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Filter Exchange · 1 month low filter
msg #147814
5/17/2019 7:11:59 AM

Hey Koss interesting filter. Looks like it would work nicely for call spreads. Which filter in this thread are you using? A few variations have been posted along the way. Just wondering which one you've gotten your recent hits on?

Filter Exchange · 1 month low filter
msg #147881
5/23/2019 7:01:06 AM

I noticed that Koss's filter uses CEMA and the filters posted on page 2 used CMA and I was getting different results from both. That's why I asked Koss to clarify which one he is actually using.

General Discussion · BEHOLD THE HOLY GRAIL
msg #145779
12/30/2018 8:30:24 PM

Is there a reason why you choose to borrow shares on these rather then just buy puts on the optionable ones?

General Discussion · BEHOLD THE HOLY GRAIL
msg #145854
1/4/2019 7:56:38 AM

Not that I have much to add to the conversation here... because people much smarter then me are debating. But one thing I've noticed with Stockfetcher from all my manual backtesting when you are using not otcbb in the filter code. If a stock was once on a major exchange and then got downgraded to OTCBB it will no longer show up in the historical results on that filter when looking back. This tends to sway backtesting results in a favorable manor. Because had you taken a play on a result for the filter and it crashed and became OTCBB you'd have taken a major loss. But when looking back because it's now OTCBB it no longer shows up in the history of the filter.

General Discussion · FYI: Robinhood: free options trading
msg #140173
12/18/2017 8:12:04 AM

I use Robinhood. Haven't tried the options yet though. But if anyone plans to move over just be aware RH does not currently show live bid/ask and their prices tend to be 30-60 seconds behind realtime. So you'll need a secondary platform for that type of information. But not having to pay commissions is a godsend for my profitability.

General Discussion · GOLD on it's way to ....
msg #148838
8/8/2019 7:03:08 AM

Agreed. Been long GDX 2021 leaps since Gold was around $1311 and no plans to sell them anytime soon. Although I do believe we might get a short term pullback now that it's pierced $1500 seems to have hit a bit of resistance. Might need talks of another rate cut to breakthrough that resistance level. I think we're in for a cutting cycle. One in Sept another in Dec Gold will take a leg up on both.

Filter Exchange · Hot off the press! Buy SPY based Solely of VXX Numbers
msg #144626
9/11/2018 7:14:18 AM

This is interesting. I've been trading 3X ETF's lately because judging the overall market seems easier these days then individual stocks. Does this only translate well to SPXL and SPXS. Can I use it for UDOW and SDOW as well? It's basically using the VIX as a study so does that only accurately apply to the S&P or do you think it would do well against the DJIA as well?

Filter Exchange · Hot off the press! Buy SPY based Solely of VXX Numbers
msg #144766
9/26/2018 7:47:08 AM

This gave a signal yesterday to long SPXS. With my own TA I concur that a short term pullback in the SPY is imminent so let's see what happens.

I got in at 21.34

Filter Exchange · Hot off the press! Buy SPY based Solely of VXX Numbers
msg #144979
10/16/2018 6:48:09 PM

Gave a signal today for SPXL. So SPXS closed at 23.52 today. I didn't hold it this long though. I bought and sold it multiple times along the way. Some as high as 25.50. Benefits of Robinhood and no commissions.

Bought a small amout of SPXL in the aftermarket for 48.50 but I'm expecting a bit of a pullback since it was a 500 point day. So I'll buy more and average down tomorrow at some point.

So far really liking this filter though.

Filter Exchange · Hot off the press! Buy SPY based Solely of VXX Numbers
msg #146217
1/23/2019 9:06:06 AM

So I've been monitoring this for the last few months and decided to crudely backtest it.

-It's based on 1,000 buy in for each time it gave a signal
-Buy in was simulated at EOD close price day on day the signal was given
-Sell was simulated at opening price morning after sell signal was given (By sell signal I mean signal to buy the other ETF)
-Filter was performing well up until that 12/13 whipsaw that had you jump out of one and into the other, then give a signal back the other way at that EOD
-Reason for these rules are I have noticed that the filter tends to give a signal intraday but then that signal disappears before or after the close. With SF being up to 30 mins behind at times I used the EOD closing price as a target for entry so I could be sure the signal was real and still there at 4PM.

It's not quite how I would have played it had I used this filter live. But it was the easiest way for me to backtest it. I'm only an excel novice so forgive my crude spreadsheet :)

So since October had you followed these rules based on 1,000 buy in for each signal you would have netted $285.00 in profit (assuming commission free trading).

Anyway just wanted to share some results. I still like the filter alot. Gives me sort of a heads up to look for the market to reverse.

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