shillllihs
6,089 posts
msg #140252
- Ignore shillllihs
modified |
12/20/2017 10:05:18 AM
Welcome TMV to the short list, opened at 18.87
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Kevin_in_GA
4,599 posts
msg #140254
- Ignore Kevin_in_GA |
12/20/2017 11:12:45 AM
Good call - I also have a NN system for TLT that is indicating a BUY signal already for Monday:
TLT Neural Network system:
Backtest Period: 12/10/2007 through 12/1/2017 (using weekly data)
Number of Trades: 43 (21 long, 22 short)
% Profitable: 97% (100% for longs, 95% for shorts)
Average Trade duration: 9 weeks (8 weeks for longs, 10 weeks for shorts)
Average Trade return: 5.9% (6.8% for longs, 5.0% for shorts)
Total System Return during Backtest: 253.0%
Shorting the 3x Bear on this should give you a decent return if held through until the exit signal.
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shillllihs
6,089 posts
msg #140258
- Ignore shillllihs |
12/20/2017 11:48:35 AM
Tmv seems to drop when market starts to tank, so I think a vigorous 2+ day rally in Xiv soxl Yinn etc.
before dip. Idk.
Uslv stretching for that ma20 line, may dip with correction, idk.
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shillllihs
6,089 posts
msg #140259
- Ignore shillllihs |
12/20/2017 12:06:57 PM
Soxs short looking great.
Yang was 6.15 yesterday pm. This has got to drop more, going to 5.60
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shillllihs
6,089 posts
msg #140266
- Ignore shillllihs
modified |
12/20/2017 1:41:24 PM
Tmv Fell off the radar, I like to wait till eod., just as well as there were no shares to short on fildelity.
And a good sign for the market at large. So short's off for now.
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shillllihs
6,089 posts
msg #140270
- Ignore shillllihs
modified |
12/20/2017 3:41:33 PM
Getting an eerie feeling, trimming some positions. That Xiv seems too high on that bollinger.
It's gotta bounce off that ma13 eventually, if not smash it.
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davesaint86
726 posts
msg #140284
- Ignore davesaint86 |
12/21/2017 7:45:33 AM
Kevin,
With the Neural Network system I noticed that you are running weekly instead of daily. If I understood you correctly you said that the NN is flashing a buy already for Monday. So I assume that the NN system using weekly data flashes buys and sells one day a week.
Dave
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Kevin_in_GA
4,599 posts
msg #140285
- Ignore Kevin_in_GA |
12/21/2017 8:05:27 AM
Not exactly - it treats the weekly data each day as a "bar", even though it has not been completed, like an intraday signal here on SF.
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shillllihs
6,089 posts
msg #140288
- Ignore shillllihs |
12/21/2017 10:17:35 AM
Direxion Daily FTSE China Bear 3X ETF (YANG)
6.14-0.31 (-4.81%)
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shillllihs
6,089 posts
msg #140289
- Ignore shillllihs |
12/21/2017 10:49:25 AM
Short SDP
Long Xlu
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