Village Elder
231 posts
msg #151400
- Ignore Village Elder |
3/23/2020 10:55:16 PM
Trades for tomorrow 3/24/2020:
GOGO - Gogo Inc
OSTK - Overstock.com, Inc.
ADMA - ADMA BIOLOGICS
FSLY - Fastly Inc
CRWD - Crowdstrike Holdings Inc
NVAX - Novavax Inc
AMRX - Amneal Pharmaceuticals Inc Cl A
SVM - Silvercorp Metals Inc
I think I have enough equity to trade all of these (while still in APRN) at close to the usual $10,000 level. Just to be safe I'll play them at $8000 each.
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Village Elder
231 posts
msg #151430
- Ignore Village Elder |
3/24/2020 9:55:08 PM
GOGO - STO 2,270 shares at the open price of $3.53
Trade closed at end of the day (exit rule 2). BTC at $3.15 for a gain of $862.60 (+10.76%)
OSTK - STO 2,620 shares at the open price of $3.05
Holding until an exit signal is triggered.
ADMA - STO 2,620 shares at the open price of $3.05
Trade closed at end of the day (exit rule 2). BTC at $2.88 for a gain of $445.40 (+5.57%)
FSLY - STO 400 shares at the open price of $19.78
Trade closed at end of the day (exit rule 2). BTC at $18.68 for a gain of $440.00 (+5.56%)
CRWD - STO 2,620 shares at the open price of $3.05
Holding until an exit signal is triggered.
NVAX - STO 560 shares at the open price of $14.35
Trade closed at end of the day (exit rule 2). BTC at $12.77 for a gain of $884.80 (+11.01%)
AMRX - STO 1,970 shares at the open price of $4.07
Trade closed at end of the day (exit rule 2). BTC at $3.61 for a gain of $906.20 (+11.30%)
SVM - STO 1,950 shares at the open price of $4.11
Trade closed at end of the day (exit rule 2). BTC at $3.93 for a gain of $351.00 (+4.38%)
APRN - STO 1,060 shares at the open price of $9.40
Holding until an exit signal is triggered.
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Village Elder
231 posts
msg #151431
- Ignore Village Elder |
3/24/2020 10:01:05 PM
At this point there have been 98 closed trades, with 3 trades (APRN, OSTK, CRWD) still open. I am going to stop recording paper trades as I have hit my goal of 100 trades once these final three are closed.
I'll post the final performance of the filter when all current trades are closed. Please feel free to use this as part of your personal trading if you want - my goal was to share this with the members of the forum and to document its performance in forward trading (versus backtesting, which I place less value in due to curve fitting in most algorithms).
Best of luck to all going forward.
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Village Elder
231 posts
msg #151442
- Ignore Village Elder |
3/25/2020 12:48:02 PM
Okay - this is weird. At the moment there are 97 short filter candidates from this filter. Insane.
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Village Elder
231 posts
msg #151454
- Ignore Village Elder |
3/25/2020 8:11:53 PM
Okay - 133 candidates by the end of the day. Honestly thought this many would be impossible, but these are strange times.
Trade updates (closing out trades 99 and 100 today):
OSTK - STO 2,620 shares at the open price of $5.12
Holding until an exit signal is triggered.
CRWD - STO 150 shares at the open price of $54.92
Trade closed at end of the day (exit rule 2). BTC at $55.78 for a loss of -$129.00 (-1.57%)
APRN - STO 1,060 shares at the open price of $9.40
Trade closed at end of the day (exit rule 2). BTC at $3.93 for a loss of -$1,166.00 (-11.70%)
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Village Elder
231 posts
msg #151468
- Ignore Village Elder |
3/26/2020 12:57:27 PM
OSTK trade is still open but will probably end of at a loss of ~$1,000 or so, but here is a review of the first 100 trades, each having been recorded here for transparency.
Starting Equity: $50,000
Ending Equity: $102,350.35
ROI: $52,350.35 (104.7%)
Total Trades: 100
Winning Trades: 83
Losing Trades: 17
Win Percentage: 83%
Days since inception: 77
Doubling the initial equity in under 3 months, with no compounding.
While this system did exceptionally well by almost any standard, what is more important is how the system was presented and validated - I tried to be clear in entry and exit rules as much as possible, recorded every trade I took and why I might have excluded a few potential trades, and traded it forward in front of the forum rather than simply claiming performance without proving anything.
I'll close out the final trade tonight and want to thank those who have followed along with this thread. I would caution that this system has generated an enormous number of hits the past two days due to the bailout (preceded by the collapse), and these conditions are abnormal. Trade any system carefully (or don't trade and stay in cash) until things calm down and a new trend is established.
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Village Elder
231 posts
msg #151475
- Ignore Village Elder |
3/26/2020 4:30:37 PM
OSTK - BTC at $4.97 for a gain of $234.00 (+2.93%).
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