Kevin_in_GA 4,599 posts msg #139154 - Ignore Kevin_in_GA |
11/8/2017 11:45:54 AM
Good estimate - it got to 10.27 before reversing.
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Kevin_in_GA 4,599 posts msg #139158 - Ignore Kevin_in_GA |
11/8/2017 1:35:32 PM
Just in case - I have a limit order to sell all XIV shares at 114. No need to get greedy on XIV at the moment, since there is a lot of uncertainty around things like NK, tax reform, etc. Better to take profits when offered and jump back in clean at the next set of signals.
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gmg733 788 posts msg #139159 - Ignore gmg733 |
11/8/2017 2:12:06 PM
/CL seem like the computers ran buy stops about mid day today. Might be a time to short it.
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Kevin_in_GA 4,599 posts msg #139162 - Ignore Kevin_in_GA |
11/8/2017 3:27:58 PM
11/6/2017 8:23:24 AM
Out of my TVIX position at $8.31 in PM for a quick gain of $202 after commissions (+1.3% gain). Will be buying XIV based on my system signals over the weekend so no need to hold this one any longer.
I bought 4000 shares of XIV at the open yesterday at $112.81 based on XIV system signals over the weekend. Actually should have bought 5000 as I missed one NN BUY signal in my counting. Last night I got 3 SELL signals, but 1 new BUY signal from the NN system. Net change therefore should be 1 SELL to account for the missed BUY signal yesterday.
Sold 1000 shares of XIV at $113.82 for a gain of $997 after commissions. Still holding 3000 shares at $112.81.
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11/7/2017 12:25:34 PM
Added 2000 shares of XIV at $111.50. Now holding 5000 shares at $112.29.
Not sure what is driving this intraday spike in the ^VIX, but mean reversion is highly likely.
+++++++++++
11/8/2017 9:30:41 AM
Based on last nights 6 new BUY signals from my SS multisystem, I added another 4000 shares of XIV this morning at $112.30. Now at 9000 shares of XIV at an average cost of $112.30.
Sold 9,000 shares at $114.00 for a gain of $15,293 after commissions.
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johnpaulca 12,036 posts msg #139167 - Ignore johnpaulca |
11/8/2017 4:13:38 PM
Fantastic system you have their Kevin.
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Kevin_in_GA 4,599 posts msg #139168 - Ignore Kevin_in_GA |
11/8/2017 4:42:20 PM
It's even better if I actually followed it in terms of exit signals.
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johnpaulca 12,036 posts msg #139169 - Ignore johnpaulca |
11/8/2017 4:51:26 PM
it must have a killer equity curve, would love to see it sometime. You can use TinyPic to post...cheers!!
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Kevin_in_GA 4,599 posts msg #139171 - Ignore Kevin_in_GA |
11/8/2017 7:19:13 PM
Here you go - XIV Buy and Hold is in red. Period is 1/1/2013 through 11/1/2017.
Like I said, it is very hard to beat a simple buy and hold on XIV in terms of ROI, but this system does almost as well with a much smoother equity curve and high Sharpe Ratio.
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SAFeTRADE 647 posts msg #139172 - Ignore SAFeTRADE |
11/8/2017 10:47:32 PM
Kevin, it appears you are using a volatility stop. I don't know if that is determining the entry
but they look like they could be. I use an atr(10) * 1.5. That line looks somewhat akin to
that line on the chart. Excellent work!
C.J.
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johnpaulca 12,036 posts msg #139173 - Ignore johnpaulca |
11/8/2017 10:48:46 PM
a work of art, it should be framed an displayed at the traders museum (:
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