I did. Can I give you some feedback? You're coming across as a bit of a pestering pain. Slack off. Rob
Not for me. A bit more volatility the last couple of days, but overall things are going down since the beginning of this month.
Interesting, my system has been following stocks recently (at least visually, and whenever there's a particularly good or bad day for stocks it went the same direction).. Although, YTD I'm only up about +5%..
I've just measured correlation between my system's cumulative returns and 'stocks' (I used VT ETF as a proxy) over the last year and got only 0.33, so no, I'm really just imagining that my system is following the stock market, and focusing on the daily noise too much..
Actually, a 0.33 correlation seems pretty high considering you could be long or short (perhaps you are long-term enough that your signals have been long all year) and stocks are just a small fraction of your portfolio.
OTOH, big up day today for me. No idea what's moving the needle (I rarely look at the individual instrument performances).
Not sure if anyone else besides me is using CSIData, but just in case, be forewarned that their quotes for Bitcoin futures are all messed up, whereby old data is 10x the actual price (but today's price is fine). Hopefully they fix it soon, but in the meantime I manually fixed my csv files.