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Results for Wed, Dec 18, 2013:
[ATTACH=CONFIG]21427[/ATTACH]
Shawn
Printable View
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Results for Wed, Dec 18, 2013:
[ATTACH=CONFIG]21427[/ATTACH]
Shawn
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Results for Th, Dec 19, 2013
[ATTACH=CONFIG]21436[/ATTACH]
Shawn
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Results for Fri, Dec 20, 2013:
[ATTACH=CONFIG]21491[/ATTACH]
Shawn
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Results for Mon, Dec 23, 2013:
[ATTACH=CONFIG]21522[/ATTACH]
Shawn
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Results for Tu, Dec 24, 2013:
[ATTACH=CONFIG]21530[/ATTACH]
Shawn
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Results for Th, Dec 26, 2013:
[ATTACH=CONFIG]21553[/ATTACH]
Shawn
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Results for Fri, Dec 27, 2013:
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Results for Fri, Dec 27, 2013:
[ATTACH=CONFIG]21578[/ATTACH]
Shawn
Hi-
Not sure if I will be able to get to this unless I do it now, so here are the EOY results.
Most of the years $SPX gains came in the first 6 months (Dec 31. 2012 close to May 22 close - about 21%), thereafter.. we saw about 9% (close May 22 to close Dec 27) as measured on my TradeStation daily charts.
LEV Leaders did +27% from May 7 until Dec 27... and $SPX did about +16% over this same time period. The LEV Leaders gave back about 10% advantage vs $SPX during the budget debacle of Oct 2013, but still have maintained a +10% advantage over $SPX since I started recording this strategy.
I have been busy trading my own account, but hopefully will be able to trade this strategy in 2014 with real money. I have gained significant advantage by watching how these names are doing off the open.. if the names are green in the first 15-min.. the day is almost always good. I am currently long ZLTQ (plus others) and about 95% invested...
The following results are compilation of the data published on this thread everyday. There is no new information here, just a summary for your convenience...
[ATTACH=CONFIG]21581[/ATTACH]
Shawn
Thank you Shawn.
When you are buying a leader 15 minutes after the open, for how many days would you keep it before rotating?
Pascal
Hi Pascal,
The model portfolio holds each name for 5d's..
I am setting up a real-$$ acct to trade these names. If the acct funds today, I will load in the current names near the close and be ready to go Jan. The process is that each day around the open the add's and sell's will be made as automated market orders via Interactive Brokers system. I may go with 9:35 am, or 9:40 am, or 9:45 am as the execution time.. . not totally decided yet..
Shawn
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Results for Mon, Dec 30, 2013:
[ATTACH=CONFIG]21613[/ATTACH]
Shawn
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Results for Tu, Dec 31, 2013:
[ATTACH=CONFIG]21627[/ATTACH]
Shawn
Hi and Happy New Year,
Results for Th, Jan 2, 2014:
[ATTACH=CONFIG]21651[/ATTACH]
Shawn
Hi-
Adding on Mon and Tu's results to last weekend's post.
From May 7, 2013 to Dec 31, 2013 (EOY):
LEV Leaders: +29.75%
SPY: +16.1%
Take care,
Shawn
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Results for Fri, Jan 3, 2013:
[ATTACH=CONFIG]21659[/ATTACH]
Shawn
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Results for Mon, Jan 6, 2014
[ATTACH=CONFIG]21697[/ATTACH]
Shawn
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Forget to submit post yesterday..
Results for Tu, Jan 7, 2014:
[ATTACH=CONFIG]21750[/ATTACH]
Shawn
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Results for Wed, Jan 8, 2014
[ATTACH=CONFIG]21751[/ATTACH]
Shawn
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Results for Th, Jan 9, 2014:
[ATTACH=CONFIG]21766[/ATTACH]
Shawn
Hey Guys,
This mathematical model is making money in the real-world....
I buy the first name at 9:45 am ... and
the 2nd at 9:46 am... and
the 3rd name at 9:47 am... and
and the 4th name at 9:48 am.
and I sell at 3:59 pm ET... all that have been held for 5d..
Shawn
ps: I do this so I can attend big $ money buy orders..
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Results for Fri, Jan 10, 2014:
[ATTACH=CONFIG]21768[/ATTACH]
Shawn
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Of the 164 trading days since May 7, 2013 when I started keeping records, Mon, Jan 13, 2014 was the 3rd worst @ -3.79% close-to-close on the day.
The worst day was Oct 8, 2013 @ -4.01%; and 2nd worst day was May 22, 2013 @ -3.82%
[ATTACH=CONFIG]21813[/ATTACH]
Shawn
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Results for Tu, Jan 14, 2014:
[ATTACH=CONFIG]21840[/ATTACH]
Shawn
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Results for Wed, Jan 15, 2014:
[ATTACH=CONFIG]21861[/ATTACH]
Shawn
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Results for Th, Jan 16, 2014:
[ATTACH=CONFIG]21884[/ATTACH]
Shawn
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Results for Fri, Jan 17, 2014:
[ATTACH=CONFIG]21887[/ATTACH]
Shawn
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Results for Tu, Jan 21, 2014:
[ATTACH=CONFIG]21967[/ATTACH]
Shawn
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Results for Wed, Jan 22, 2014:
[ATTACH=CONFIG]21968[/ATTACH]
Shawn