2021: Bringing some fresh analysis by spring's end: 1. Hopefully, I can finish my prefered indicators subpages, if not most of them. 2. The Fall 2018 test was too good to not follow up and do some more QA with live real-time trading. After much review (bottom of this page), the Alignment trades will be abandoned as they barely beat the S&P buy and hold market. The other two, Value in the Trend & Oscillation Trades, will be tested in new market conditions and with new instruments. The goal is to find 2 systems that work in any liquid market, one for trending charts and one for less trendy charts. Being in the game for both at all times is the hedge. 2020: Though I didn't do much in the way of quantitative analysis, I did spend a lot of time with market research. This past year I dedicated my efforts to the automation of trading with response to changing market conditions. Taking what I have learned in years of QA, I am simply making the computer faster than I am at the implementation of the plan I based on the data.
SUMMER 2019: Summer Daily Fisher Transform Trades ~ Current QA
PRE-SUMMER 2019: Getting prepped on this page for a test using FISHER TRANSFORM to setup SWING TRADING. The test is based on weighing FT signals versus others depending on the value at which they begin in the indicator.
EARLY 2019: Look to the Head Blog for posts on the Late Winter Test on Hedging.
DECEMBER 2018: Look for posts in the Head Blog about what went well and what could improve with the Fall 2018 test. More below:
Below is the raw data statistics that I use to create the analysis. Also, below the information here is the pic archive and a place for comments. ~B3
FALL 2018 – FINAL RESULTS – NO FILTERS
|POST TIME||10/16/2018 16:21||LONG||SHORT||ALIGNMENT||VALUE-TREND||OSCILLATION|
|Return on Inv Cap||4.69%||0.91%||9.98%||2.81%||4.21%||7.08%|
|TOTAL CALENDAR DAYS||74|
|AVG DAYS IN TRADE||12.8||14.1||11.4||8.8||23.9||7.7|
|AVG LEFT ON TABLE||-1.37%||-1.36%||-1.39%||-1.29%||-1.52%||-1.32%|
This post contains the latest developments in the quantitative analysis of a select few of the strategies I like to use. The logic of which can be found in my EOD method. The results that are displayed include a combination of the TEST’s realized and unrealized profit & loss. The quantitative test will benefit my choice making, as I NEVER take every signal. I look at all signals and decide where the money is flowing and surf it like the waves. My hope is to let this analysis of my strategies speak for itself in real time. I will crunch all the data as we go, good or bad. I have NO money invested in these plays! I started the blog to show people how a real systems analysis can not only help understand trading in general, but hopefully I can quantify and show the setups that are more powerful and why. This process as it pertains to this website is still very young; and its benefit will be proportional to the amount of data collected.
ARCHIVE SHOWING THE ENTRIES ON THEIR DAYS (TIME-STAMPED)