Fully Automated Trading Journal - $50k per month goal

frostengine said:
Great day. Strategy 2 has been MIA all week. Something about the current market is dictating it sits out.

Strategy 1 - Current Holdings
$SPY short 16 Puts 1 Calls - Open PL: $1045
$QQQ short 4 Puts 1 Calls - Open PL: $418
$IWM short 4 Puts 6 Calls - Open PL: $879
$DIA short 2 Puts 1 Calls - Open PL: $319
$XLV short 5 Puts 2 Calls - Open PL: $158
$XLI short 8 Puts 2 Calls - Open PL: $210
$XLK short 3 Puts 0 Calls - Open PL: $215
$XLY short 1 Puts 0 Calls - Open PL: $35

Total Open PL: +$3279
Today's Closed PL: +$4438

Strategy 2
Total Open PL: $0
Today's Closed PL: $0

Closed PL Since Inception: +$9,148
MTM PL Since Inception: +$12,427
More...
Impressive!
 
Today's Results:

Strategy 1 - Current Holdings
$SPY short 15 Puts 1 Calls - Open PL: $1083
$QQQ short 4 Puts 1 Calls - Open PL: $321
$IWM short 7 Puts 3 Calls - Open PL: $593
$DIA short 1 Puts 1 Calls - Open PL: $259
$XLV short 11 Puts 2 Calls - Open PL: $253
$XLI short 2 Puts 1 Calls - Open PL: $59
$XLK short 3 Puts 0 Calls - Open PL: $212
$XLY short 2 Puts 0 Calls - Open PL: $72

Total Open PL: $2852
Today's Closed PL: $1371

Strategy 2
Total Open PL: $0
Today's Closed PL: $0

Weekly Results (MTM):
Week 1: +$7,815
Week 2: -$4,997
Week 3: +$10,624

Closed PL Since Inception: +$10,590
MTM PL Since Inception: +$13,442 (+5.37%) on 669 trades
 
Nice journal. I have a small automated futures trading bot that I am still improving upon (or so I think).

I have read some of your other journals over the years. Appreciate the honesty of sharing no matter the results. Hope the system is still doing well.
 
The activity on this thread died down quite a bit, so I stopped posting daily. I will shift to posting weekly results. Also will continue responding to questions and posting when I have something worth discussing.

All my real time results are still automatically being posted to Twitter though - if you care to see a more live view: https://twitter.com/DayTradingJoe

Concerning the results, it's been a GREAT week so far. My system is loving the extra volatility.

Results this week:
Closed PL: +$12,442
Open PL: +$430

Closed PL Since Inception: +$23,032
MTM PL Since Inception: +$23,462 (+9.38%) on 993 trades

Unfortunately, looks like I will not make the $50k goal this month. However, not a bad start.
 
frostengine said:
The activity on this thread died down quite a bit, so I stopped posting daily. I will shift to posting weekly results. Also will continue responding to questions and posting when I have something worth discussing.

All my real time results are still automatically being posted to Twitter though - if you care to see a more live view: https://twitter.com/DayTradingJoe

Concerning the results, it's been a GREAT week so far. My system is loving the extra volatility.

Results this week:
Closed PL: +$12,442
Open PL: +$430

Closed PL Since Inception: +$23,032
MTM PL Since Inception: +$23,462 (+9.38%) on 993 trades

Unfortunately, looks like I will not make the $50k goal this month. However, not a bad start.
More...

Impressive! Keep going. Just curious, where did you obtain the option chain data for backtesting?
 
sef88 said:
I got some data from there too. But it's really expensive! How much did you pay to backtest enough to run your strategies. I notice that you have a lot of ticket symbols.
More...

My strategies are primarily trained on the stocks themselves. The goal is to design profitable strategies if the shares themselves were traded. Once that aspect was trained, the options data was used as part of the execution engine. Identifying which strategies worked best as long options vs short.. holding period etc.

Therefore, I didn't need to purchase too much options data (over the years i've spent about $1,500 on options data). Just enough to identify the behaviors I was looking for and to test against some overall "portfolio" risks.
 
You must log in or register to reply here.
Back
Top