StockFetcher Forums · Filter Exchange · MY XIV TRADING SYSTEM USING STRATASEARCH FILTERS<< 1 ... 20 21 22 23 24 ... 40 >>Post Follow-up
Kevin_in_GA
4,599 posts
msg #140078
Ignore Kevin_in_GA
12/13/2017 8:44:19 PM

Two SELL signals for tomorrow - #38 (which was bought this morning and is currently -0.57% return) and #6 (purchased on 11/29 and currently up 6.42%).

Net on this is to still hold three units, although I might be tempted to pick up 1 or 2 more if the price drops tomorrow - I'm getting a pretty reliable set of Neural Network XIV BUY signals either in place or set to trigger off of the weekly bar forming.

manumoneya
41 posts
msg #140083
Ignore manumoneya
12/14/2017 3:01:21 AM

Side Action PF OrderType Product Symbol Name BuyDate BuyPrice ClosePrice GainLoss SystemName Sector Priority Rank
Long Sell 10 Stock XIV Velocityshares Daily Inverse Vix St 12/13/2017 128.94 128.21 -1.00% XIV MULTISYSTEM #38 XIV
Long Sell 10 Stock XIV Velocityshares Daily Inverse Vix St 11/29/2017 120.47 128.21 -1.00% XIV MULTISYSTEM #6 XIV
Long Hold 10 Stock XIV Velocityshares Daily Inverse Vix St 12/04/2017 119.76 128.21 -1.00% XIV MULTISYSTEM #27 XIV
Long Hold 10 Stock XIV Velocityshares Daily Inverse Vix St 12/05/2017 116.7 128.21 -1.00% XIV MULTISYSTEM #23 XIV
Long Hold 10 Stock XIV Velocityshares Daily Inverse Vix St 12/13/2017 128.94 128.21 -1.00% XIV MULTISYSTEM #20 XIV


nibor100
514 posts
msg #140094
Ignore nibor100
12/14/2017 12:39:42 PM

I got those same 5 signals.

Regarding the 1 day trade signaled by #38 (#29 of the current 30 filters), in my run of Kevin's posted backtest, over all 30 filters, 25% of the 956 trades were only 1 day and almost 80% of them had positive gains.

#38 had 12 trades lasting 1 day, but many more filters had quite a few more 1 day trades. #38 has 4 Entry conditions which all must be true to signal entry, and has 3 different condition choices for Exiting. So it seems it's a bit harder to signal entry than to signal exit.

For those of you who have used StrataSearch for a while, do you know what the purpose is behind the 1 and 2 numbers after the "colon" at the beginning of the majority of the condition lines and why there are no such numbers for some of the condition lines?

Thanks,
Ed S.





Kevin_in_GA
4,599 posts
msg #140123
Ignore Kevin_in_GA
12/15/2017 12:23:16 PM

Tactical error - last week I had placed a limit order to sell 2,000 shares out of my IRA account if the price got to $130, which was GTC and I forgot about it still being in place. Missed out on about $6,000 in potential profit today!

In at $118.48, out at $130.00 for a gain of $23,040. Now down to 1,000 shares still in play - entry price of $120.25. Closed trade profits of $57,910.

Update: Closed out the remaining 1,000 shares at $133.00 for a gain of $12,750. Total return on this set of trades was $70,660, or 5.9% on my initial investment of $1,198,000. Scaling out results in a lower overall return if the ETF keeps plowing up, as XIV has done this past month.

Kevin_in_GA
4,599 posts
msg #140125
Ignore Kevin_in_GA
12/15/2017 2:57:33 PM

An observation - of late the price of XIV has dropped a bit in the period around or just after each monthly options expiration. Not sure exactly why since it does not seem to be related to contango, but have others seen this as well?

Looking at the week of options expirations, there is almost always a lower price than the weekly open. Next week being options expirations, I just wanted to bring this up for comments.



johnpaulca
12,034 posts
msg #140128
Ignore johnpaulca
12/15/2017 3:36:36 PM

Kevin...that's what we call trade porn...sick!!

mahkoh
1,064 posts
msg #140131
Ignore mahkoh
modified
12/15/2017 5:39:39 PM

I did notice this the other day:

Fetcher[
add column corr(xiv,80,close) is above 0.9
add column corr(xiv,200,close) is above 0.9
add column roc(20,1)
average volume(30) above 800000
sort on column 5 descending
]



XIV appears closely correlated to SPY, and options expiration does impact the latter. As new puts are bought to replace expired contracts for protection market makers will short SPY stock and futures in order to offset directional risk.


jackmack
334 posts
msg #140137
Ignore jackmack
12/15/2017 7:34:44 PM

Noticed that what occurs more than anything is “gap filing”


pthomas215
1,251 posts
msg #140138
Ignore pthomas215
12/15/2017 8:01:05 PM

jack, what a great point about gap fill. wake me up at 114 :)

Kevin_in_GA
4,599 posts
msg #140142
Ignore Kevin_in_GA
12/15/2017 9:48:32 PM

Signals for Monday:

SideActionPFOrderTypeProductSymbolNameBuyDateBuyPriceClosePriceGainLossSystemName
LongBuy10MarketStockXIVXIV 132.66 XIV MULTISYSTEM #6
LongBuy10MarketStockXIVXIV 132.66 XIV MULTISYSTEM #40
LongSell10 StockXIVXIV12/4/2017119.76132.6610.77%XIV MULTISYSTEM #27
LongSell10 StockXIVXIV12/14/2017128.97132.662.86%XIV MULTISYSTEM #20
LongHold10StockXIVXIV12/5/2017116.7132.6613.68%XIV MULTISYSTEM #23


Looks like I wasn't too far off the mark today even though I deviated from the system signals.

StockFetcher Forums · Filter Exchange · MY XIV TRADING SYSTEM USING STRATASEARCH FILTERS<< 1 ... 20 21 22 23 24 ... 40 >>Post Follow-up

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