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Had to pull out my Gray's Anatomy book for that one!

I returned to incorporating some UltraShort ETFs into my overall strategy yesterday and got off to a good start with the DOW retreating 279 on economic worries today. Worries? What a new revelation! While back testing is still very inconclusive with my rtm strategy on the short side, I don't...

I trade one account automated. The strategy currently allows a max number of concurrent positions of 25, which is a function of net equity, among other parameters. As equity grows, I plan to get it to around 50 or more. Trying to trade around the news of the day can be extremely tricky...

Hi Mark, I perform nightly scans to generate a "watch list" for the next trading day in the rtm automated system I run. I exclude any stocks with margin restrictions, so I can maximize my buying power. This generally means no OTC/Pinksheet stocks and no 3x ETFs. I am with you on no Chinese...

Largest winning trade for the week. Rinse and repeat…

Total Net Profit ($693.87) (Per Share) ($0.07) Gross Profit $1,936.73 Gross Loss ($2,630.60) Profit Factor 0.74 Total Number of Trades 74 Percent Profitable 40.54% Winning Trades 30 Losing Trades 44 Avg. Trade Net Profit ($9.38) Avg. Winning Trade $64.56 Avg. Losing Trade ($59.79)...

Bullish for the markets? http://www.bloomberg.com/news/2011-05-20/imf-board-approves-36-8-billion-loan-to-portugal.html

I performed a walk forward optimization today and here are the results. Although this is not exactly identical to my live strategy, some interesting observations may still be made. I chose one-year periods for in sample as well as out of sample data. I felt this would demonstrate better the...

Hi d08, I saw your gains for the week, congrats! These are my ytd numbers. I plan to update them at the end of each month, but since you asked, here they are so far. The % returns are based on the initial capital of $48753. Total Net Profit $19,380.29 (Per Share) $0.17 Gross Profit...

Strat taking a loss on a failed trade...

Total Net Profit $1,010.61 (Per Share) $0.16 Gross Profit $1,907.62 Gross Loss ($897.01) Profit Factor 2.13 Total Number of Trades 38 Percent Profitable 55.26% Winning Trades 21 Losing Trades 16 Avg. Trade Net Profit $26.60 Avg. Winning Trade $90.84 Avg. Losing Trade ($56.06)...

I closed out a couple of losers today. I was stopped out for a 10% loss costing me about $160 on a stock that then reversed as usual and turned higher. I forgot to remove those instructions from my strategy code. After that mishap, I discretionary traded WFC with a bit of size only to be...

It turned out to be a very solid day today with the broad markets reverting to the mean; Bailed out of many of my positions at the close. I am holding the bag on 3 stocks, one of them being HPQ. I will be watching HPQ closely the next few days. Shorts will want to cover at some point. It has...

I could not resist taking profits on my Gulfport Energy trade.

So far, the strat is monitoring exposure successfully. Intraday dipped into margin BP, but 3 exits today brought it back below to a more comfortable level. It has been day 2 with no manual interference with the strat. Usually, I have no problem avoiding tampering with the system during market...

I have not live traded the strat during extended legs down in the market so I am eager to see how it performs live. During the experimental phase of strat development, I played extensively with the 50 and 200 dma. What I found was that they only served to remove potential setups from my...

Do you have a list of decorrelated stocks I could borrow? :p If the s&P drops below its 200 dma, then I may only focus on stocks that are able to remain above their 200 dma. I also think I may begin dabbling with some short ETFs, with small size using my current strategy. Since historically...

Strategy is playing it unadventurously here with a current market exposure of 59% of equity. I hope the market continues to sell off so I may amass more shares on the cheap. I made zero discretionary intrusion today. I want to let the strategy play this market correction uninhibited. The...

Long Gulfport Energy (again). Would like to let it run this time.

I must say, I have been enjoying the silver trade lately.