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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jemarcks
26 posts
msg #122837
- Ignore jemarcks |
2/13/2015 12:55:27 PM
Kevin, Thanks for all your contributions! We look forward to your new investment systems post.
Jeff
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Kevin_in_GA
4,599 posts
msg #122842
- Ignore Kevin_in_GA |
2/13/2015 9:13:59 PM
And I look forward to catching up to you on signalinvesting.com !!
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jemarcks
26 posts
msg #122843
- Ignore jemarcks |
2/13/2015 9:53:07 PM
The contest on Signal Investing.com has been fun and its interesting to see how the different systems are doing with live data. Im so curious what the other systems are doing.
Email me sometime and we can compare notes on trading systems. Im always open to new ideas to test.
Jeff
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fotchstecker
314 posts
msg #122847
- Ignore fotchstecker |
2/14/2015 3:20:25 PM
Thanks for the insights, Kevin. You are among a rare few whose contributions here are a legacy.
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mahkoh
1,065 posts
msg #122853
- Ignore mahkoh |
2/16/2015 11:03:44 AM
Jeff and Kevin,
I checked signalinvesting's site. Seeing that it is powered by Avarin I assume it is has something to do with Stratasearch.
The site seems largely under construction, most of the links redirect to the systems page.
Can you elaborate on what this is or what it is supposed to become?
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