The Cryptocurrency Trading Journal

Discussion in 'Journals' started by Daal, Jan 20, 2021.

  1. johnarb

    johnarb

    Re: futures, I watched a youtube video last night and put my first perp futures position.

    Nothing big, less than $1k collateral (was thinking of doing 10x the size but wtf i thought to myself, don't be a degen, dude), it was 13x leverage, liquidation price at time of entry $52,500'sh

    Was negative PnL last night, now it's positive. Will market close when btc hits $61K or if position gets liquidated

    This is a test of the WW $53K support and also the bottom of the range on-chain theory

    Something did occur to me for much later... I can do a 1-btc collateral, do a 5x leverage short on btc, and essentially lock my sell-price for 5 btc's while I sell on Coinbase and Gemini, hope I don't mess up the nuances of the trade... [hedge up to 20% downside of the btc price on entry]
     
    #271     Apr 20, 2021
  2. Daal

    Daal

    Yes, its a possibility to use the futures to lock a sale price for BTC. Especially because when this market goes insane, the blocks will be fought for tooth and nail. I wouldn't be surprised to see $200 average fees, maybe more. We already reached 2017 peak fee levels today and things haven't gone ballistic yet
    I might even decide to move coins from cold storage into exchanges weeks before I do any selling to avoid the congestion that a frenzy could create
     
    #272     Apr 20, 2021
    johnarb likes this.
  3. Daal

    Daal

    I'm building a little timing model for BTC (and crypto by extension) using a variety of different factors. Here is what it includes:

    Crypto Timing Model:

    -Price action/Trend
    -Sentiment
    -On-chain indicators
    -Futures markets
    -Gut feel

    And the signals of each one range from Green to Yellow to Red, like traffic lights:

    Breaking down each component:

    -Price action/Trend
    My historical overview of BTC tells me that the time to sell will be when it takes a significant parabolic up move that then proceeds to reverse. I went over that last week, I dont see that parabolic price action right now. The type of action I need is for BTC to double or more in 2-4 weeks in a context of other bearish indicators. What I see right now is a lot of back and forth in a context of a uptrend, strong action followed by a clearing of speculators during corrections. This is healthy price action and suggests to me a move higher
    Price action: Green light

    -Sentiment
    There are some worrying signs in terms of sentiment. Some level of contrarian indicators floating around. Time magazine (a mainstream publication) had a recent cover where they asked whether it was the "death of fiat". They are also accepting crypto for payments. But that by itself doesnt mean much. There are plenty of counter factors to it, we still havent even reached the peak in Google Trends for the term Bitcoin in 2017. Not in the US and not globally (eyeballing the chart, it looks like we are 50% of the way through). Retail participation have been high, but as I mentioned before, retail has smart money traits on this market. Kathy Perry bought before Elon Musk and Druckenmiller. So retail participation by itself doesnt mean much.

    This is an institution driven rally. I would like to see contrarian indicators at the institutional level before calling this a red light, and at the institutional level, I'm not seeing much in terms of contrarian indicators. What I see are smart money players coming in and more open minded managers buying some or making positive comments on it. I'm not seeing CLEAR dumb institutional money come in so I cant be too afraid of the current sentiment level
    Sentiment: Green to Yellow light

    -On-chain indicators
    The indicators I'm looking at (which might be different from what other people look at) are pretty much all signaling a yellow light. They are not low, but they aren't at 2017 peak levels. They are one buying orgy away from entereing 2017 peak levels but they are not there yet
    On-chain indicators: Yellow light

    -Futures markets
    In this I'm trying to see a totally crazy amount of speculation, as measure by the premium to the spot price. Recently, we reached some high levels but the correction brought that down to more resonable numbers. So whatever red light signal that was there, was cleared to a more sustainable level. I think 15% to 30% premiums in the futures exchanges (non-CME futures) is a yellow light level. Above that and things are starting to get sketchy. Above 50% in major exchanges then things are seriously in trouble. But I admit I would like more historical data on this before I can have high confidence on these levels. I plan to do that research soon
    Futures markets:
    Yellow light

    -Gut feel
    Here I just try to get a sense of what I'm feeling given all the information that I'm seeing and my past experience. In 2017 there was a decent element of gut feel from my move towards a more defensive instance on crypto on Nov/Dec 2017. Right now, I'm not getting that feeling. I'm getting the feeling that things are alright and absent some terrible government news, institutional adoption is likely to continue and prices will continue to rise, even if with a lot of back and forth

    Gut feel: Green light

    So, all in all, my model says to continue to be long and possibly add dips for underweight investors. I plan to update this from time to time to avoid rationalizing staying in the trade. If just about everything is flashing a red light but my 'gut feel' is green, its likely I'm just rationalzing the trade due greed and I need to sell most of my position. But at this point, things still look greenish

    Feedback is welcomed
     
    Last edited: Apr 21, 2021
    #273     Apr 21, 2021
    johnarb likes this.
  4. Daal

    Daal

    I found some data on the BTC futures premium

    [​IMG]
    https://cointelegraph.com/news/btc-december-futures-reach-73-500-is-everyone-flipping-ultra-bullish

    It looks to me that 10-30% is a resonable level, above 40% corrections tended to occur. Max is 49.1% but at the highs of a buying frenzy, I wouldn't rule it out that it could go even higher. This is only for OKex though

    Skew has this data but these folks wont let me register without a corporate email and I dont have it. If anyone has please subscribe to the free trial and post the data here, maybe they have data going back to the top of 2017, that would be great to see
    https://account.skew.com/register?
     
    Last edited: Apr 22, 2021
    #274     Apr 22, 2021
    johnarb likes this.
  5. johnarb

    johnarb

    Replying to myself... I was surprised to wake up that I was not liquidated but when news of Biden tax plans hit this morning, stock market went down and so did bitcoin btc

    Anyway, I thought when liquidation happens, that it wipes out all my collateral but so far what I'm seeing is partial liquidation at certain btc price points

    I've lost ~75% of collateral so far, but not completely wiped out
     
    #275     Apr 22, 2021
  6. Pekelo

    Pekelo

    I am just going to make the same point here what I did in another thread:

    You guys were so happy when big HFs started to invest in crypto. But what it actually means is that the 2 markets just got way more interconnected and one pulls the other down with it.

    Maybe 3 years ago when the market dropped, crypto didn't even notice it. Today BTC was just another high beta tech stock. That is all good while the general market keeps going up, but not on days like today.

    So we can cross out the store of value claim I guess.
     
    #276     Apr 22, 2021
  7. johnarb

    johnarb

    You're talking short term correlation. Let's not pollute this Daal's thread, I'll respond to you on the bitcoin price thread even though I was not planning to, lol
     
    #277     Apr 22, 2021
  8. Daal

    Daal

    Just swapped some of my BTC for ETH. I like how the chart is looking

    upload_2021-4-23_8-28-19.png

    Now I'm at 57% BTC, 34% ETH and 9% alts
     
    #278     Apr 23, 2021
    johnarb likes this.
  9. Daal

    Daal

    A potential addition to my BTC timing model

    [​IMG]

    The cost of insuring against losses. Complacency = bad, fear = good
     
    #279     Apr 23, 2021
    johnarb likes this.
  10. Daal

    Daal

    [​IMG]

    The March 2020 bottom saw huge amounts of buying of options
     
    #280     Apr 23, 2021
    johnarb likes this.