userque & NUGT/DUST

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Update:

I've posted the back-test results. The only thing left to do it to continue trading going forward. The autotracker and my trade logs (and charts/graphs etc. once I update them) here will bear witness to the back-test results. (Current Model Operational since 02-04-2016).

Tested Python vs. Excel VBA regarding speed. No question, Python is faster. (C, C++, Java would be even faster...first things first). Acquired PyCharm Pro for my IDE and I'm currently assimilating the Python language. Excel is good for prototyping. Python is also good for prototyping, but it's faster in executing code, but maybe slower in creating the first running prototype. However, after the prototype is created, I believe major modifications would be easier in Python than Excel.

With each trading signal of the GDX model that is executed, I will also record the option chain quotes (OTM, ATM, and ITM). I will later analyze this data to compare trading NUGT/DUST vs. buying options on GDX. I suspect that the already high projected returns will be even higher using options. The analysis will also reveal which options are best to trade. If you have a system that works, I believe options are extremely powerful profit makers.

I still have yet to do the boring (to me) stop-loss study.
 
Meant to mention that the SP500 backtest results only showed how the system would have done only trading the C-Fund. It didn't include any F-fund trades. IOW, the returns would be even better if I add the AGG model trades.
 
The system can trade more frequently, or less so, depends on what it thinks the market is doing.


The trades on 02-04-16 are the first trades I made with the current system.

Code: 
02-24-16 ENTER DUST AT 04.51
02-04-16 ENTER NUGT AT 36.78---02-24-16 EXIT NUGT AT 55.95
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.
 
dang! NUGT has been on quite a run the past month. nice trade.

Did you ever enter TZA? or are you waiting for the next TNA signal to 'start'?
 
k0nkuzh0n said:
dang! NUGT has been on quite a run the past month. nice trade.

Did you ever enter TZA? or are you waiting for the next TNA signal to 'start'?
Click to expand...

Thanks,

I traded TNA/TZA as it's listed in the CODE box. All those trades were closed a while ago.

I traded those while I rebuilt/built the GDX model/backtester. Once I saw, via backtesting, that the model could handle the volatility of NUGT/DUST AND was more profitable by a HUGE margin when compared to TNA/TZA; I started back to trading NUGT/DUST.
 
I guess my real question was what is the current status of your system as it relates to the SP500, or small caps, or TSP, or whatever you want to call it. TNA/TZA being basically 3x the S-fund, I would assume the signals would be the same.

Are you not using your system to trade your TSP?
 
k0nkuzh0n said:
I guess my real question was what is the current status of your system as it relates to the SP500, or small caps, or TSP, or whatever you want to call it. TNA/TZA being basically 3x the S-fund, I would assume the signals would be the same.

Are you not using your system to trade your TSP?
Click to expand...

Yes. Same system, just loaded with different data. It can trade anything I load into it.

Once I finished the GDX model, I simply copied it and loaded one copy with SP500; and another with AGG. I don't trade TNA/TZA because my tests show NUGT/DUST is much more profitable with this model, but if I were to, I would simply use the SP500 signals due to the very high correlation...as you figured.
 
k0nkuzh0n said:
I guess my real question was what is the current status of your system as it relates to the SP500, or small caps, or TSP, or whatever you want to call it. TNA/TZA being basically 3x the S-fund, I would assume the signals would be the same.

Are you not using your system to trade your TSP?
Click to expand...

By status, if you mean is it long/short? Right now, it's dormant. Once I went to G-fund. I don't have to deal with updating it again until this weekend...like I'm on vacation from it. :)

So I really don't know where it stands right now.
 
Q, Looks like we are back in sync, I also got into Dust yesterday. Looking for a ramp up in the dollar, Please let me know if your system triggers a sell.

userque said:
The system can trade more frequently, or less so, depends on what it thinks the market is doing.


The trades on 02-04-16 are the first trades I made with the current system.

Code: 
02-24-16 ENTER DUST AT 04.51
02-04-16 ENTER NUGT AT 36.78---02-24-16 EXIT NUGT AT 55.95
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.
Click to expand...
 
May be a quick trade.


Code: 
02-29-16 ENTER NUGT AT 58.25
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*
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
*The trades on 02-04-16 are the first trades I made with the current system.









_________________________________________________________________________
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.
 
Last edited:
I was amazed Q. Thought you might enjoy that. I'm thinking the home domestic model will be ready in about 24 months based on what I'm seeing. Who knows, the military version is probably all ready to go...

FS
 
FogSailing said:
I was amazed Q. Thought you might enjoy that. I'm thinking the home domestic model will be ready in about 24 months based on what I'm seeing. Who knows, the military version is probably all ready to go...

FS
Click to expand...

Right! you'll have to worry about your robot being hacked...and not just your computer.

Also, there's a BBC series I watch about such things called Humans. Here's the first episode:

Humans.S01E01.1080p.HDTV.x264-SNEAkY

Imdb: Humans (TV Series 2015
 
Found a flaw in the system this past weekend. It also affected the recent back-testing results I posted.

I corrected the flaw and realized (after additional back-testing) that the system would have to be re-calibrated frequently (daily or weekly) for a proper back-test. This made me further realized that it should concentrate only on recent history.

Since this weekend, I've been upgrading and thoroughly testing the algorithm. It now crunches daily, but it doesn't take nearly as long as before because it is crunching "much less" data (only recent data).

A byproduct of it hopefully being more accurate, is that it trades more frequently now.
 
Actually, even though we're up nicely today (GDX) at the time of this post. The new system would have been short already before the open; and is calling for a big drop today; and would've gone long at today's close.

I'm long now, and will just hold...then re-evaluate circa today's close. I'll post if I trade.

EDIT: Well, it doesn't call Big drops or Little drops (I cheated and peeked under the hood)...it just gives signals. It's not optimized to forecast the size of drops. :)
 
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!
 
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