Self-checking-stock-picking-skills (II)

Discussion in 'Journals' started by themickey, Oct 8, 2017.

  1. After a reasonably previous successful sim exercise, https://www.elitetrader.com/et/threads/self-checking-stock-picking-skills.313524/ on this coming Monday open is a second attempt to improve on results.

    In the first exercise we had a stock picking win ratio of 89%
    A dollar win rate ratio of 18.74 (for every dollar lost, we made $18.75)
    Also beating the market return by 238%

    This exercise is to double the number of stocks held to 18 and doubling the time to 12 days.

    This is not to be construed as investment advice but a short term simulator exercise for training purposes.
    Stock list to follow...
     
  2. Contenders to buy on open.
    ET1A.PNG
    There are two trading systems in play here, the gold stocks are running on a different system.
    A2Milk stock is high risk as it has already run hard, but I think there is yet a bit more juice in the tank.
     
  3. truetype

    truetype

    Meaning you'll buy some but not all of them?
     
  4. Buying all.
     
    truetype likes this.
  5. ET1.PNG
     
  6. Day 2 results - 5 losers, that's the part I wish to improve on, win rate.
    Portfolio results increasing nevertheless.
    upload_2017-10-10_13-22-38.png
    *The opening price is from day 1
     
    Last edited: Oct 10, 2017
  7. Down a tad today on portfolio while XAO was up 0.6%
    ET3.PNG
     
  8. Day 4, XAO up 0.6% while gold index XGD was down 0.1%.
    Portfolio continuing up for the meantime, NST put on 5.6% today while A2M which had already run hard prior to this continues to pile on, now up 7% in 4 days.
    ET4.PNG
     
  9. Day 5, no gain or loss on portfolio today but we are lagging market 0.3% now, gold being the culprit as XGD was flat in spite of gold price rising overseas, however a strengthening Aussy dollar causing the headwind locally I suspect.

    ET5.PNG
     
    #10     Oct 13, 2017