userque & NUGT/DUST

[userque]

06-15-15 SHORT AT OPEN

SPREADSHEET:
View attachment 34047

I'll likely post the updated spreadsheet weekly rather than daily/per-trade.

A buddy brought to my attention that those don't seem to be NUGT/DUST prices!:blink: Ha, he's right! Those are GDX prices (the 'underlying' my system uses to generate NUGT/DUST signals)!

I'll repost a corrected sheet today/tonight.

 

[userque]

CORRECTED SPREADSHEET:

 

[userque]

06-15-15 NO CHANGE AT CLOSE

DISREGARD:

In light of the SPREADSHEET evidence, I've downgraded my system to the previous version before my last 'upgrade.' Thus, a new call:

06-15-15 LONG AT CLOSE

MAINTAIN NO CHANGE AT CLOSE CALL

 

[userque]

06-16-15 LONG AT CLOSE

 

[userque]

Found another SNAFU with the spreadsheet.

Where the trades were SHORT, the spreadsheet reversed the % return. (...Since I actually don't go SHORT but instead LONG an inverse ETF...)

I will post a corrected and updated spreadsheet shortly.

EDIT: To be clearer, going forward, I'm using NUGT/DUST instead of LONG/SHORT

 

[userque]

CORRECTED AND UPDATED SPREADSHEET:

 

[userque]

Tomorrow, I may add a "Balance" column to the spreadsheet to simulate the trades against a $10,000? initial balance account at $10/trade.

NOTE: The simulation will always be fully invested. In real life, you can't buy half of a share of NUGT, for example. You would be stuck with an uninvested $4.50 in your account. This simulation, in order to Keep It Simple, will behave as though it invested that extra $4.50. So instead of buying 1000 or so shares, it would simulate buying 1000.5 shares.

I also may add metrics like an Annualized Return, etc. later:
How to Annualize a Rate of Return

EDIT:

I enter prices based upon Yahoo or Google soon after the close. Closing prices can change slightly after the closing bell. To me, the variance is no big deal and may actually simulate real world trade fill variations. Even so, I may make corrections if you post here that a closing/opening spreadsheet entry doesn't match the settled closing/opening price quote.

 

[userque]

NOTE: The simulation will always be fully invested. In real life, you can't buy half of a share of NUGT, for example. You would be stuck with an uninvested $4.50 in your account. This simulation, in order to Keep It Simple, will behave as though it invested that extra $4.50. So instead of buying 1000 or so shares, it would simulate buying 1000.5 shares.

NOTE FURTHER: That if this project lasts longer than I expect it to, I'll probably get around to fixing the above so that it behaves exactly like a real brokerage account.

 

[userque]

Upgraded Spreadsheet with Balance, Annualized Return, etc. Slapped it together rather quickly; let me know if you find a glitch, etc.:



Annualized ROR is calculated using calendar days and a 365 day year.

EDIT: I believe I have to add "+1" to the calendar-days formula. This will slightly decrease the annualized return. This change will be reflected in the next spreadsheet posting.

 

[userque]

06-17-15 NO CHANGE AT CLOSE

 

[userque]

Discovered minor glitch.

Now, the spreadsheet deducts $10 per trade; however, each transition from NUGT to DUST and vice versa requires two trades (one to exit, one to enter)...will correct for next spreadsheet posting.

 

[userque]

06-18-15 DUST AT OPEN

(Exit NUGT at OPEN as well, of course.)

 

[userque]

06-18-15 NUGT AT CLOSE

SPREADSHEET UPDATE:



May begin posting a chart later.

 

[weatherweenie]

06-18-15 NUGT AT CLOSE

SPREADSHEET UPDATE:

View attachment 34084

May begin posting a chart later.

How does a 2.75% increase in DUST result in a decrease in balance?

 

[userque]

How does a 2.75% increase in DUST result in a decrease in balance?

You lost me.

 

[Stoplight]

How does a 2.75% increase in DUST result in a decrease in balance?

Are you reading the chart wrong ? Earliest trade is at bottom ; latest is at top ! That messed me up the first time I looked at it, too ! :smile:


Stoplight...

 

[userque]

Are you reading the chart wrong ? Earliest trade is at bottom ; latest is at top ! That messed me up the first time I looked at it, too ! :smile:


Stoplight...

Thanks! Hopefully that's ww's issue...I never thought that would be a problem with the DATES logged on each line.

 

[weatherweenie]

Duh, me

Are you reading the chart wrong ? Earliest trade is at bottom ; latest is at top ! That messed me up the first time I looked at it, too ! :smile:


Stoplight...

 

[userque]

Note to Self. Self, add a START AT BOTTOM banner at the bottom of the chart.:smile:

 

[userque]

May begin posting a chart later.

By 'chart,' I mean 'line chart/graph'