dgkaufman 23 posts msg #136895 - Ignore dgkaufman |
7/20/2017 12:56:35 PM
Happy Thursday! As a newbie to the site, I wanted to thank all the contributors as I have learned invaluable information from you all.
Wanted to see what filters you have been working with of late?
For myself, I have been utilizing filters from the previous thread about "High Probability ETF Strategies" for the past couple months with decent success. Done about 10% since June 1st on my strategy with an 82% win ratio.
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Kevin_in_GA 4,599 posts msg #136904 - Ignore Kevin_in_GA |
7/20/2017 1:45:06 PM
That is exceptional performance - glad that those filters are helping folks out. Connors did a very good job in developing them. All that was needed was to convert them into SF code.
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graftonian 1,089 posts msg #136906 - Ignore graftonian |
7/20/2017 3:20:27 PM
DG, I tried conners hi-prob filters a while back, but got bored with the results. Maybe I was just to eager.
Have you added addl entry and/or exit criteria? Recently my "investing" is just sitting on UPRO, and playing around with Darryl Guppy's mma's.
Chachi
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dgkaufman 23 posts msg #136907 - Ignore dgkaufman |
7/20/2017 3:26:37 PM
graftonian-
I have only been using leveraged ETF's within the strategy. I have used the same 6 entry and exits. Within leveraged ETF's I have been picky about not using any commodities or thinly traded ETF's.
I allocated 15k over to the strategy and use 1/5 of my account value for each trade, Max 5 trades.
Lastly, I avoid adding fairly correlated ETF's if I already hold a fund similiar, ex: TQQQ & TECL.
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pthomas215 1,251 posts msg #136909 - Ignore pthomas215 |
7/20/2017 3:29:06 PM
Waiting for GDX to get to 21 even. then long on gold again.
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graftonian 1,089 posts msg #136911 - Ignore graftonian |
7/20/2017 3:55:53 PM
DG, Do you double up on multiple day signals?
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dgkaufman 23 posts msg #136912 - Ignore dgkaufman |
7/20/2017 3:57:58 PM
I read into that theory but I have not been doubling down
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graftonian 1,089 posts msg #136920 - Ignore graftonian |
7/20/2017 6:33:12 PM
DG, the symlist I am using:
SYMLIST(DIA,EEM,EFA,EWH,EWJ,EWT,EWZ,FXI,GLD,ILF,IWM,IYR,QQQQ,SPY,XHB,XLB,XLE,XLF,XLI,XLV, sco, upro, spxu, tqqq, sqqq, nugt, dust, jnug, jdst, dgaz, ugaz)
Are there others you have added or deleted? I understand uou are not fond of commodities.
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dgkaufman 23 posts msg #136923 - Ignore dgkaufman |
7/20/2017 9:17:39 PM
I have mostly used YINN, UDOW, TQQQ, TNA, TECL, SPXL, SOXL, RUSL, LABU, FAS, EDC, EURL, URTY,CURE
With that being said, I would use other 3x leveraged ETF's if their volume increased.
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graftonian 1,089 posts msg #136957 - Ignore graftonian |
7/22/2017 10:33:45 AM
Whats up with DSLV? It looks like the dive that RUSL took at the end of Feb,17.
w
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