shillllihs
5,979 posts
msg #140203
- Ignore shillllihs |
12/18/2017 6:17:14 PM
Deciding to reign in Xiv a bit, as I add numerous short positions to my portfolio.
I'm down to 80% on Xiv and will prob. reduce more tomorrow.
All my short positions are or will be 10-15% each.
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shillllihs
5,979 posts
msg #140227
- Ignore shillllihs
modified |
12/19/2017 1:03:56 PM
Long Xiv
Short Soxs
Short Yang
Short Labd, Uslv, upon recommendations from the guru Kevin, just hanging from his neck with my full weight riding that man's coat tail.
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Kevin_in_GA
4,599 posts
msg #140228
- Ignore Kevin_in_GA |
12/19/2017 1:38:59 PM
Happy to help. The system stats for the XBI (LABD) and SLV (USLV) trades are as follows:
XBI Neural Network system:
Backtest Period: 12/3/2007 through 12/1/2017 (using weekly data)
Number of Trades: 45 (27 long, 18 short)
% Profitable: 100%
Average Trade duration: 9 weeks (12 weeks for longs, 5 weeks for shorts)
Average Trade return: 13.3% (16% for longs, 9.4% for shorts)
Total System Return during Backtest: 600.7%
SLV Neural Network system:
Backtest Period: 12/3/2007 through 12/1/2017 (using weekly data)
Number of Trades: 46 (24 long, 20 short)
% Profitable: 95% (100% for longs, 90% for shorts)
Average Trade duration: 9 weeks (9 weeks for longs, 9 weeks for shorts)
Average Trade return: 14.4% (18.2% for longs, 10.3% for shorts)
Total System Return during Backtest: 665.5%
No surprise that I will be shifting my trading over to these types of systems in 2018.
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shillllihs
5,979 posts
msg #140229
- Ignore shillllihs
modified |
12/19/2017 1:47:46 PM
Just thinking Uslv may have to hurdle ma(20) before dropping. Idk but just looking into this based on another filter.
Decided to wait on Uslv.
Looks promising.
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shillllihs
5,979 posts
msg #140232
- Ignore shillllihs |
12/19/2017 2:32:06 PM
Great find Kevin.
what is your exit for Labd. Are they all the same or do they vary?
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Kevin_in_GA
4,599 posts
msg #140233
- Ignore Kevin_in_GA |
12/19/2017 2:43:55 PM
Each Neural Network system is unique to the ETF it trades - these are honest to God "black boxes" in that I cannot see or interpret any trade signals. They are based on complex AI and pattern recognition, but are not translatable into anything I can analyze.
Short answer is "wait for the NN system to tell you to exit, then do it."
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shillllihs
5,979 posts
msg #140252
- Ignore shillllihs
modified |
12/20/2017 10:05:18 AM
Welcome TMV to the short list, opened at 18.87
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Kevin_in_GA
4,599 posts
msg #140254
- Ignore Kevin_in_GA |
12/20/2017 11:12:45 AM
Good call - I also have a NN system for TLT that is indicating a BUY signal already for Monday:
TLT Neural Network system:
Backtest Period: 12/10/2007 through 12/1/2017 (using weekly data)
Number of Trades: 43 (21 long, 22 short)
% Profitable: 97% (100% for longs, 95% for shorts)
Average Trade duration: 9 weeks (8 weeks for longs, 10 weeks for shorts)
Average Trade return: 5.9% (6.8% for longs, 5.0% for shorts)
Total System Return during Backtest: 253.0%
Shorting the 3x Bear on this should give you a decent return if held through until the exit signal.
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shillllihs
5,979 posts
msg #140258
- Ignore shillllihs |
12/20/2017 11:48:35 AM
Tmv seems to drop when market starts to tank, so I think a vigorous 2+ day rally in Xiv soxl Yinn etc.
before dip. Idk.
Uslv stretching for that ma20 line, may dip with correction, idk.
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shillllihs
5,979 posts
msg #140259
- Ignore shillllihs |
12/20/2017 12:06:57 PM
Soxs short looking great.
Yang was 6.15 yesterday pm. This has got to drop more, going to 5.60
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