Kevin_in_GA
4,599 posts
msg #115875
- Ignore Kevin_in_GA |
10/14/2013 9:17:53 AM
Actually the exit signal triggered on Friday, so anyone following this should exit at the open today.
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marine2
963 posts
msg #115917
- Ignore marine2 |
10/15/2013 12:23:31 AM
Yeah, the SPY shows it's pretty frothy and shows signs it very well could go down as far as on a short term basis. I think I will sit out until further positive developements on the Washington debt limit crisis. I like to trade and invest when saner heads prevail in governing how our economic environment should be. Good luck and be careful.
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amtmail
34 posts
msg #116854
- Ignore amtmail |
11/19/2013 1:23:26 AM
Kevin do you still trading this filter ?
can i use UPRO instead on SPY
how can do back test for this filter ?
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Kevin_in_GA
4,599 posts
msg #116855
- Ignore Kevin_in_GA |
11/19/2013 7:23:24 AM
Kevin do you still trading this filter ?
can i use UPRO instead on SPY
how can do back test for this filter ?
1. Not at the moment. I am trading from either my Pangolin systems and/or the occasional "Connors pullback" trade. Just personal preference.
2. You can try but the system was designed to use the ^SPX as its signal generator. No promises that it will provide superior results just because you are trying to use leverage. That is often a double-edged sword.
3. I provided 5+ years of backtest data in the first post, and you can see how it traded forward from then simply by reading the next 30 pages or so of this thread. Or subscribe to Stratasearch and use it's backtesting - I provided all of the Stratasearch code for every divergence filter set here as well.
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adwalsh858
2 posts
msg #122008
- Ignore adwalsh858 |
11/18/2014 2:10:39 AM
Hi Kevin,
I'm fairly new to SF and was wondering if you could help me with identify/better understand the entry and exit points on your S&P divergence filters.
Thanks
Alan
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SFMc01
358 posts
msg #122785
- Ignore SFMc01 |
2/8/2015 4:34:19 PM
Kevin:
Respectfully, I'm confused after reading these 31 pages. Would you please clarify for me. Do you actually trade one of the many strategies indicated here in "TRADING DIVERGENCES ON THE S&P 500?" If so, which one?
Thank you.
Steve
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Kevin_in_GA
4,599 posts
msg #122786
- Ignore Kevin_in_GA |
2/8/2015 7:34:56 PM
Steve:
These filters are each capable of being traded individually, or used in concert to scale into a large position in SPY. The exits are all the same, and each one (at the time of the original posting) had very high win percentages. I have not tracked the performance of this system in quite a while so I rally couldn't tell you if the exact settings still work as well.
Each was developed against what I would now consider to be too short a time period (only 1 year). Nonetheless they did quite well and I traded them successfully for a while before moving on to other concepts I wanted to explore.
Kevin
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SFMc01
358 posts
msg #122790
- Ignore SFMc01 |
2/9/2015 10:06:48 AM
Kevin: Thank you
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fotchstecker
314 posts
msg #122806
- Ignore fotchstecker |
2/11/2015 2:33:02 PM
Kevin, I'm curious about where your thinking has evolved to.
Reading through the chronology of you ideas shows a particular approach. Your most recent comment, about how you regard one year as a short timeframe for you strategy, tells a lot.
What kinds of things are you working on these days?
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Kevin_in_GA
4,599 posts
msg #122834
- Ignore Kevin_in_GA
modified |
2/13/2015 10:17:11 AM
Starting in 2015 my focus is entirely on investment systems rather than trading systems - the main thrust being low frequency asset allocations rather than daily or weekly holding periods for individual stocks. I have looked at my trading record over the last few years - some mechanical and some purely discretionary - and while I have done OK I could have done just as well or better over the last 10 years using simple asset allocation strategies. I'll actually be publishing a set of strategies (mostly developed by others and validated by extensive backtesting) in a separate thread later this week.
My motto for 2015 - "there is nothing wrong with getting rich slowly and sleeping well every night."
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