All market gains since 1993 have occurred after hours

Discussion in 'Trading' started by krugman25, Apr 13, 2019.

  1. krugman25

    krugman25 Guest

    We've moved well beyond that. You could at least act like you have read beyond the first few pages.
     
    #231     Apr 20, 2019
  2. Overnight

    Overnight

    Forget after hours, how about during hours? How about both? Bull forever, but cannot predict the dips, nor a correction, so BEAR SCARE.

    Corpse of Christ. Happy Easter and shit. Love your bunny chocolates.

     
    #232     Apr 20, 2019
  3. Pekelo

    Pekelo

    I originally thought this thread was just clearly an academic discussion. I already provided the arguments why the original statement is wrong. That being said, if we change it to a practical discussion, aka can we build a profitable strategy based on this idea, now that is a different question.

    After about 20 seconds of thinking, I came to the conclusion that since everyone knows the markets have a long bias, if we think of long term (aka investment) it is highly IRRELEVANT when the market raise occurs, during sunlight or in the darkness. So it boils down to this:

    Why don't we just buy and blindly hold, instead of trying to outsmart the market????? Dollar cost averaging is the king!!!
     
    #233     Apr 20, 2019
    ironchef likes this.
  4. Overnight

    Overnight

    And that is exactly it, isn't it, Pekelo? Nobody does.

    There's a reason for that.
     
    #234     Apr 20, 2019
  5. Well thank you for the backhanded compliment.

    Maybe... we could look at the data that was presented in the thread. The overnight long winning percent was 55%. This means that any good intraday long set up traded after hours has a built in edge. If you ignore short set ups between 1800 and 09:30 NY time and focus on good long set ups you would have edge and be avoiding the overtrading that kills most traders.
     
    Last edited: Apr 20, 2019
    #235     Apr 20, 2019
    NQurious likes this.
  6. krugman25

    krugman25 Guest

    I've spent countless hours this past week building up clean data sets and running preliminary tests, for that sole purpose. All you have done is spend a few minutes flapping your gums, but please keep telling us how we should be working on building a profitable strategy.
     
    #236     Apr 20, 2019
  7. krugman25

    krugman25 Guest

    And when my test 3 filters are applied the win rate jumps to 63% with a 1.69 profit factor. Not to shabby and we haven't even really gotten started yet.
     
    #237     Apr 20, 2019
  8. krugman25

    krugman25 Guest

    I took this test to a single name stock with good liquidity and good long term beta. That stock would be CAT.

    A first pass look at the results are pretty amazing. Both tests buy 2,000 shares ($120,000 worth) in 1993. A buy and hold yielded $268,000 net profit. The second test which only bought on Friday, Monday or Tuesday, and only when the stock was either up 1.5% or down -1% over the past week, yielded $1,035,000. A massive quadrupling of the returns.

    I think this definitely warrants looking into more high volume/high beta stocks. Hopefully this takes us down a path where we can develop a market neutral strategy.

    This also warrants continuing to study the data to try and identify more trading conditions to isolate the profitable periods.

    I also added a daytime only test just for giggles. It was total trash, down $240,000.

    Buy and Hold
    CAT_Vanilla_Metrics.png

    Daytime Only (No Filters)
    CAT_DaytimeOnly.png
    CAT_DaytimeOnly_Metrics.png

    Friday, Monday, and Tuesday/>1.5% OR <-1% for last 5 trading days
    CAT_Filtered.png
    CAT_Filtered_Metrics.png
     
    #238     Apr 21, 2019
  9. Look into Larry Williams. These are exactly the types of set ups he trades. He does have stops, but they are catastrophe stops only. There are many videos on youtube about Larry. This is the type of data he based a career on.
     
    #239     Apr 21, 2019
    NQurious likes this.
  10. Bull Crap. If you actually believe that revealing your edges won't kill them, then go ahead and post them on this forum. If you have any. I won't be holding my breath.
     
    #240     May 10, 2019