Recent content by frostengine

This thread seems a bit dead. If there is no interest, I can discontinue. Today's update. I rolled positions in AMZN, GOOG, and LOW. This resulted in a "loss" of -$1,229. However, due to the premium sold as part of the roll, today's premium sold was much higher. I sold $3,320 in premium. In...

Sold $1,575 worth of premium and closed some positions to capture $481. 2/3rds of the premium sold today were calls. I have 2 main positions that are in the money. Both of which reach the 7 day mark tomorrow. AAPL and LOW. If I don't get a signal on them tomorrow, I will have to close them for...

Sold another $1,653 in premium today. Closed out a few contracts to lock in $220 in premium from last week. Currently, the most at risk position is 2 short puts on AAPL that has gone ITM. This position was entered last Thursday, so nothing to do yet. If the position is still ITM Thursday...

The 1.6% is if you used the generated signals to buy the shares. I am choosing to use the generated signals to sell options instead.

The 21.5% return is if you BOUGHT and held the underlining for 7 days when the signal was generated. Instead of trading the underlining outright, I am choosing to use the generated signals as part of modified Wheel Strategy.

As part of a public experiment, I will trade a modified version of the Wheel Strategy and document the results here. Strategy parameters: - All entries are based on signals generated at https://unlockingalpha.com/ - Weekly options will be sold, typically between .20 and .35 delta - If a cash...

AXP and MSFT were the two that fired today. Hit profit target on both. Made $209 on MSFT and $106 on AXP. In my rush to get AXP turned on, I accidentally had it set to only do $10k per position instead of $20k per position like the others. For tonight I am training TGT. Haven't decided what I...

Interesting. AAPL,MSFT, and CAT - None of those new strategies triggered today. Perhaps that says something about the anticipated market action today. Working on adding AXP tonight.

Attached are more performance metrics for AAPL

I have started training a new class of daytrading strategies. My previous strategies are largely a "black box". Very little guidance was given to the system as far what type of strategy it could produce. However, this new class of strategies I am training around a "base concept" Base Strategy...

By garbage in = garbage out - I was referring to what inputs you use to train your strategies. If your inputs are bad (i.e. not predictive) then your output will always be garbage as well.

1 minute bars

Results for May: Swing trades: +$68,902 Day trades: +$139,197 Overall fantastic results from both systems. Hands down, the best month yet. Hopefully this volatility sticks around for a while. Given the success I have seen over the past few months in the day trading strategies, I spent most of...

No, a losing month in the day trading strategy is actually very rare. Less than 5 instances over the past 18 years. However, it does have a lot of months when it doesn't make very much due to the trading range being small.