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Thread: ESP Timer's Account Talk

  1. #13

    Default Re: ESP Timer's Account Talk

    The PDF is copyrighted by originalturtles.org which forwards to http://www.tradingblox.com/originalturtles/ which has a link to The Original Turtle Rules which is the same thing as what I posted. So, yes the PDF is copyrighted but available to anyone that does some digging.


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  3. #14

    Default Turtle Trader

    Turtle Trader

    I used the Turtle Trader rules with the TSP Trading restrictions. It avoided major drops but only resulted in a 206% gain over twenty years. It missed some obvious runs which leaves me suspicious of my code which came from several old projects that I hacked together. I am going to spend some time cleaning it up to see if I have any errors. It might be interesting to add a net worth graph so people can easily grasp how volatile a strategy is if you are looking at your account value.

    P.S. Open the image in a new tab to see the entire twenty years.

    This post is conjecture. Always consult a Licensed Financial Advisor before making any investment decision.

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  5. #15

    Default Buy and Hold

    I calculated Buy and Hold gains for all funds that existed on 5/31/2003.

    Hold.PNG

    Small Cap stocks did the best so I will work on strategies for that fund. I added Win Rate, Max Loss and Trades. They don't matter for Buy and Hold but will help in choosing better strategies in the future. I am changing the Backtest engine to use the G Fund for cash so it still grows when not in another fund. Once that is done I will compare some basic Moving Average and Turtle Trader strategies. I expect them to do poorly but the journey of a thousand miles begins with a simple SMA cross.
    Last edited by esptimer; 12-03-2022 at 01:45 AM.
    This post is conjecture. Always consult a Licensed Financial Advisor before making any investment decision.

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  7. #16

    Question Is Turnaround Tuesday a real thing?

    Monday is the best day for TSP Bond funds and the worst day for TSP Stock funds. Tuesday is the best day for Stock funds. So, yes, Turnaround Tuesday is a small but real thing.

    This post is conjecture. Always consult a Licensed Financial Advisor before making any investment decision.

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  9. #17

    Lightbulb Day of the Month Performance

    I calculated the average percent change for each trading day of the month. All stock funds tend to drop at the beginning of the month and rise thirteen trading days into the month (OPEX?).

    This post is conjecture. Always consult a Licensed Financial Advisor before making any investment decision.

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  11. #18

    Lightbulb Day of the Year Performance

    I calculated the average change per trading day of the year for the Stock funds and the Fixed Income fund. They look random with a positive bias. I didn't see anything useful even after adding a 10-Day Moving Average.

    This post is conjecture. Always consult a Licensed Financial Advisor before making any investment decision.


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  13. #19

    Default Seasonality

    I now switch between the G-fund and the Target fund to show more realistic returns. Here are stats for Buy and Hold G-Fund, Buy and Hold S-Fund and the best seasonal period for the S-Fund since 2003. Total Return is the percentage gain, Win Rate is the percentage of trades that were profitable, Max Loss is the largest losing trade and Trades is the number of trades executed.


    The best seasonal strategy was one that avoided the Covid meltdown. That was a unique event that won't happen again (or won't occur in the same time period) so I need to figure out a way to screen out non-repeatable strategies. Anyway, here is the signal chart for this strategy since it is an interesting way to see the trades (open it in a new tab to view the entire twenty years).

    Last edited by esptimer; 12-26-2022 at 01:21 AM.
    This post is conjecture. Always consult a Licensed Financial Advisor before making any investment decision.

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  15. #20

    Post Chart Upgrades

    I finally had some time to code so I made my charts similar to StockCharts.com (multiple symbols per graph, multiple graphs per chart, variable sized graphs and opaque symbols). I am still looking for an easy-to-read background color. Anyway, now I have what I need to test Sy Harding's Seasonality System from the 90's.

    This post is conjecture. Always consult a Licensed Financial Advisor before making any investment decision.

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  17. #21

    Default A.I.

    Maybe I should save a lot of time and let ChatGPT do the trading.

    Last edited by esptimer; 01-25-2023 at 12:01 AM.
    This post is conjecture. Always consult a Licensed Financial Advisor before making any investment decision.

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  19. #22

    Lightbulb Sy Harding's Seasonal System

    Sy Harding's Seasonal System

    The International Fund was the only fund that beat Buy & Hold using Harding's system and it only did that because the 2008 crash occurred during the cash period.


    Here is a chart showing the trades, new features and a vanilla color scheme that seems easier to read (to me).


    Turtle Trading from the 80's couldn't beat Buy & Hold and Sy Harding's Seasonal System from the 90's failed as well. Avoiding once-a-decade crashes appears to be key to beating Buy & Hold.
    This post is conjecture. Always consult a Licensed Financial Advisor before making any investment decision.

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  21. #23

    Post Re: Turtle Trading Rules

    Added Percent from SMA graph which shows how far the price is above/below an SMA (in percent). Might be useful for timing or overbought/oversold indicator.

    Last edited by esptimer; 02-01-2023 at 11:27 PM.
    This post is conjecture. Always consult a Licensed Financial Advisor before making any investment decision.

  22.  
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