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ripper's account talk
- Thread starter ripper
- Start date
Weekly update:
Year-to-date compounded performance does not include current open trades.
Aggressive Model:
YTD: +64.3%
Current position: 100% TNA @ 103.12
Conservative Model
YTD: +9.5%
Current position: 100% SPY @ 223.34
Volatility Model:
YTD (Beginning 7/5): +53.6%
Current position: 100% XIV @ 49.59
Year-to-date compounded performance does not include current open trades.
Aggressive Model:
YTD: +64.3%
Current position: 100% TNA @ 103.12
Conservative Model
YTD: +9.5%
Current position: 100% SPY @ 223.34
Volatility Model:
YTD (Beginning 7/5): +53.6%
Current position: 100% XIV @ 49.59
Weekly Update and Year-End Review
To give a more accurate depiction of each model's performance in 2016, I used closing prices on 12/30 as selling prices on current open trades and I'll use those same prices as purchasing prices going into 2017. The performance numbers listed below are compounded.
Aggressive Model
YTD: +62.2%
Current position: 50% TZA @ 19.85
Conservative Model
YTD: +10.4%
Current position: 100% SH @ 36.54
Volatility Model:
YTD (Beginning 7/5): +48.0%
Current position: Cash
I'm glad I decided to begin posting this a year ago. In the past, I had the bad habit of often following systems until they did poorly and/or I lost interest. Posting on here made me committed to following these daily. I plan on continuing posting positions on here for a while, but I'm not committed to doing this for another entire year. Overall, I was satisfied with the returns for the models.
Aggressive Model
I had a goal for this model of a gain of 50% for the year. The model actually achieved this in about the first six months, followed by a smaller gain in the second half of the year. The main reason for this was that I was able to monitor markets during the day the first six months. After that, I had some changes to my routine that didn't allow that and I mainly had to trade off of closing prices. Despite that, I have a goal of a gain of 50% again for this model in 2017.
Conservative Model
My goal for the year for this model was a gain of 20%, of which it fell short. Part of the reason was that I made several errors that went against the system. I feel confident that it will achieve a 20% gain in 2017.
Volatility Model.
Since I started posting it early in July, my goal for the year for this model was a gain of 50% and it came up a bit short. I had back-tested this model for 18 months prior to July and it showed an average gain of about 10%/month. I think it's capable of doubling in 2017 with a 100% return. It's a pretty lofty goal...time will tell.
To give a more accurate depiction of each model's performance in 2016, I used closing prices on 12/30 as selling prices on current open trades and I'll use those same prices as purchasing prices going into 2017. The performance numbers listed below are compounded.
Aggressive Model
YTD: +62.2%
Current position: 50% TZA @ 19.85
Conservative Model
YTD: +10.4%
Current position: 100% SH @ 36.54
Volatility Model:
YTD (Beginning 7/5): +48.0%
Current position: Cash
I'm glad I decided to begin posting this a year ago. In the past, I had the bad habit of often following systems until they did poorly and/or I lost interest. Posting on here made me committed to following these daily. I plan on continuing posting positions on here for a while, but I'm not committed to doing this for another entire year. Overall, I was satisfied with the returns for the models.
Aggressive Model
I had a goal for this model of a gain of 50% for the year. The model actually achieved this in about the first six months, followed by a smaller gain in the second half of the year. The main reason for this was that I was able to monitor markets during the day the first six months. After that, I had some changes to my routine that didn't allow that and I mainly had to trade off of closing prices. Despite that, I have a goal of a gain of 50% again for this model in 2017.
Conservative Model
My goal for the year for this model was a gain of 20%, of which it fell short. Part of the reason was that I made several errors that went against the system. I feel confident that it will achieve a 20% gain in 2017.
Volatility Model.
Since I started posting it early in July, my goal for the year for this model was a gain of 50% and it came up a bit short. I had back-tested this model for 18 months prior to July and it showed an average gain of about 10%/month. I think it's capable of doubling in 2017 with a 100% return. It's a pretty lofty goal...time will tell.
Good question. I actually decided last week to trade this system in the AutoTracker for 2017, so I guess we'll find out.
There are some drawbacks. As a swing trade, it changes on an average change of every one to two weeks...although sometimes longer, sometimes shorter. So there is a chance that some trades will be missed in the TSP due to the limit on IFT's. Also, it could suffer due to the delay in being able to make a transfer in TSP. For example, I was in the S Fund last week until the model switched to a sell on Thursday. I made an IFT to G/F then, but it wasn't effective until COB on Friday and had to endure Friday's S Fund loss.
I'm not trading this system with my TSP, but I will trade it on the AutoTracker for a year and see how it performs.
These are incorrect due to miscalculations on Friday.
There should have been no position changes. I will post the current positions later today in the weekly update.
Weekly update:
As I posted earlier, I'm adding a TSP model for this year. I'll be tracking it under my account in the AutoTracker. The model has been fairly successful in determining short-term trends, but I have some reservations regarding how it will do in the TSP due to the limited trades and the delay in transfers. I'm not following it with my personal TSP.
Aggressive Model trades only TNA/TZA.
Conservative Model trades only SPY/SH.
Volatility Model trades only XIV/VXX.
Models will hold a 50% or 100% position or be in cash.
All returns are compounded.
Performance does not include current open trades.
Agressive Model
2016 Return: +62.2%
Year-to-date: -1.7%
Current Position: 50% TZA @ 18.58
Conservative Model
2016 Return: +10.4%
Year-to-date: -0.3%
Current position: 100% SH @ 36.31
Volatility Model
2016 Return (6 months): +48.0%
Year-to-date: +5.1%
Current position: Cash
TSP Model
Year-to-date: 0%
Current postion: 50% F/50% G
As I posted earlier, I'm adding a TSP model for this year. I'll be tracking it under my account in the AutoTracker. The model has been fairly successful in determining short-term trends, but I have some reservations regarding how it will do in the TSP due to the limited trades and the delay in transfers. I'm not following it with my personal TSP.
Aggressive Model trades only TNA/TZA.
Conservative Model trades only SPY/SH.
Volatility Model trades only XIV/VXX.
Models will hold a 50% or 100% position or be in cash.
All returns are compounded.
Performance does not include current open trades.
Agressive Model
2016 Return: +62.2%
Year-to-date: -1.7%
Current Position: 50% TZA @ 18.58
Conservative Model
2016 Return: +10.4%
Year-to-date: -0.3%
Current position: 100% SH @ 36.31
Volatility Model
2016 Return (6 months): +48.0%
Year-to-date: +5.1%
Current position: Cash
TSP Model
Year-to-date: 0%
Current postion: 50% F/50% G
Weekly update:
Aggressive Model trades only TNA/TZA.
Conservative Model trades only SPY/SH.
Volatility Model trades only XIV/VXX.
Models will hold a 50% or 100% position or be in cash.
All returns are compounded.
Performance does not include current open trades.
Agressive Model
2016 Return: +62.2%
Year-to-date: -1.3%
Current Position: 50% TZA @ 19.10
Conservative Model
2016 Return: +10.4%
Year-to-date: -0.3%
Current position: 100% SH @ 36.31
Volatility Model
2016 Return (6 months): +48.0%
Year-to-date: +5.3%
Current position: Cash
TSP Model
Year-to-date: 0%
Current postion (since COB 12/30): 50% F/50% G
Aggressive Model trades only TNA/TZA.
Conservative Model trades only SPY/SH.
Volatility Model trades only XIV/VXX.
Models will hold a 50% or 100% position or be in cash.
All returns are compounded.
Performance does not include current open trades.
Agressive Model
2016 Return: +62.2%
Year-to-date: -1.3%
Current Position: 50% TZA @ 19.10
Conservative Model
2016 Return: +10.4%
Year-to-date: -0.3%
Current position: 100% SH @ 36.31
Volatility Model
2016 Return (6 months): +48.0%
Year-to-date: +5.3%
Current position: Cash
TSP Model
Year-to-date: 0%
Current postion (since COB 12/30): 50% F/50% G
Weekly update:
Aggressive Model trades only TNA/TZA.
Conservative Model trades only SPY/SH.
Volatility Model trades only XIV/VXX.
Models will hold a 50% or 100% position or be in cash.
All returns are compounded.
Performance does not include current open trades.
Agressive Model
2016 Return: +62.2%
Year-to-date: +1.1%%
Current Position: Cash
Conservative Model
2016 Return: +10.4%
Year-to-date: -0.5%
Current position: 50% SH @ 36.31
Volatility Model
2016 Return (6 months): +48.0%
Year-to-date: +4.9%
Current position: 100% XIV @ 55.10
TSP Model
Year-to-date: 0%
Current postion (since COB 12/30): 50% F/50% G
Aggressive Model trades only TNA/TZA.
Conservative Model trades only SPY/SH.
Volatility Model trades only XIV/VXX.
Models will hold a 50% or 100% position or be in cash.
All returns are compounded.
Performance does not include current open trades.
Agressive Model
2016 Return: +62.2%
Year-to-date: +1.1%%
Current Position: Cash
Conservative Model
2016 Return: +10.4%
Year-to-date: -0.5%
Current position: 50% SH @ 36.31
Volatility Model
2016 Return (6 months): +48.0%
Year-to-date: +4.9%
Current position: 100% XIV @ 55.10
TSP Model
Year-to-date: 0%
Current postion (since COB 12/30): 50% F/50% G
