 trades each and I notice that your $ profits related to %profits are spread quite a bit as a 7.16% gain got $1,070.80, and a 0.68% gain got $686.86.
Is your version of the "system" alternating between those 3 methods or have you settled on one method going forward?
Thanks,
Ed S.
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dtatu
143 posts
msg #132738
- Ignore dtatu
modified |
11/23/2016 1:28:01 PM
If anybody could tell me how to copy/ paste a Google sheets table, without having it chopped while posted, I'll send all the details
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nibor100
1,096 posts
msg #132739
- Ignore nibor100 |
11/23/2016 1:28:08 PM
Kevin,
Regarding the last 8 trade results you recently posted, I can only verify that in following a 5 unit portfolio approach that 2 of the larger gaining trades would not have been executed, due to date overlap, similar to early October when there was also 7 short signals close together.
Ed S.
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jackmack
334 posts
msg #132741
- Ignore jackmack |
11/23/2016 1:58:26 PM
shillllihs
On DUST are you taking the signal to go long when ANY of the filters goes long and then exit when any say exit?
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