2014: The Battle for Survival

Period Update for October 10/4/2014 - 11/01/2014 (4 weeks)

Monstrous month, up 142K (75%).

Words are just non-existent to describe the feeling. First two weeks (coinciding with huge market declines) account for almost all the gain, with the last two weeks being lots of down/up ending to the upside. Again stock4 was great. option4 was just spectacular. That was a strategy I don't normally find lots of option opportunities because of the bid/ask spread consideration. With the increase of volatility, however, the expected move in the stocks suddenly justified paying the option spreads. Payed out dramatically. And of course as the balance grew, so grew my ability to size up.

Yes, a few strategies did have a rough month, but not quite enough to dampen the good times.

I haven't checked the details yet, but it appears I'm roughly back at/near new all-time cumulative P/L peak.

Code: 
--------------------------------------------------------------------------------


Opening Balance:       190,454
Net gain for period     142,210
------------------------------------------------
Net Balance:              332,664


For the Thread YTD  2014 (1/4/2013 - 11/01/2014)

Opening Balance:        101,037
Net gain                    260,127 (Up 257%)
Cash Withdrawal        (28,500)
------------------------------------------------
Net Balance                332,664
----------------------

TRADES

TYPE   Exit Date/Time     P/L

STOCK   2014-10-06-15-47-04   -8553.9
STOCK   2014-10-06-15-55-16   3365.1
STOCK   2014-10-07-15-53-28   -844.2
STOCK   2014-10-08-14-44-35   6900.3
STOCK   2014-10-08-15-56-14   5264.2
OPTION   2014-10-08-12-15-09   3280.8
STOCK   2014-10-08-16-35-25   -604.3
OPTION   2014-10-09-15-42-28   -4409.4
STOCK   2014-10-09-15-58-45   775.3
STOCK   2014-10-09-15-48-17   -623.7
STOCK   2014-10-10-09-39-26   -2305.7
STOCK   2014-10-10-10-30-09   -1435.7
STOCK   2014-10-10-10-25-18   -1721.8
OPTION   2014-10-10-14-51-07   1049.7
STOCK   2014-10-10-14-57-40   2749
OPTION   2014-10-10-10-14-55   8131.3
STOCK   2014-10-10-15-37-37   -980.7
STOCK   2014-10-10-13-10-38   15471.4
OPTION   2014-10-10-15-17-01   1036.8
OPTION   2014-10-10-15-39-53   24415.7
STOCK   2014-10-13-10-20-46   3915.9
STOCK   2014-10-13-15-17-44   6385.7
STOCK   2014-10-13-14-39-21   -3725.3
OPTION   2014-10-13-14-41-31   -2710.8
STOCK   2014-10-13-15-19-16   -6492.1
STOCK   2014-10-13-15-19-33   -2559.6
STOCK   2014-10-13-14-01-04   -370.5
OPTION   2014-10-13-15-10-08   670.8
OPTION   2014-10-13-15-03-14   5394
OPTION   2014-10-13-14-39-46   -2731.6
STOCK   2014-10-14-12-22-44   7188.6
OPTION   2014-10-14-11-43-57   5536.2
STOCK   2014-10-14-12-22-43   5888.8
STOCK   2014-10-14-11-35-28   725
STOCK   2014-10-14-15-52-55   1444.9
STOCK   2014-10-15-09-32-49   -2215.6
OPTION   2014-10-15-10-27-52   8656.5
OPTION   2014-10-15-10-44-12   12197.7
STOCK   2014-10-15-11-53-03   3853.4
OPTION   2014-10-15-11-42-16   5661.3
STOCK   2014-10-15-11-53-02   4062.7
STOCK   2014-10-16-09-31-59   -11103.5
OPTION   2014-10-16-11-02-42   -5891.3
OPTION   2014-10-16-13-09-19   13470.6
OPTION   2014-10-16-13-11-57   5497.4
OPTION   2014-10-16-13-25-57   17975.2
STOCK   2014-10-17-11-06-52   2619
OPTION   2014-10-20-09-57-29   8143.7
OPTION   2014-10-20-10-28-19   -2761.7
STOCK   2014-10-20-15-39-44   946
STOCK   2014-10-21-14-01-18   -2596.6
OPTION   2014-10-21-12-12-01   -115.4
OPTION   2014-10-21-14-30-45   -6198.5
OPTION   2014-10-21-09-57-25   -81.7
STOCK   2014-10-21-15-25-41   42.6
STOCK   2014-10-21-15-39-46   346.7
STOCK   2014-10-22-09-31-18   -2955.4
STOCK   2014-10-22-11-17-24   4956.7
OPTION   2014-10-22-10-05-15   3643.9
OPTION   2014-10-23-11-57-31   -9323.5
STOCK   2014-10-23-11-27-08   -2018.3
OPTION   2014-10-23-12-08-42   9945.2
STOCK   2014-10-23-15-55-14   4139
OPTION   2014-10-24-11-10-02   -8421.1
STOCK   2014-10-24-15-53-52   2329
STOCK   2014-10-24-11-40-44   -2717.4
STOCK   2014-10-24-14-01-03   -4746.2
STOCK   2014-10-24-15-55-18   3667.3
STOCK   2014-10-27-11-56-15   1340.1
STOCK   2014-10-28-12-41-35   3267.6
STOCK   2014-10-28-14-00-11   -19335.7
OPTION   2014-10-28-13-02-30   -7962
STOCK   2014-10-28-15-55-32   880.9
STOCK   2014-10-29-11-51-37   3435.6
STOCK   2014-10-29-11-28-49   -542.3
STOCK   2014-10-29-12-06-50   3391.5
OPTION   2014-10-30-09-51-20   -5444.9
STOCK   2014-10-30-14-47-59   -3698.8
OPTION   2014-10-30-15-59-34   32409.1
STOCK   2014-10-31-10-18-29   3561.1
OPTION   2014-10-31-14-06-55   10379.1
 

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Great stuff neke.

neke said:
Period Update for October 10/4/2014 - 11/01/2014 (4 weeks)

Monstrous month, up 142K (75%).

Words are just non-existent to describe the feeling. First two weeks (coinciding with huge market declines) account for almost all the gain, with the last two weeks being lots of down/up ending to the upside. Again stock4 was great. option4 was just spectacular. That was a strategy I don't normally find lots of option opportunities because of the bid/ask spread consideration. With the increase of volatility, however, the expected move in the stocks suddenly justified paying the option spreads. Payed out dramatically. And of course as the balance grew, so grew my ability to size up.

Yes, a few strategies did have a rough month, but not quite enough to dampen the good times.

I haven't checked the details yet, but it appears I'm roughly back at/near new all-time cumulative P/L peak.

Code: 
--------------------------------------------------------------------------------


Opening Balance:       190,454
Net gain for period     142,210
------------------------------------------------
Net Balance:              332,664


For the Thread YTD  2014 (1/4/2013 - 11/01/2014)

Opening Balance:        101,037
Net gain                    260,127 (Up 257%)
Cash Withdrawal        (28,500)
------------------------------------------------
Net Balance                332,664
----------------------

TRADES

TYPE   Exit Date/Time     P/L

STOCK   2014-10-06-15-47-04   -8553.9
STOCK   2014-10-06-15-55-16   3365.1
STOCK   2014-10-07-15-53-28   -844.2
STOCK   2014-10-08-14-44-35   6900.3
STOCK   2014-10-08-15-56-14   5264.2
OPTION   2014-10-08-12-15-09   3280.8
STOCK   2014-10-08-16-35-25   -604.3
OPTION   2014-10-09-15-42-28   -4409.4
STOCK   2014-10-09-15-58-45   775.3
STOCK   2014-10-09-15-48-17   -623.7
STOCK   2014-10-10-09-39-26   -2305.7
STOCK   2014-10-10-10-30-09   -1435.7
STOCK   2014-10-10-10-25-18   -1721.8
OPTION   2014-10-10-14-51-07   1049.7
STOCK   2014-10-10-14-57-40   2749
OPTION   2014-10-10-10-14-55   8131.3
STOCK   2014-10-10-15-37-37   -980.7
STOCK   2014-10-10-13-10-38   15471.4
OPTION   2014-10-10-15-17-01   1036.8
OPTION   2014-10-10-15-39-53   24415.7
STOCK   2014-10-13-10-20-46   3915.9
STOCK   2014-10-13-15-17-44   6385.7
STOCK   2014-10-13-14-39-21   -3725.3
OPTION   2014-10-13-14-41-31   -2710.8
STOCK   2014-10-13-15-19-16   -6492.1
STOCK   2014-10-13-15-19-33   -2559.6
STOCK   2014-10-13-14-01-04   -370.5
OPTION   2014-10-13-15-10-08   670.8
OPTION   2014-10-13-15-03-14   5394
OPTION   2014-10-13-14-39-46   -2731.6
STOCK   2014-10-14-12-22-44   7188.6
OPTION   2014-10-14-11-43-57   5536.2
STOCK   2014-10-14-12-22-43   5888.8
STOCK   2014-10-14-11-35-28   725
STOCK   2014-10-14-15-52-55   1444.9
STOCK   2014-10-15-09-32-49   -2215.6
OPTION   2014-10-15-10-27-52   8656.5
OPTION   2014-10-15-10-44-12   12197.7
STOCK   2014-10-15-11-53-03   3853.4
OPTION   2014-10-15-11-42-16   5661.3
STOCK   2014-10-15-11-53-02   4062.7
STOCK   2014-10-16-09-31-59   -11103.5
OPTION   2014-10-16-11-02-42   -5891.3
OPTION   2014-10-16-13-09-19   13470.6
OPTION   2014-10-16-13-11-57   5497.4
OPTION   2014-10-16-13-25-57   17975.2
STOCK   2014-10-17-11-06-52   2619
OPTION   2014-10-20-09-57-29   8143.7
OPTION   2014-10-20-10-28-19   -2761.7
STOCK   2014-10-20-15-39-44   946
STOCK   2014-10-21-14-01-18   -2596.6
OPTION   2014-10-21-12-12-01   -115.4
OPTION   2014-10-21-14-30-45   -6198.5
OPTION   2014-10-21-09-57-25   -81.7
STOCK   2014-10-21-15-25-41   42.6
STOCK   2014-10-21-15-39-46   346.7
STOCK   2014-10-22-09-31-18   -2955.4
STOCK   2014-10-22-11-17-24   4956.7
OPTION   2014-10-22-10-05-15   3643.9
OPTION   2014-10-23-11-57-31   -9323.5
STOCK   2014-10-23-11-27-08   -2018.3
OPTION   2014-10-23-12-08-42   9945.2
STOCK   2014-10-23-15-55-14   4139
OPTION   2014-10-24-11-10-02   -8421.1
STOCK   2014-10-24-15-53-52   2329
STOCK   2014-10-24-11-40-44   -2717.4
STOCK   2014-10-24-14-01-03   -4746.2
STOCK   2014-10-24-15-55-18   3667.3
STOCK   2014-10-27-11-56-15   1340.1
STOCK   2014-10-28-12-41-35   3267.6
STOCK   2014-10-28-14-00-11   -19335.7
OPTION   2014-10-28-13-02-30   -7962
STOCK   2014-10-28-15-55-32   880.9
STOCK   2014-10-29-11-51-37   3435.6
STOCK   2014-10-29-11-28-49   -542.3
STOCK   2014-10-29-12-06-50   3391.5
OPTION   2014-10-30-09-51-20   -5444.9
STOCK   2014-10-30-14-47-59   -3698.8
OPTION   2014-10-30-15-59-34   32409.1
STOCK   2014-10-31-10-18-29   3561.1
OPTION   2014-10-31-14-06-55   10379.1
More...
 
Last edited:
Awesome stuff neke, you always do better in volatile markets.

Trading is a waiting game.

Try not to lose too much of your profits while waiting for the next time when market conditions are very favourable for you.
 
Last edited:
Congrats on the rebound neke, been following your journal for a few years now and it is nice to see you recovering in a big way. Wishing you the best.

I am discretionary trader myself and looking to get into the world of automation. Would you mind sharing details of your automation trading platform (software, language, etc) and any pointers to someone who wants to get started with learning automation. Thanks in advance!
 
rknas said:
Congrats on the rebound neke, been following your journal for a few years now and it is nice to see you recovering in a big way. Wishing you the best.

I am discretionary trader myself and looking to get into the world of automation. Would you mind sharing details of your automation trading platform (software, language, etc) and any pointers to someone who wants to get started with learning automation. Thanks in advance!
More...
I would think automation is the easy part. Going fully automated (meaning no discretion at all in choice and entry of trades day-in-day-out) is still something I am not yet at - There isn't any such strategy that I am pleased with the performance. My trading is what I call man-machine partnership. I do my research daily before market begins, pick target strategies and target stocks and define parameters and rules, and hands off to the automation once market begins for execution of those ideas.

For my research, I use Visual Basic for automation of data collection (multiple free sources on the web), parsing, analysis etc), and of course do my own piece of reading (not just quantitative data).

For trading intra-day, my system is developed in Java (multiple threads running). For interaction with my broker I use Quote-Tracker APIs. I do not do HFT-type trades - my average hold time is perhaps between 4 and 6 hours, so I don't sweat over millisecond latency.
 
southall said:
...

Try not to lose too much of your profits while waiting for the next time when market conditions are very favourable for you.
More...
I sure will try hard this time to hang on to my gains. I think I am getting over the impulse to rush things and be reckless when account balance swells.
 
neke said:
SPY already back at a new high. Not sure what it is going to take to have a correction - Or at least go two months without new highs. I may have to put a pause on my short strategies.
More...

OK seems the market has once again put off this event - going two months without new high. Previous high Sep 19. Thought with the declines in early Oct, surely this was the time for it to happen.
 
Period Update for November 11/1/2014 - 11/29/2014 (4 weeks)

Frustrating month, down $831 (0%). Its not the flatness of the month that makes it annoying, it is the needless loss of earlier gains of $100K for the month. Racked that up within the first three weeks only to go on a string of reckless behaviour on high leverage that took all that gain away, the worst being two days of madness on either side of Thanksgiving thursday.

Back to the drawing board to analyze what happened, and how to avoid a repeat.

Code: 
--------------------------------------------------------------------------------


Opening Balance:     332,664
Net loss for period       831
Cash Withdrawal         (10,000)
------------------------------------------------
Net Balance:       321,833


For the Thread YTD  2014 (1/4/2013 - 11/29/2014)

Opening Balance:  101,037
Net gain          259,296 (Up 257%)
Cash Withdrawal        (38,500)
------------------------------------------------
Net Balance        321,833
----------------------

TRADES

TYPE   Exit Date/Time     P/L
STOCK   2014-11-03-12-08-31   9579.4
STOCK   2014-11-03-11-17-21   1035.5
OPTION   2014-11-04-15-24-04   7438
OPTION   2014-11-04-12-01-02   -10424.9
OPTION   2014-11-04-14-56-05   -668.3
STOCK   2014-11-04-15-01-11   -8036.4
STOCK   2014-11-04-15-55-33   -445.2
OPTION   2014-11-05-15-52-09   918.3
STOCK   2014-11-05-14-00-17   -4297
STOCK   2014-11-05-15-55-17   -514.8
STOCK   2014-11-05-15-49-29   -2594.3
STOCK   2014-11-06-14-58-45   3752.8
OPTION   2014-11-06-15-02-40   12294.7
STOCK   2014-11-06-15-55-31   -6057.8
STOCK   2014-11-06-15-49-11   -2816.1
OPTION   2014-11-07-15-58-56   -14265.2
STOCK   2014-11-07-10-01-50   -2512.1
OPTION   2014-11-07-13-21-27   -15018.9
OPTION   2014-11-07-13-27-28   18201.7
OPTION   2014-11-07-15-33-02   -4656.1
STOCK   2014-11-10-15-48-49   5589.4
OPTION   2014-11-10-13-49-58   -4986.7
OPTION   2014-11-11-10-26-25   1397.7
OPTION   2014-11-11-10-45-01   -9973
OPTION   2014-11-11-15-52-39   280.2
OPTION   2014-11-11-15-57-47   22287.1
OPTION   2014-11-12-14-36-02   10153.4
STOCK   2014-11-13-13-24-59   -823.6
STOCK   2014-11-13-15-44-09   5155.1
STOCK   2014-11-13-15-01-07   -1512.8
STOCK   2014-11-13-14-45-41   1968.8
STOCK   2014-11-14-10-36-54   22054.5
STOCK   2014-11-14-12-05-01   6512.9
OPTION   2014-11-14-13-02-54   18409.7
STOCK   2014-11-14-15-50-58   -14551.9
STOCK   2014-11-14-15-11-17   4872.5
OPTION   2014-11-14-15-45-37   7094.9
STOCK   2014-11-17-14-42-35   22823.8
STOCK   2014-11-17-13-09-24   286.3
OPTION   2014-11-17-15-48-18   7722.9
STOCK   2014-11-18-15-17-40   5294.7
OPTION   2014-11-19-15-57-57   8286
STOCK   2014-11-19-15-47-51   4164.4
STOCK   2014-11-20-15-01-05   -2310.5
OPTION   2014-11-21-11-13-27   -8081.6
STOCK   2014-11-21-13-33-11   -8559.4
STOCK   2014-11-21-11-55-19   3161.2
STOCK   2014-11-21-15-35-32   882.1
STOCK   2014-11-25-15-36-08   2266.6
OPTION   2014-11-25-15-17-52   -7861.7
STOCK   2014-11-26-10-16-14   -15487.7
OPTION   2014-11-26-11-02-30   -33488.7
STOCK   2014-11-26-15-25-44   3.400001
STOCK   2014-11-26-15-23-18   -1299.8
STOCK   2014-11-28-11-00-21   -10097.3
STOCK   2014-11-28-11-00-39   -5935.5
OPTION   2014-11-28-10-02-15   -2969.3
OPTION   2014-11-28-10-37-33   -8248.9
OPTION   2014-11-28-11-30-28   -5149
OPTION   2014-11-28-10-24-22   -5406.8
OPTION   2014-11-28-12-28-44   9473.4
OPTION   2014-11-28-11-54-26   -3649.1
STOCK   2014-11-28-10-59-28   -1494.7
 
I am surprised you had such a lapse of self discipline after trading for so long. A big hurdle we all face and sometimes fall at. Good on you getting back on the trading horse though.
 
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