nibor100
1,099 posts
msg #141329
- Ignore nibor100 |
1/24/2018 2:25:23 PM
@tennisplayer2,
I have no clue on individually re-optimizing the 30 filters using SS, and I wouldn't be in a rush to do so as it might lead to a form of curve fitting.
My impression was that K of G initially used SS to come up with his system of 40 filters and that he whittled it down to 30 filters by removing some of the filters that weren't producing (my word).
I don't think he ran a specific SS procedure to come up with the current group of 30 filters. I believe he did backtest this group of 30 filters using SS before revealing it to us.
My new signals from last night are 2 Buys #23, 27 and 1 Sell #31 with 2 Holds #19, 15.
My signals from 1/22 were 5 Sells #23, 34, 33, 40, 35 with 3 Holds #19, 15, 31.
My signals from last Friday were 1 Buy #23 and 3 Sells #20, 23 and 38, with 7 Holds #34, 40, 35, 19,15,31 and 33.
Ed S.
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tennisplayer2
210 posts
msg #141343
- Ignore tennisplayer2 |
1/24/2018 9:03:28 PM
Ed, thanks for reply. Kevin used data from 1/1/2013 to 6/1/2017 to come up with these filters. I was wondering if we can run XIV using more current data. Thanks
Signals for 1/24/2018
Buy 23, 30, 34, 35
Sell 23
Hold 15,19, 27
The way I would play this is to continue to hold 23 and the 3 others, buy 4 more units in the morning.
Have a blessed evening.
Eugene
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ferndave
65 posts
msg #141345
- Ignore ferndave |
1/24/2018 9:57:09 PM
I also have no idea how to update these filters. Kevin made them from four OneClicks with a size of 10. He combined and whittled them down to 30 filters. Without the actual OneClick setups, we'd be throwing darts trying to recreate them in order to re-run them with newer dates.
My signals went nuts tonight:
Buy: 3, 23, 30, 31, 33, 34, 35
Sell: 23
Hold: 15, 19, 27
That's a total of 11. Must be the Allow Same-Symbol Re-Entry and the ever popular #23.
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c1916
77 posts
msg #141384
- Ignore c1916 |
1/25/2018 4:08:46 PM
Was able to scalp just over $1.00/share on XIV today thanks to the signals that came up last night. However, I was not willing to hold overnight. I know enough not to play this game by "feel" but something "feels" wrong about tomorrow, so taking this little profit is sufficient for today.
Did, however, want to add my appreciation to those of you that continue to post the results of Kevin's SS filters. Many thanks.
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tennisplayer2
210 posts
msg #141395
- Ignore tennisplayer2 |
1/25/2018 6:38:16 PM
Wow, three more buys tonight.
Signal for 1/25/2018
Buy 1, 18, 25
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emwalker
35 posts
msg #141423
- Ignore emwalker
modified |
1/26/2018 3:46:06 PM
Has anyone noticed that the market has been crushing it, while XIV is doing nothing? I keep looking at SPXL, and debating if that's where the trade should be, not XIV. Over the last month, SPXL is up 22% while XIV is up 1%.
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Cheese
1,374 posts
msg #141427
- Ignore Cheese
modified |
1/26/2018 8:16:36 PM
A few people commented on Twitter about the disconnect between XIV and SPY (or UPRO),
as well as between XIV and SVXY. In the past few days, SVXY was priced more fairly,
while Credit Suisse allowed XIV to trade at over 2% premium.
Earlier this morning Jan 26, 2018 some scalpers pushed that premium to over 4.4%.
That premium then came off subsequently.
Apparently, there were also some tax considerations as well,
Also, some people bought protection for over the weekend as stock prices increased.
Looking at XIV charts and filters by davesaint86 and MacTheRiverRat, it would appear that
XIV is now resting on support of lower bollinger band(18,2).and Guppy investors group mMAs.
What do I know. LOL,
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pthomas215
1,251 posts
msg #141428
- Ignore pthomas215 |
1/26/2018 9:30:39 PM
Well, I think XIV has a total of 75% correlation with the S&P really, due to contango and backwardation issues. I use SSO, although i didnt reap the benefits today unfortunately. If you remember when Kevin went long on XIV the last time he ate 10 bucks or so initially and then it went on a run. I would think waiting until the price rests on the MA50 would be a buy signal.
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Cheese
1,374 posts
msg #141429
- Ignore Cheese |
1/26/2018 9:49:05 PM
okay, thanks pthomas215
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pthomas215
1,251 posts
msg #141430
- Ignore pthomas215 |
1/26/2018 10:14:50 PM
youre welcome.
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