shillllihs
6,003 posts
msg #139001
- Ignore shillllihs |
11/1/2017 12:10:36 PM
Just saying Tmv may have bottomed.
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shillllihs
6,003 posts
msg #139002
- Ignore shillllihs |
11/1/2017 12:55:51 PM
Think I'm wrong, Tmv will still sink while Xiv rises big.
Ok, now sushi and visit gramps at the cemetery on All Souls' Day.
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Kevin_in_GA
4,599 posts
msg #139003
- Ignore Kevin_in_GA |
11/1/2017 1:26:41 PM
I had several sell signals last night on XIV - no position at the moment. In theory I should be holding a LOT of XIV even with the sell signals, but trade carefully.
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shillllihs
6,003 posts
msg #139008
- Ignore shillllihs
modified |
11/1/2017 3:30:40 PM
Why should you still be holding Xiv, do you still have some buy signals?
And more so, you sidestepped my question last time, how has your system for Xiv performed since inception particularly july 2014 to Jan 2016. Trying to figure out if Xiv long worked in that timeframe.
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Kevin_in_GA
4,599 posts
msg #139011
- Ignore Kevin_in_GA |
11/1/2017 4:30:05 PM
Here you go. Trying to post an equity curve but photobucket just sucks.
Period - 01/01/2014 through 06/01/2016
Initial equity for system: $100,000
Initial equity for XIV: $100,000
Ending Equity for system: $279,130 (179% ROI)
Ending equity for XIV: $94,751 (-5.25% ROI)
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shillllihs
6,003 posts
msg #139012
- Ignore shillllihs
modified |
11/1/2017 4:51:24 PM
Seems the system works though I really just wanted to see
July 14, 2014 till end of Feb 2016, so maybe subtract 100%
That's when the market started to zigzag.
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Kevin_in_GA
4,599 posts
msg #139013
- Ignore Kevin_in_GA
modified |
11/1/2017 8:46:10 PM
For that specific period, the system returned $178,709 (78.7% ROI) while XIV dropped to $41,259 (-58.7% ROI).
298 trades, 217 wins (72.8% win rate).
Average win - 6.63%
Average loss - 8.01%
Sharpe Ratio (annualized) was 1.17.
Max drawdown on closed trades was 11.16%. Max drawdown intratrade was 28.4%. A rough time but it beat the snot out of buy and hold.
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shillllihs
6,003 posts
msg #139026
- Ignore shillllihs |
11/2/2017 10:34:49 AM
Xiv, should see 114 any minute or day now
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shillllihs
6,003 posts
msg #139028
- Ignore shillllihs |
11/2/2017 10:51:05 AM
A short Xiv signal has appeared but I'm just ignoring it for now, will wait to see if it drops off as it has done so many times before. Will wait and decide eod. After 17 big wins in a row, I deserve a good loss.
Clears the tubes.
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shillllihs
6,003 posts
msg #139035
- Ignore shillllihs |
11/2/2017 4:33:37 PM
Xiv went up but short signal never disappeared so sold at a great price ah.
So my heart says up but my head says down. I will regret this tomorrow when it's up.
Could be a blow off top then dump, rather be safe.
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