BWolinsky Trading

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Quote from deaddog:

I wish there was a better way to post spread sheets. I know that’s the way the board is set up but it’s tough to follow.

Do you have a record done on a per year basis?
Compare 2006, 2007, 2008 and ytd 2009.

You mentioned that biggest drawdowns were in 2009.

How does this correlate to the market trend? Has the system done better in a down market?
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Annually I have this:
Period Starting $ Return % Return % Max DD Exposure Entries Exits
7/13/2006 42,090.22 42.09 -1.45 21.14 10 10
1/3/2007 119,182.03 83.88 -6.35 29.09 21 21
1/2/2008 266,655.94 102.06 -10.18 22.66 25 24
1/2/2009 122,891.31 23.28 -16.04 23.99 24 25

Largest DD is in 2009, Market dd was 30% (29.35%) in 2009. 2008 DD was 50% 49.65%, and 2007 was an 11.9% DD with 2006 being 7.8% Drawdown.
Quarterly I have this
Period Starting $ Return % Return % Max DD Exposure Entries Exits
7/13/2006 15,162.52 15.16 -0.35 10.27 1 1
10/2/2006 26,927.70 23.38 -1.45 28.81 9 9
1/3/2007 31,672.56 22.29 -2.93 29.28 4 4
4/2/2007 5,143.59 2.96 -2.22 24.36 5 5
7/2/2007 20,240.44 11.31 -4.96 34.74 6 5
10/1/2007 62,125.44 31.20 -4.40 28.25 6 7
1/2/2008 78,882.38 30.19 -4.47 32.07 7 7
4/1/2008 -1,336.31 -0.39 -8.63 13.50 5 5
7/1/2008 65,211.25 19.25 -5.75 31.90 7 7
10/1/2008 123,898.63 30.67 -7.51 16.23 6 5
1/2/2009 60,290.69 11.42 -8.26 22.29 10 10
4/1/2009 24,716.63 4.20 -12.03 26.05 6 7
7/1/2009 32,367.63 5.28 -6.45 20.77 7 6
10/1/2009 5,516.38 0.85 -0.19 56.92 1 2

Monthly I got this
Period Starting $ Return % Return % Max DD Exposure Entries Exits
7/13/2006 0.00 0.00 0.00 0.00 0 0
8/1/2006 0.00 0.00 0.00 0.00 0 0
9/1/2006 15,162.52 15.16 -0.35 27.16 1 1
10/2/2006 11,418.77 9.92 -1.14 26.34 3 2
11/1/2006 6,752.41 5.33 -1.45 36.36 3 4
12/1/2006 8,756.52 6.57 -1.03 23.78 3 3
1/3/2007 4,115.63 2.90 -2.93 38.28 1 1
2/1/2007 16,020.78 10.96 -1.82 36.13 2 1
3/1/2007 11,536.16 7.11 -0.13 17.27 1 2
4/2/2007 -3,048.33 -1.75 -2.12 23.95 1 1
5/1/2007 4,559.27 2.67 -2.22 35.14 2 2
6/1/2007 3,632.66 2.07 -1.46 13.81 2 2
7/2/2007 -8,880.22 -4.96 -4.96 27.26 2 2
8/1/2007 6,667.38 3.92 -1.53 12.48 2 2
9/4/2007 22,453.28 12.71 -2.05 67.63 2 1
10/1/2007 29,710.33 14.92 -1.50 41.00 3 4
11/1/2007 34,597.08 15.12 -1.58 35.02 2 1
12/3/2007 -2,181.97 -0.83 -4.40 9.56 1 2
1/2/2008 12,542.19 4.80 -3.22 13.97 1 1
2/1/2008 48,139.31 17.58 -3.91 37.16 3 3
3/3/2008 18,200.88 5.65 -3.93 42.47 3 3
4/1/2008 18,268.38 5.37 -3.16 17.24 2 2
5/1/2008 -3,979.69 -1.11 -4.42 18.29 2 2
6/2/2008 -15,625.00 -4.41 -4.41 4.49 1 1
7/1/2008 12,178.19 3.59 -2.56 30.71 4 3
8/1/2008 36,165.25 10.30 -5.53 60.32 2 2
9/2/2008 16,867.81 4.36 -3.09 4.80 1 2
10/1/2008 -9,217.06 -2.28 -2.28 4.19 1 0
11/3/2008 79,034.75 20.02 -5.04 15.54 3 3
12/1/2008 54,080.94 11.41 -7.51 26.37 2 2
1/2/2009 74,196.50 14.05 -5.28 33.88 5 6
2/2/2009 14,500.75 2.41 -6.30 25.63 3 3
3/2/2009 -28,406.56 -4.61 -4.81 8.75 2 1
4/1/2009 85,020.06 14.45 -4.94 36.98 2 3
5/1/2009 -30,009.69 -4.46 -4.46 4.82 1 1
6/1/2009 -30,293.75 -4.71 -6.59 35.18 3 3
7/1/2009 -31,847.88 -5.20 -5.20 8.69 1 1
8/3/2009 35,384.81 6.09 -3.44 26.48 2 2
9/1/2009 28,830.69 4.68 -1.83 27.27 4 3
10/1/2009 5,516.38 0.85 -0.19 56.92 1 2

Below is what presumably you should have bought at the start of 2006 which is QID. You'll have to think inverted and see the drawdowns in 2008, and 2009 were substantial, and if you want to see how Pairs Trading QID QLD Scalper did, you can see the actual results outperformed the S&P by 82,380 basis points with a return of exactly 55.1% from inception with an S&P loss of 27% net. The correlation over that time period was not statisically different than 0, at 0.087.
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Leveraged results annually are:
Period Starting $ Return % Return % Max DD Exposure Entries Exits
7/13/2006 97,233.72 97.23 -2.90 43.30 10 10
1/3/2007 428,051.66 217.03 -12.46 55.48 21 21
1/2/2008 1,708,982.63 273.31 -19.67 44.07 25 24
1/2/2009 1,019,533.25 43.68 -30.03 47.30 24 25


Quarterly
Period Starting $ Return % Return % Max DD Exposure Entries Exits
7/13/2006 30,341.05 30.34 -0.69 19.88 1 1
10/2/2006 66,892.67 51.32 -2.90 56.64 9 9
1/3/2007 92,383.81 46.84 -5.85 55.83 4 4
4/2/2007 17,325.38 5.98 -4.36 48.41 5 5
7/2/2007 69,250.94 22.56 -9.89 69.31 6 5
10/1/2007 249,091.53 66.21 -8.79 51.53 6 7
1/2/2008 413,675.50 66.16 -8.41 64.36 7 7
4/1/2008 -15,723.88 -1.51 -16.86 27.04 5 5
7/1/2008 398,741.88 38.97 -11.35 62.25 7 7
10/1/2008 912,289.13 64.16 -14.20 33.22 6 5
1/2/2009 468,424.25 20.07 -16.49 44.15 10 10
4/1/2009 205,398.00 7.33 -22.89 50.36 6 7
7/1/2009 306,415.50 10.19 -12.81 41.55 7 6
10/1/2009 39,295.50 1.19 -0.36 110.85 1 2


And monthly:
Period Starting $ Return % Return % Max DD Exposure Entries Exits
7/13/2006 0.00 0.00 0.00 0.00 0 0
8/1/2006 0.00 0.00 0.00 0.00 0 0
9/1/2006 30,341.05 30.34 -0.69 50.01 1 1
10/2/2006 26,561.11 20.38 -2.22 51.97 3 2
11/1/2006 16,977.94 10.82 -2.90 72.29 3 4
12/1/2006 23,353.63 13.43 -2.00 46.19 3 3
1/3/2007 11,454.72 5.81 -5.85 75.63 1 1
2/1/2007 46,565.22 22.31 -3.31 71.55 2 1
3/1/2007 34,363.88 13.46 -0.25 32.54 1 2
4/2/2007 -10,125.88 -3.50 -4.22 48.17 1 1
5/1/2007 15,104.75 5.40 -4.36 70.06 2 2
6/1/2007 12,346.50 4.19 -2.85 27.31 2 2
7/2/2007 -30,363.38 -9.89 -9.89 55.27 2 2
8/1/2007 21,973.44 7.94 -2.95 24.48 2 2
9/4/2007 77,640.88 26.01 -3.90 130.35 2 1
10/1/2007 113,900.00 30.28 -2.73 75.58 3 4
11/1/2007 147,565.41 30.11 -3.11 65.55 2 1
12/3/2007 -12,373.88 -1.94 -8.79 19.26 1 2
1/2/2008 60,103.50 9.61 -5.97 27.56 1 1
2/1/2008 246,276.75 35.93 -7.60 70.91 3 3
3/3/2008 107,295.25 11.52 -7.79 83.69 3 3
4/1/2008 112,044.50 10.78 -6.16 33.63 2 2
5/1/2008 -28,905.75 -2.51 -8.83 36.62 2 2
6/2/2008 -98,862.63 -8.81 -8.81 9.27 1 1
7/1/2008 74,033.88 7.24 -5.03 60.91 4 3
8/1/2008 211,139.50 19.24 -10.91 116.51 2 2
9/2/2008 113,568.50 8.68 -5.76 9.45 1 2
10/1/2008 -64,831.00 -4.56 -4.56 8.40 1 0
11/3/2008 551,230.25 40.62 -9.17 29.80 3 3
12/1/2008 425,889.88 22.32 -14.20 51.22 2 2
1/2/2009 635,372.25 27.22 -10.55 65.71 5 6
2/2/2009 117,972.00 3.97 -12.60 51.23 3 3
3/2/2009 -284,920.00 -9.23 -9.62 17.61 2 1
4/1/2009 842,432.00 30.06 -8.85 68.83 2 3
5/1/2009 -324,820.50 -8.91 -8.91 9.92 1 1
6/1/2009 -312,213.50 -9.40 -12.96 70.76 3 3
7/1/2009 -312,459.50 -10.39 -10.39 17.89 1 1
8/3/2009 331,851.00 12.31 -6.80 52.07 2 2
9/1/2009 287,024.00 9.48 -3.58 54.18 4 3
10/1/2009 39,295.50 1.19 -0.36 110.85 1 2
 
You know I'm always perfecting my model. And it will always take time to reflect in the results, especially considering how old PTQQS is on c2. On covestor, though, I do expect that the next few trades I have will have annualized rates closer to the backtest.

These values are what make it work, though.

QLD Projection: 52.1635160089849 QLD Close: 50.4300003051758
QLD Projection: 48.2763984680176 QLD Close: 50.4300003051758
QLD Projection: 48.6753132048107 QLD Close: 50.4300003051758

Well, maybe not just these values, but the actual calculation is a normalized, z-score adapted for volatility based changes in the ratios and variances of QID and QLD. The threshold levels adapt for volatility and are always the same formula but never the same value, as the market fluctuations cause volatility to be different from one period to the next. This does not imply non-covariance stationarity, however, because the formula is consistent and unbiased.
 
Had a nice weekend back in Kentucky with my family, and now I get to come back to this.

QLD Projection: 46.1073650234349 QLD Close: 51.6599998474121
QLD Projection: 50.2127998352051 QLD Close: 51.6599998474121
QLD Projection: 49.5272371564593 QLD Close: 51.6599998474121


We are on the overbought side currently, and have gotten away from our fair values.

Also,

Up Threshold is $ 22.2868696448906 on QID

It would appear we need about 1.16% drop in QID or a half percent up move tomorrow to be at our overbought side.

Goog's earnings will probably be our up move for the day going into tomorrow.
 
While some think I just trade, I also have other investments, with the following returns. I appear to be up 45.7% in 1 year to the S&P's 7.25968% return exactly 1 year ago. Allocation is the key to a 401k's success, so I might suggest consulting with an investment advisor for advice rather than doing it yourself.
 

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QLD Projection: 46.7254708761697 QLD Close: 53.0699996948242
QLD Projection: 51.5625823281028 QLD Close: 53.0699996948242
QLD Projection: 50.6931238810221 QLD Close: 53.0699996948242

We are a few ticks from overbought. Still need to wait another day, and it would appear that QLD is going higher.
 
As a sidenote, at my back office job with DST Systems I was voted "Most Likely to Be a Billionaire." It's a huge boost to my ego, and well deserved given the nature of my employment at the company that virtually controlls and stores nearly all of the mutual fund financial transactions in this country.
 
Clownito???????



Quote from bwolinsky:

As a sidenote, at my back office job with DST Systems I was voted "Most Likely to Be a Billionaire." It's a huge boost to my ego, and well deserved given the nature of my employment at the company that virtually controlls and stores nearly all of the mutual fund financial transactions in this country.
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Quote from bwolinsky:

You don't know a fucking thing about me. Or you'd know I don't paper trade, and it just shows how stupid you are to say that. Paper traders don't get to have WL, and they certainly don't get a covestor account with two dollar signs.

I'm fully expecting a report from you one day about making some substantial amount of money, say $500k in one day, and I'll be the first to say you're lying.

If you'd like to really show what you can do, there's two sites that I'll accept: C2 or Covestor. One costs money, one doesn't. The motivation for you isn't money obviously, since you seem so happy with your holdings, nor was it about money when I joined in the first place either.


quote from stlouis trader:
I suspected as much from the thread you started, but now I know, you really are stupid. I would have no reason to point this out, but since you're such a prick, I'll go ahead. A covestor acct with two dollar signs? LOLOL Bigtime guy on Wealthlab? What makes you think either of those have anyting to do with raising capital? I bet by now you're starting to realize the answer is nothing by the lack of results you've had in your little marketing blitz here on et. If not you will soon. How much money have you raised so far? None? Best of luck (not really).

Quote from StLouisTrader:

What makes you think either of those have anyting to do with raising capital?


bwolinsky:
They've raised millions for me. And I'm not the one losing 100k in two weeks on here.

St. Louis trader
My regrets if any of you reading this thread have deposited the supposed "millions" tho I think this part is just a flat out LIE!!!!!!!!!
 
p.s. I'm not the dipshit on et trying to raise money from strangers w/some half baked strategy. I hope none of u newbies fall for this b.s. he's pushing.
 
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