userque & NUGT/DUST

Thx again so much for your posting/sharing!
FYI, I "feel" long on gold + miners; bought a little S&G bullion a month ago & been in NUGT & GLD for a couple days now, moving the Stops up incrementally. Also had little chunks of positive EFTs & some corporate stocks.
TSP, I'm conservative overall now, but that said, I'm about 25% C&S, 25% F, 50%G for the meantime, about -0.5% for past 12-months but inching UP. Hope it keeps going well for us all!

You're welcome. Glad to hear your trades are doing well! ... And, let's hope the volatility continues. :)
 
UPDATED SYSTEM.


Code:
03-11-16 ENTER DUST AT 03.61                               major system update
02-29-16 ENTER NUGT AT 58.25---03-11-16 EXIT NUGT AT 61.59
02-24-16 ENTER DUST AT 04.51---02-29-16 EXIT DUST AT 04.22
02-04-16 ENTER NUGT AT 36.78---02-24-16 EXIT NUGT AT 55.95 major system update
02-02-16 ENTER DUST AT 13.05---02-04-16 EXIT DUST AT 08.77
01-26-16 ENTER TNA  AT 44.93---01-27-16 EXIT TNA  AT 44.85
01-25-16 ENTER TZA  AT 61.15---01-26-16 EXIT TZA  AT 60.51
01-20-16 ENTER TNA  AT 42.98---01-25-16 EXIT TNA  AT 44.79










_________________________________________________________________________
DISCLAIMER: Userque's trading signals are not affiliated with TSP Talk or Buy Low Sell High, Inc. The information is for educational purposes only! The information is not advice or recommendations. The information may be revised at anytime. Userque does not give investment advice. Do not act on this data. Do not buy, sell or trade any stocks, ETF's, indices, funds, or any other instruments/vehicles based on this information. Userque may trade differently than discussed or posted in this forum.
 
Completed finalizing the updates and even conducted some back-testing. The model is the most accurate yet. (As it should be. Technologies should evolve and get better.) But don't take my word for it. :)

Also, updated the TSP models as well. Actually concluded I must use two models per instrument to deal with the longer time frames of the TSP. No moves unless both models concur.

This coming weekend, I hope to have time to finish updating the long overdue charts/graphs.
 
Code:
03-14-16 ENTER NUGT AT 54.37
03-11-16 ENTER DUST AT 03.61---03-14-16 EXIT DUST AT 04.04 major system update
02-29-16 ENTER NUGT AT 58.25---03-11-16 EXIT NUGT AT 61.59
02-24-16 ENTER DUST AT 04.51---02-29-16 EXIT DUST AT 04.22
02-04-16 ENTER NUGT AT 36.78---02-24-16 EXIT NUGT AT 55.95 major system update
02-02-16 ENTER DUST AT 13.05---02-04-16 EXIT DUST AT 08.77
01-26-16 ENTER TNA  AT 44.93---01-27-16 EXIT TNA  AT 44.85
01-25-16 ENTER TZA  AT 61.15---01-26-16 EXIT TZA  AT 60.51
01-20-16 ENTER TNA  AT 42.98---01-25-16 EXIT TNA  AT 44.79










_________________________________________________________________________
DISCLAIMER: Userque's trading signals are not affiliated with TSP Talk or Buy Low Sell High, Inc. The information is for educational purposes only! The information is not advice or recommendations. The information may be revised at anytime. Userque does not give investment advice. Do not act on this data. Do not buy, sell or trade any stocks, ETF's, indices, funds, or any other instruments/vehicles based on this information. Userque may trade differently than discussed or posted in this forum
 
System updated after additional back-testing. Should now trade a little less frequently, but a little more profitably.

Code:
03-15-16 ENTER DUST AT 03.83                               minor system update
03-14-16 ENTER NUGT AT 54.37---03-15-16 EXIT NUGT AT 56.80
03-11-16 ENTER DUST AT 03.61---03-14-16 EXIT DUST AT 04.04 major system update
02-29-16 ENTER NUGT AT 58.25---03-11-16 EXIT NUGT AT 61.59
02-24-16 ENTER DUST AT 04.51---02-29-16 EXIT DUST AT 04.22
02-04-16 ENTER NUGT AT 36.78---02-24-16 EXIT NUGT AT 55.95 major system update
02-02-16 ENTER DUST AT 13.05---02-04-16 EXIT DUST AT 08.77
01-26-16 ENTER TNA  AT 44.93---01-27-16 EXIT TNA  AT 44.85
01-25-16 ENTER TZA  AT 61.15---01-26-16 EXIT TZA  AT 60.51
01-20-16 ENTER TNA  AT 42.98---01-25-16 EXIT TNA  AT 44.79










_________________________________________________________________________
DISCLAIMER: Userque's trading signals are not affiliated with TSP Talk or Buy Low Sell High, Inc. The information is for educational purposes only! The information is not advice or recommendations. The information may be revised at anytime. Userque does not give investment advice. Do not act on this data. Do not buy, sell or trade any stocks, ETF's, indices, funds, or any other instruments/vehicles based on this information. Userque may trade differently than discussed or posted in this forum
 
Holding DUST into tomorrow.

Code:
03-15-16 ENTER DUST AT 03.83                               minor system update
03-14-16 ENTER NUGT AT 54.37---03-15-16 EXIT NUGT AT 56.80
03-11-16 ENTER DUST AT 03.61---03-14-16 EXIT DUST AT 04.04 major system update
02-29-16 ENTER NUGT AT 58.25---03-11-16 EXIT NUGT AT 61.59
02-24-16 ENTER DUST AT 04.51---02-29-16 EXIT DUST AT 04.22
02-04-16 ENTER NUGT AT 36.78---02-24-16 EXIT NUGT AT 55.95 major system update
02-02-16 ENTER DUST AT 13.05---02-04-16 EXIT DUST AT 08.77
01-26-16 ENTER TNA  AT 44.93---01-27-16 EXIT TNA  AT 44.85
01-25-16 ENTER TZA  AT 61.15---01-26-16 EXIT TZA  AT 60.51
01-20-16 ENTER TNA  AT 42.98---01-25-16 EXIT TNA  AT 44.79










_________________________________________________________________________
DISCLAIMER: Userque's trading signals are not affiliated with TSP Talk or Buy Low Sell High, Inc. The information is for educational purposes only! The information is not advice or recommendations. The information may be revised at anytime. Userque does not give investment advice. Do not act on this data. Do not buy, sell or trade any stocks, ETF's, indices, funds, or any other instruments/vehicles based on this information. Userque may trade differently than discussed or posted in this forum
 
I am very curious about these methods, I have lot's of ideas, but my technical skills to implement them are very limited. Would be nice to form a monthly video-conference to cross-ck and bounce ideas off each other. I'm not sure who's open to this sort of thing but it you're interested, let me know and perhaps we could get something started with the forum members.
 
I am very curious about these methods, I have lot's of ideas, but my technical skills to implement them are very limited. Would be nice to form a monthly video-conference to cross-ck and bounce ideas off each other. I'm not sure who's open to this sort of thing but it you're interested, let me know and perhaps we could get something started with the forum members.

Ok, I can PM you this weekend sometime.
 
Found and corrected a flaw. (For those interested, even though this is water under the bridge: without the flaw, the system would have been long yesterday.)

What's interesting about the system is that, even with bad input data, it'll do it's best to trade it profitably--or it will ignore the data if it doesn't help make money. Profitably is a longer term notion; it doesn't mean that every day will be profitable, of course.

A while back, I threw everything at it (a previous version), including moon phases. Interestingly, it only used the moon data when we were in phase 3 of the moon cycle. I don't use moon data now. The current system doesn't want it. Note, I have no idea what phase 3 means. I simply downloaded the data (it included phases 1-4) and loaded it into the system.

Note too: Not making excuses. (It is what it is. That's trading. Insert other cliches here.) Most realize no system is 100%. I give this information only for those that may be following the systems progress, etc., (not necessarily, the signals.)

Signal to stay short (dust) yesterday remained the same. :)
 
Found and corrected a flaw. (For those interested, even though this is water under the bridge: without the flaw, the system would have been long yesterday.)

What's interesting about the system is that, even with bad input data, it'll do it's best to trade it profitably--or it will ignore the data if it doesn't help make money. Profitably is a longer term notion; it doesn't mean that every day will be profitable, of course.

A while back, I threw everything at it (a previous version), including moon phases. Interestingly, it only used the moon data when we were in phase 3 of the moon cycle. I don't use moon data now. The current system doesn't want it. Note, I have no idea what phase 3 means. I simply downloaded the data (it included phases 1-4) and loaded it into the system.

Note too: Not making excuses. (It is what it is. That's trading. Insert other cliches here.) Most realize no system is 100%. I give this information only for those that may be following the systems progress, etc., (not necessarily, the signals.)

Signal to stay short (dust) yesterday remained the same. :)

Moon Phase 3 is the waning gibbous. I thought everybody already knew that.
 
Holding DUST into tomorrow.

Code:
03-15-16 ENTER DUST AT 03.83                               minor system update
03-14-16 ENTER NUGT AT 54.37---03-15-16 EXIT NUGT AT 56.80
03-11-16 ENTER DUST AT 03.61---03-14-16 EXIT DUST AT 04.04 major system update
02-29-16 ENTER NUGT AT 58.25---03-11-16 EXIT NUGT AT 61.59
02-24-16 ENTER DUST AT 04.51---02-29-16 EXIT DUST AT 04.22
02-04-16 ENTER NUGT AT 36.78---02-24-16 EXIT NUGT AT 55.95 major system update
02-02-16 ENTER DUST AT 13.05---02-04-16 EXIT DUST AT 08.77
01-26-16 ENTER TNA  AT 44.93---01-27-16 EXIT TNA  AT 44.85
01-25-16 ENTER TZA  AT 61.15---01-26-16 EXIT TZA  AT 60.51
01-20-16 ENTER TNA  AT 42.98---01-25-16 EXIT TNA  AT 44.79










_________________________________________________________________________
DISCLAIMER: Userque's trading signals are not affiliated with TSP Talk or Buy Low Sell High, Inc. The information is for educational purposes only! The information is not advice or recommendations. The information may be revised at anytime. Userque does not give investment advice. Do not act on this data. Do not buy, sell or trade any stocks, ETF's, indices, funds, or any other instruments/vehicles based on this information. Userque may trade differently than discussed or posted in this forum
 
I'm sorry, I just have a hard time drinking the moon cool aid, but I do acknowledge that I cannot disprove it 100%

I did perform a crude analysis, but I was not able to fully validate the data used, and could not find a correlation worth more than flipping a coin.

Perhaps what would interest me more is if there was a way to assign systems a certain weighted value, so they don't interfere with more reliable data.
 
I'm sorry, I just have a hard time drinking the moon cool aid, but I do acknowledge that I cannot disprove it 100%

I did perform a crude analysis, but I was not able to fully validate the data used, and could not find a correlation worth more than flipping a coin.

A lot depends on how you go about it. I didn't go about it looking for a correlation per se. The system looks for patterns. A certain pattern can be made more 'accurate' when it is considered along with the month, for example. This was true with the third phase. It made the system more profitable during testing. The other phases didn't. It would be impossible to test for this sort of effect outside of the system in which it would be utilized. And of course, the system would have to be designed to perform such discriminations.

Perhaps what would interest me more is if there was a way to assign systems a certain weighted value, so they don't interfere with more reliable data.

Funny you should mention this. Figuring out how to do (something like) this was a big breakthrough for me, one part of my secret sauce. To date, I've never read about it being done how I do it, neither casually nor in academic papers. Of course, I've only looked at a tiny fraction of the available papers.

This ability allows me to throw anything at the algorithm, without any of it having a negative effect (other than computer resources/speed).

Neural networks (and other ML algos) can automatically assign weights, but they (NN's) are a very flawed mechanism for market forecasting, imo.

afk/bbl
 
I'm sorry, I just have a hard time drinking the moon cool aid, but I do acknowledge that I cannot disprove it 100%

I did perform a crude analysis, but I was not able to fully validate the data used, and could not find a correlation worth more than flipping a coin.

Perhaps what would interest me more is if there was a way to assign systems a certain weighted value, so they don't interfere with more reliable data.

I say things that may be unbelievable, but can be helpful to those that make an effort to assimilate the knowledge; or at least are willing to ask, "How can that be?"

When they are summarily dismissed, I'm ok with that; I actually prefer that. I done my civic duty towards society--so to speak. The less the retail investor knows, the more profit that can potentially land in my pockets :).

Even so, I've taken the extraordinary step to illustrate (outside of my live trades I post), in a simple manner, what I mean when I say somethings can help us trade, even when Excel barks that there is little correlation. It's outside-the-box thinking that makes extraordinary traders, imo.

Below is a sampling of GDX data, with some unknown indicator. There is a perfect "relationship" between the indicator and the data that would allow you to predict whether a day is up or down for any date, given access to all the other dates/data, (using either past or future dates for this example).

I posted what excel thinks about the correlation in the image...not much.

Can anyone figure out how one can predict with 100% accuracy as described above?

DEMO.jpg
 
Almost finished baselining. Once finished, I'll add my custom indicators to the system--to see if it uses them, and how much they improve performance, if it does use them.

Code:
03-18-16 ENTER NUGT AT 67.65
03-15-16 ENTER DUST AT 03.83---03-18-16 EXIT DUST AT 03.08 minor system update, fixed 2 bugs
03-14-16 ENTER NUGT AT 54.37---03-15-16 EXIT NUGT AT 56.80
03-11-16 ENTER DUST AT 03.61---03-14-16 EXIT DUST AT 04.04 major system update
02-29-16 ENTER NUGT AT 58.25---03-11-16 EXIT NUGT AT 61.59
02-24-16 ENTER DUST AT 04.51---02-29-16 EXIT DUST AT 04.22
02-04-16 ENTER NUGT AT 36.78---02-24-16 EXIT NUGT AT 55.95 major system update
02-02-16 ENTER DUST AT 13.05---02-04-16 EXIT DUST AT 08.77
01-26-16 ENTER TNA  AT 44.93---01-27-16 EXIT TNA  AT 44.85
01-25-16 ENTER TZA  AT 61.15---01-26-16 EXIT TZA  AT 60.51
01-20-16 ENTER TNA  AT 42.98---01-25-16 EXIT TNA  AT 44.79










_________________________________________________________________________
DISCLAIMER: Userque's trading signals are not affiliated with TSP Talk or Buy Low Sell High, Inc. The information is for educational purposes only! The information is not advice or recommendations. The information may be revised at anytime. Userque does not give investment advice. Do not act on this data. Do not buy, sell or trade any stocks, ETF's, indices, funds, or any other instruments/vehicles based on this information. Userque may trade differently than discussed or posted in this forum
 
Also finished TSP Models

Code:
03-21-16 ENTER DUST AT 03.19
03-18-16 ENTER NUGT AT 67.65---03-21-16 EXIT NUGT AT 65.20 optimized, fixed 1 bug
03-15-16 ENTER DUST AT 03.83---03-18-16 EXIT DUST AT 03.08 minor system update, fixed 2 bugs
03-14-16 ENTER NUGT AT 54.37---03-15-16 EXIT NUGT AT 56.80
03-11-16 ENTER DUST AT 03.61---03-14-16 EXIT DUST AT 04.04 major system update
02-29-16 ENTER NUGT AT 58.25---03-11-16 EXIT NUGT AT 61.59
02-24-16 ENTER DUST AT 04.51---02-29-16 EXIT DUST AT 04.22
02-04-16 ENTER NUGT AT 36.78---02-24-16 EXIT NUGT AT 55.95 major system update
02-02-16 ENTER DUST AT 13.05---02-04-16 EXIT DUST AT 08.77
01-26-16 ENTER TNA  AT 44.93---01-27-16 EXIT TNA  AT 44.85
01-25-16 ENTER TZA  AT 61.15---01-26-16 EXIT TZA  AT 60.51
01-20-16 ENTER TNA  AT 42.98---01-25-16 EXIT TNA  AT 44.79










_________________________________________________________________________
DISCLAIMER: Userque's trading signals are not affiliated with TSP Talk or Buy Low Sell High, Inc. The information is for educational purposes only! The information is not advice or recommendations. The information may be revised at anytime. Userque does not give investment advice. Do not act on this data. Do not buy, sell or trade any stocks, ETF's, indices, funds, or any other instruments/vehicles based on this information. Userque may trade differently than discussed or posted in this forum
 
Just something I ran into and thought was interesting.
NUGT Daily Gold Bull Miners 3x ETF Chart

nugt-chart-3-17-16.jpg
 
Code:
03-28-16 ENTER NUGT AT 54.25
03-21-16 ENTER DUST AT 03.19---03-28-16 EXIT DUST AT 03.60
03-18-16 ENTER NUGT AT 67.65---03-21-16 EXIT NUGT AT 65.20 optimized, fixed 1 bug
03-15-16 ENTER DUST AT 03.83---03-18-16 EXIT DUST AT 03.08 minor system update, fixed 2 bugs
03-14-16 ENTER NUGT AT 54.37---03-15-16 EXIT NUGT AT 56.80
03-11-16 ENTER DUST AT 03.61---03-14-16 EXIT DUST AT 04.04 major system update
02-29-16 ENTER NUGT AT 58.25---03-11-16 EXIT NUGT AT 61.59
02-24-16 ENTER DUST AT 04.51---02-29-16 EXIT DUST AT 04.22
02-04-16 ENTER NUGT AT 36.78---02-24-16 EXIT NUGT AT 55.95 major system update
02-02-16 ENTER DUST AT 13.05---02-04-16 EXIT DUST AT 08.77
01-26-16 ENTER TNA  AT 44.93---01-27-16 EXIT TNA  AT 44.85
01-25-16 ENTER TZA  AT 61.15---01-26-16 EXIT TZA  AT 60.51
01-20-16 ENTER TNA  AT 42.98---01-25-16 EXIT TNA  AT 44.79










____________________________________________________________________________________________________________________
DISCLAIMER: Userque's trading signals are not affiliated with TSP Talk or Buy Low Sell High, Inc. The information is for educational purposes only! The information is not advice or recommendations. The information may be revised at anytime. Userque does not give investment advice. Do not act on this data. Do not buy, sell or trade any stocks, ETF's, indices, funds, or any other instruments/vehicles based on this information. Userque may trade differently than discussed or posted in this forum
 
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