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syswizard
Registered: Jun 2004
Posts: 3612 |
08-15-10 08:06 PM
Got it.
For diversification, why not add :
1) an automated Forex futures strategy
2) an interest-rate related strategy using TLT etf for example or TBond futures.
3) a commodity strategy using USO etf or crude (CL) futures or natty gas (NG) futures
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Engine99
Registered: Jul 2007
Posts: 266 |
08-20-10 07:16 PM
Results will be delayed this week. Leaving for a short family trip and leaving the laptop @ home. If the SPYs close down more than 70 cents I'll finish this week red, right now I'm still slightly green. Yesterday my systems went wild and the day was a disaster. I'm looking to get away from poker tables, stock quotes and anything else that would stimulate compulsive behavior.
Have a good weekend, I hope to post my results by Sunday night.
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Engine99
Registered: Jul 2007
Posts: 266 |
08-22-10 10:39 PM
I had an awesome weekend. Got back this afternoon from a family camping trip full of fun activities (and the right amount of dirt). Didn't think about the markets at all except when we left on Friday and I was still happy that I was saved by the bell.
Overall this was a decent trading week, except for Thursday. I finished up 1k5 while the S&P 500 was down 1100 bucks. I'm happy with these results but it could have been better considering I wasn't on the road this week.
I started messing around with weekly options, so I've a new strategy (S11) which is S10 except for weekly expiration cycles. This is mini small right now, since the fills on these weekly is somewhat bad and the delta/gamma risk is huge.
I'm disappointed with my S70 performance. That system backtested so well, however several weeks into this it's just showing losses. I'll give it another month but I'll have to look into the execution and how it matches the backtesting.
I'll be on the road in Texas next week, leaving my systems on auto-pilot. I'm hoping to load up on some more S2 trades but with the earnings season winding down that's not very likely. Anyway, for anyone following this, enjoy the rest of the weekend.
Here are the results in detail
S1: -584
S2: 3832
S10: 6084
S12: -63
S70: -356
S11: -4
Weekly Performance:
1578
S&P 500 Weekly Performance:
-1126
Overall Performance since launch:
9333
S&P 500 Performance since launch:
-2523
Risk Free Checking Account Performance since launch:
308
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Engine99
Registered: Jul 2007
Posts: 266 |
08-28-10 01:20 AM
What a lucky idiot I am. Friday saved my week. Overall Up 700 bucks (really lucky). Here are the daily results: Mon +314, Tue -2883, Wed +997, Thur -681, Fri +3007. I've had to make some accounting changes after hours on Friday. I'm basically adding 20k into my trading account, so I'll use Friday's S&P 500 SPY close as the reference (even though the funds won't be available for trading until mid next week). Now the S&P 500 reference is up to 1482 shares. That's what I'll measure against. Next week's results will reflect that addition. As far as my trading goes, it was pretty quiet except Tuesday (when I flew to Texas) and Friday (when I was back home). I made some small S1 trades and they worked well. S2 added a little bit of time decay on it's positions. S10 kicked butt on Friday after that big SPY move. S12 did ok, after the system reversed the VZ position and went slightly long. S70 still sucks, I'm not sure what the issue here is. I'm debating whether or not to continue that strategy after the September expiration. S11 (S10 based on weekly options) is down but down much less than it was on Tuesday. It triggered all stops on Tuesday and started fresh this Thursday. I also did ok at the online poker tables this week, cashed in almost every 6 handed no limit game I played. Feeling good as I head into the weekend. I'll be in Seattle next week, so systems are on auto-pilot again and I hope to continue my current run. For all the followers, have a good weekend and enjoy some relaxation time.
Here are the results in detail
S1: -281
S2: 3972
S10: 9165
S12: -36
S70: -358
S11: -98
Weekly Performance:
754
S&P 500 Weekly Performance:
-1618
Overall Performance since launch:
10087
S&P 500 Performance since launch:
-4285
Risk Free Checking Account Performance since launch:
337
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syswizard
Registered: Jun 2004
Posts: 3612 |
08-28-10 01:54 AM
Quote from Engine99:
S70 still sucks, I'm not sure what the issue here is. I'm debating whether or not to continue that strategy after the September expiration.
S70: Equity Options Strategy, hold time 1 month. Based on a single technical indicator, it's a coin flip that benefits from theta and delta changes.
Based on the above description, I'd say it's a Las Vegas strategy-at-best. Get out Get out GET OUT.
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