StockFetcher Forums · Filter Exchange · Cheese, I'd like to more of thoughts on WIZ<< 1 2 3 4 >>Post Follow-up
davesaint86
725 posts
msg #153209
Ignore davesaint86
7/19/2020 8:45:52 PM

Current Allocations for WIZ

At the bottom of the page are the current holdings and allocations for WIZ.

https://merlynetfs.com/wiz/#performance



davesaint86
725 posts
msg #153210
Ignore davesaint86
7/19/2020 8:49:16 PM

Current holdings of WIZ minus SPY and WIZ

Fetcher[/* https://www.stockfetcher.com/forums/General-Discussion/ETF-Ladder-Results-so-far/152574 */
/* https://finance.yahoo.com/quote/WIZ?p=WIZ&.tsrc=fin-srch */

/* https://www.stockfetcher.com/forums/Filter-Exchange/Cheese-I-d-like-to-more-of-thoughts-on-WIZ/153175 */


SYMLIST(vgt,ibuy,SCHG,QQQ,MGK,IWY,SCHR,VGIT,SPY,wiz) /* WIZ porfolio a of 2020 07 16 */


/* RATE OF RETURN */
set {rateor1, close - close 28 days ago}
set {rateor2, rateor1 / close}
set {rateor, rateor2 * 100}

/* RELATIVE STRENGTH */
set {rs1, relative strength(^INX,28)} /* S&P 500 Index */
set {rs2, relative strength(^DJIA,28)} /* Dow Jones Industrial Average */
set {rs3, relative strength(^RUI,28)} /* Russell 1000 */
set {rs4, relative strength(^IXIC,28)} /* NASDAQ Composite */
set {rsavg1, rs1 + rs2}
set {rsavg2, rs3 + rs4}
set {rsavg3, rsavg1 + rsavg2}
set {rsavg, rsavg3 / 4}

/* SHARPE RATIO (the higher the ratio the riskier the investment) */
set {srclose, close 28 days ago}
set {srreturn, close - srclose}
set {srpercent, srreturn / srclose}
set {rfreturn, 0.0015417}
set {srperf, srpercent - rfreturn}
set {etfstdev, cstddev(close,28)}
set {etfvol, etfstdev / ma(28)}
set {sharpe, srperf / etfvol}

/* ADD THEM UP */
set {score1, rateor + rsavg}
set {score2, score1 + sharpe}
set {score, score2 / 3}

close is > 5

draw ema(21)
draw ema(63)
draw NVI on plot NVI
draw PVI on plot NVI

add column separator
add column rateor1 {change}
add column rateor {ror}
add column rsavg {rel str}
add column sharpe
add column score
sort column 10 descending
chart-display is weekly
]



davesaint86
725 posts
msg #153211
Ignore davesaint86
7/19/2020 8:53:21 PM

The big con right now is that the volume on most days has been low. I still have made money and have been able to take profits. WIZ does seem to be slowing gaining in popularity. Also, remember you can still use the charts to buy and sell WIZ and or SNUG if one doesn't want to buy and hold.

Cheese
1,374 posts
msg #153212
Ignore Cheese
7/19/2020 9:29:57 PM

Thank you, davesaint86.

graftonian
1,089 posts
msg #153216
Ignore graftonian
7/20/2020 1:08:54 PM

@davesaint,
Thanks for bringing WIZ to light. I'm still working my way through your filters. Good job.
Thanks, Graf

davesaint86
725 posts
msg #153217
Ignore davesaint86
7/20/2020 1:20:40 PM

Merlyn AI is in the process of adding a black swan trigger to WIZ.

nibor100
1,031 posts
msg #153220
Ignore nibor100
7/20/2020 7:08:13 PM

@Snappyfrog & Cheese,

Here's a SF simulated Joanne Klein "Spread Indicator" shown in the lower chart sections after you run the filter below.
Note (I couldn't figure out a way to reverse the Y axis labels so I had to use negative numbers for the mirror image which is the upper chart of the 2)

Ed S.

Fetcher[
close is above 100

set{my_close,ind(spy,close)}
set{sprd_close,-1 * ind(spy,close)}

/*and draw my_hi
and draw my_low on plot my_hi
and draw my_open on plot my_hi
and draw my_close on plot my_hi*/
HAVE TO GET RID OF FIRST SET OF DRAW MY HI TO GET 2ND SET TO PLOT ON PRICE CHART

and draw sprd_close
and draw my_close
]



Cheese
1,374 posts
msg #153222
Ignore Cheese
7/20/2020 8:02:55 PM

@nibor100

That's brilliant. Thank you, Ed.

nibor100
1,031 posts
msg #153225
Ignore nibor100
7/21/2020 7:13:22 AM

I cleaned up my mess of a filter from yesterday to handle each separate stock appropriately:
Ed S.

Fetcher[
close is above 100
set{my_close,close}
set{sprd_close,-1 * close}
and draw sprd_close
and draw my_close
]



snappyfrog
721 posts
msg #153226
Ignore snappyfrog
7/21/2020 7:28:21 AM

Thanks nibor100

StockFetcher Forums · Filter Exchange · Cheese, I'd like to more of thoughts on WIZ<< 1 2 3 4 >>Post Follow-up

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