ripper's account talk

[ripper]

Posting this for tracking purposes:

At the close on Friday:

Sold SPY @ 210.07
Bought 100% SH @ 19.92

 

[ripper]

At the close:

Sold 50% TZA @ 37.14

 

[ripper]

Sold TZA @ 37.61
Bought 100% TNA @ 62.91

 

[ripper]

Sold SH @ 20.09

Moving to Cash for a bit.

 

[ripper]

Sold 50% TNA @ 64.28

 

[ripper]

Sold TNA @ 63.48
Bought 100% TZA @ 37.30

 

[ripper]

Sold 50% TZA @ 38.92

 

[ripper]

Sold TZA 38.02

 

[ripper]

At the close:

Bought 100% TZA @ 37.80

 

[ripper]

Weekly update:

Year-to-date performance does not include current open trades.

Aggressive Model:
YTD: +28.3
Current position: 100% TZA @ 37.80

Conservative Model:
YTD: +10.7%
Current position: Cash

Had a pretty good week. Decided to move to cash for a bit due the volatility from the FOMC and quad-witching Friday.
My conservative model moved to a Sell at the close on Friday, so I'll probably buy SH at the open tomorrow if the market appears to be relatively flat or gapping up. If it opens significantly down, I'll remain in Cash.

 

[ripper]

Bought 100% SH @ 19.89

 

[ripper]

At the close:

Sold TZA @ 36.55
Bought 100% TNA @ 64.52

 

[ripper]

I found this interesting regarding days when SPY has gapped up over 1%, such as today:

SPY has gapped up more than 1% 29 times since 1/3/12.
The following day, it has been up 23 times and down 6 for an average return of +0.52%.
One week later, it has been up 23 times and down 6 for an average return of +1.20%
One month later, it's been up 22 times and down 7 for an average return of +2.27%
Three months later, it's been up 24 times and down 5 for an average return of +5.09%

 

[ripper]

Sold SH @ 20.01

Cash for now

 

[ripper]

Bought 100% SPY @ 208.45

 

[ripper]

I found this interesting regarding days when SPY has gapped up over 1%, such as today:

SPY has gapped up more than 1% 29 times since 1/3/12.
The following day, it has been up 23 times and down 6 for an average return of +0.52%.
One week later, it has been up 23 times and down 6 for an average return of +1.20%
One month later, it's been up 22 times and down 7 for an average return of +2.27%
Three months later, it's been up 24 times and down 5 for an average return of +5.09%

Now up 24 times out of 30. But today's return was a bit below average at +0.28%.
When I saw this yesterday, I bought some UPRO at the close and put in an order to sell it at today's close. Had a profit of +0.84%, although it was almost twice as high at one point during the session.
It will be interesting to see if it matches its average return for one week, although that could be greatly influenced by the Brexit vote.

 

[ripper]

Sold TNA @ 64.24
Bought 50% TZA @ 36.75

 

[ripper]

Bought 50% TZA @ 37.64

 

[ripper]

Bought 50% TZA @ 37.64

Now 100% TZA @ 37.20

 

[ripper]

At the close:

Sold 50% TZA @ 39.02