Thread: userque & NUGT/DUST

Your recent post says you are currently LONG. where you only talking for GDX?

What is the system currently for SP500? or is that long too?

Originally Posted by k0nkuzh0n

Your recent post says you are currently LONG. where you only talking for GDX?

What is the system currently for SP500? or is that long too?

Yeah, I was talking GDX.

The last TSP Equity Model (SP500) signal was EXIT. I'm in the G-Fund.

Here's the latest SP500 data:

Date	Open	High	Low	Close	Volume	signal	position	trades	actual	balance
2/9/2016	1848.46	1868.25	1834.94	1852.21		(1)	(1)	0	0	1,000.85
2/8/2016	1873.25	1873.25	1828.46	1853.44	1012876097.00	0	(1)	0	0	1,000.85
2/5/2016	1913.07	1913.07	1872.65	1880.05	4929940000.00	0	(1)	0	0	1,000.85
2/4/2016	1911.67	1927.35	1900.52	1915.45	5193320000.00	0	(1)	0	0	1,000.85
2/3/2016	1907.07	1918.01	1872.23	1912.53	5172950000.00	(1)	(1)	0	0	1,000.85
2/2/2016	1935.26	1935.26	1897.29	1903.03	4463190000.00	0	(1)	0	0	1,000.85
2/1/2016	1936.94	1947.20	1920.30	1939.38	4322530000.00	0	(1)	0	0	1,000.85
1/29/2016	1894.00	1940.24	1894.00	1940.24	5497570000.00	0	(1)	7	3	1,000.85
1/28/2016	1885.22	1902.96	1873.65	1893.36	4693010000.00	1	(1)	7	3	1,000.85
1/27/2016	1902.52	1916.99	1872.70	1882.95	4754040000.00	0	(1)	6	3	1,000.85
1/26/2016	1878.79	1906.73	1878.79	1903.63	4357940000.00	0	(1)	6	3	1,000.85
1/25/2016	1906.28	1906.28	1875.97	1877.08	4401380000.00	0	(1)	6	3	1,000.85
1/22/2016	1877.40	1908.85	1877.40	1906.90	4901760000.00	1	(1)	6	3	1,000.85
1/21/2016	1861.46	1889.85	1848.98	1868.99	5078810000.00	1	(1)	5	3	1,000.85
1/20/2016	1876.18	1876.18	1812.29	1859.33	6416070000.00	1	(1)	4	3	1,000.85
1/19/2016	1888.66	1901.44	1864.60	1881.33	4928350000.00	0	(1)	3	3	1,000.85
1/15/2016	1916.68	1916.68	1857.83	1880.33	5468460000.00	(1)	(1)	3	3	1,000.85
1/14/2016	1891.68	1934.47	1878.93	1921.84	5241110000.00	(1)	(1)	3	3	1,000.85
1/13/2016	1940.34	1950.33	1886.41	1890.28	5087030000.00	0	(1)	3	3	1,000.85
1/12/2016	1927.83	1947.38	1914.35	1938.68	4887260000.00	0	(1)	3	3	1,000.85
1/11/2016	1926.12	1935.65	1901.10	1923.67	4607290000.00	(1)	(1)	3	3	1,000.85
1/8/2016	1985.32	1985.32	1918.46	1922.03	4664940000.00	1	1	2	2	1,000.00
1/7/2016	1985.32	1985.32	1938.83	1943.09	5076590000.00	(1)	(1)	1	1	1,000.00
1/6/2016	2011.71	2011.71	1979.05	1990.26	4336660000.00	(1)	(1)	1	1	1,000.00
1/5/2016	2013.78	2021.94	2004.17	2016.71	3706620000.00	(1)	(1)	1	1	1,000.00
1/4/2016	2038.20	2038.20	1989.68	2012.66	4304880000.00	0	0	0	0	1,000.00

Update:

I've posted the back-test results. The only thing left to do it to continue trading going forward. The autotracker and my trade logs (and charts/graphs etc. once I update them) here will bear witness to the back-test results. (Current Model Operational since 02-04-2016).

Tested Python vs. Excel VBA regarding speed. No question, Python is faster. (C, C++, Java would be even faster...first things first). Acquired PyCharm Pro for my IDE and I'm currently assimilating the Python language. Excel is good for prototyping. Python is also good for prototyping, but it's faster in executing code, but maybe slower in creating the first running prototype. However, after the prototype is created, I believe major modifications would be easier in Python than Excel.

With each trading signal of the GDX model that is executed, I will also record the option chain quotes (OTM, ATM, and ITM). I will later analyze this data to compare trading NUGT/DUST vs. buying options on GDX. I suspect that the already high projected returns will be even higher using options. The analysis will also reveal which options are best to trade. If you have a system that works, I believe options are extremely powerful profit makers.

I still have yet to do the boring (to me) stop-loss study.

Meant to mention that the SP500 backtest results only showed how the system would have done only trading the C-Fund. It didn't include any F-fund trades. IOW, the returns would be even better if I add the AGG model trades.

The system can trade more frequently, or less so, depends on what it thinks the market is doing.


The trades on 02-04-16 are the first trades I made with the current system.

Code:

02-24-16 ENTER DUST AT 04.51
02-04-16 ENTER NUGT AT 36.78---02-24-16 EXIT NUGT AT 55.95
02-02-16 ENTER DUST AT 13.05---02-04-16 EXIT DUST AT 08.77
01-26-16 ENTER TNA  AT 44.93---01-27-16 EXIT TNA  AT 44.85
01-25-16 ENTER TZA  AT 61.15---01-26-16 EXIT TZA  AT 60.51
01-20-16 ENTER TNA  AT 42.98---01-25-16 EXIT TNA  AT 44.79

__________________________________________________ _______________________
DISCLAIMER: Userque's trading signals are not affiliated with TSP Talk or Buy Low Sell High, Inc. The information is for educational purposes only! The information is not advice or recommendations. The information may be revised at anytime. Userque does not give investment advice. Do not act on this data. Do not buy, sell or trade any stocks, ETF's, indices, funds, or any other instruments/vehicles based on this information. Userque may trade differently than discussed or posted in this forum.

dang! NUGT has been on quite a run the past month. nice trade.

Did you ever enter TZA? or are you waiting for the next TNA signal to 'start'?

Originally Posted by k0nkuzh0n

dang! NUGT has been on quite a run the past month. nice trade.

Did you ever enter TZA? or are you waiting for the next TNA signal to 'start'?

Thanks,

I traded TNA/TZA as it's listed in the CODE box. All those trades were closed a while ago.

I traded those while I rebuilt/built the GDX model/backtester. Once I saw, via backtesting, that the model could handle the volatility of NUGT/DUST AND was more profitable by a HUGE margin when compared to TNA/TZA; I started back to trading NUGT/DUST.

I guess my real question was what is the current status of your system as it relates to the SP500, or small caps, or TSP, or whatever you want to call it. TNA/TZA being basically 3x the S-fund, I would assume the signals would be the same.

Are you not using your system to trade your TSP?

Originally Posted by k0nkuzh0n

I guess my real question was what is the current status of your system as it relates to the SP500, or small caps, or TSP, or whatever you want to call it. TNA/TZA being basically 3x the S-fund, I would assume the signals would be the same.

Are you not using your system to trade your TSP?

Yes. Same system, just loaded with different data. It can trade anything I load into it.

Once I finished the GDX model, I simply copied it and loaded one copy with SP500; and another with AGG. I don't trade TNA/TZA because my tests show NUGT/DUST is much more profitable with this model, but if I were to, I would simply use the SP500 signals due to the very high correlation...as you figured.

Originally Posted by k0nkuzh0n

I guess my real question was what is the current status of your system as it relates to the SP500, or small caps, or TSP, or whatever you want to call it. TNA/TZA being basically 3x the S-fund, I would assume the signals would be the same.

Are you not using your system to trade your TSP?

By status, if you mean is it long/short? Right now, it's dormant. Once I went to G-fund. I don't have to deal with updating it again until this weekend...like I'm on vacation from it.

So I really don't know where it stands right now.