Kevin_in_GA
4,599 posts
msg #139688
- Ignore Kevin_in_GA |
12/1/2017 9:32:00 AM
People saw the 3 new BUY signals last night. Please remember to look only at the PORTFOLIO selections, since with 30 filters it can signal more than 10 active trades.
As for me I am in the XIV trade at my max level for now so I will not be taking these signals today, even though the open is less than my current cost average. Good luck to all.
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pthomas215
1,251 posts
msg #139703
- Ignore pthomas215 |
12/1/2017 12:13:44 PM
Kevin, I am curious..on your system, were there 3 new buy signals last night on 1) XIV specifically or 2) the S&P ?
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shillllihs
6,101 posts
msg #139710
- Ignore shillllihs |
12/1/2017 1:02:26 PM
PT.,
I don't think he wants to come out right now, he says he invests over 2million in XIV.
so this is a touchy subject at the moment. Hope you understand.
Come back when he holds through all the chaos and proclaims a big win.
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Kevin_in_GA
4,599 posts
msg #139712
- Ignore Kevin_in_GA |
12/1/2017 1:36:47 PM
The buy signals are for XIV, based on filters #18, #32, and #34 in the file I sent out to folks already.
@shilllihs: Only holding 10,000 shares at $119.83 average cost. Not happy about today's price action, but I will hold these positions until the filters posted here tell me to sell. Completely transparent about this since all of the system details are included here.
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nibor100
1,099 posts
msg #139713
- Ignore nibor100 |
12/1/2017 2:11:45 PM
I get only 2 BUY signals using 11/30 XIV prices, #32 and #34.
with Holds in 7 other filters/strategies.
Ed S.
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pthomas215
1,251 posts
msg #139715
- Ignore pthomas215 |
12/1/2017 2:22:23 PM
Kevin, thank you. was just curious because the night before last if you took Snp as opposed to XIV you would have completely nailed it. so was just curious if the system was aligned with the overall market. I downloaded SS--just need to go the extra mile now. sounds like you are holding the position 60-90K down...so i would assume you have confidence in the rebound of XIV in accordance with your system.
shils, you are funny...a bit mean, but funny. we have all had our asses handed to us at times.
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nibor100
1,099 posts
msg #139716
- Ignore nibor100 |
12/1/2017 2:29:25 PM
@Kevin,
It appears that 16 of your 30 SS filters have multiple Exit criteria, with 6 of them having the StopDown (x) stop loss criteria with numbers ranging from 5% to 25%.
1. Did you assign those Stop Loss values or did SS determine their values through its iterations?
2. Is today a VIX futures contract rollover day?
Thanks,
Ed S.
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mahkoh
1,065 posts
msg #139718
- Ignore mahkoh |
12/1/2017 2:40:18 PM
"Please remember to look only at the PORTFOLIO selections, since with 30 filters it can signal more than 10 active trades."
Just to make sure: Assume you have 12 strategies in trade and thus have 10 units on. If a sell signal is generated you sell 1 unit, regardless whether this was from a signal you opened a trade upon or not. If the next day has a buy signal it will not be labelled as portfolio trade since you still have 11 signals going, yet you buy unit number 10.
Correct?
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Kevin_in_GA
4,599 posts
msg #139719
- Ignore Kevin_in_GA
modified |
12/1/2017 2:43:28 PM
@nibor - SS determined all entry and exit criteria for each system. Vix expiration is 20 Dec.
@mahkoh - I would not sell based on a signal from a different filter than the one you used to enter the trade, unless you are in the black and are looking for a reason to sell. Each system is designed to be traded independently, or cross traded with others.
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shillllihs
6,101 posts
msg #139720
- Ignore shillllihs |
12/1/2017 3:01:19 PM
It should work out for everyone. Maybe another dip to 109 then a steady run to 125.
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