The Patient Trader's journal

My two Relative Strength strategies have me exiting EEM and entering QQQ.

Ticker: EEM
Entry: 42.84
Exit: 42.83
Gain: Flat

New Trade
Ticker: QQQ
Entry: 108.70
Qty: 450 shares

fan27
 
Exited the XLU trade for a loss:

Ticker: XLU
Entry: 45.44
Exit: 42.31
Qty:435
Loss: $-1361.55

YTD stats:
Account: Down -$2397
Losing trades: 2
Winning trades: 1
Account balance: $98,187

fan27
 
Monthly Relative Strength Strategy has me exiting QQQ and entering SHY:

Ticker: QQQ
Entry: 108.70
Exit: 108.07
Qty:225
Loss: $-141.75

New trade:
Ticker: SHY
Entry: 84.88
Qty:282

YTD stats:
Account: Down -$2538.75
Losing trades: 3
Winning trades: 1
Account balance: $98,045.25
 
I am currently using a slightly different strategy which I will further illustrate once I push my latest tool/website updates to production. It basically goes like this:

I have a relative strength strategy which finds the strongest ETF in the group every two weeks and invests fully in that ETF. There is also a downtrend reversal strategy which when a signal is encountered, it will liquidate a portion of the Relative Strength position for the downtrend reversal trade which has a very high win rate. I will post more on this later when I can more easily illustrate with my tool. In the meantime:

Bi-Weekly Relative strength strategy rotation

Ticker: SHY
Entry: 84.88
Exit: 84.77
Qty:282
Loss: $-31.02

New trade:
Ticker: QQQ
Entry: 112.11
Qty:455

YTD stats:
Account: Down -$2569.77
Losing trades: 4
Winning trades: 1
Account balance: $98,014.23
 
Posting this a bit late:

On 8/13/2015

Ticker: QQQ
Entry: 112.11
Exit: 110.43
Qty:455
Loss: $-764

New Trade:
Ticker: TLT
Entry: 124.15
Qty:650

YTD stats:
Account: Down -$3334.17
Losing trades: 5
Winning trades: 1
Account balance: $97250.23
 
fan27 said:
Posting this a bit late:

On 8/13/2015

Ticker: QQQ
Entry: 112.11
Exit: 110.43
Qty:455
Loss: $-764

New Trade:
Ticker: TLT
Entry: 124.15
Qty:650

YTD stats:
Account: Down -$3334.17
Losing trades: 5
Winning trades: 1
Account balance: $97250.23
More...

Looks like the rotation into TLT last week is proving quite timely. Below is the system I am currently trading which has support for strategy ranking and will exit a portion of lower ranked strategies in favor of higher ranked strategies when necessary.

http://www.fasterbull.com/members/strategy-portfolio-builder.html?id=22

fan27
 
Still holding the TLT trade. It was entertaining driving in my new vehicle from Florida to Arkansas for a show with my band and listening to CNBC at the time of the Fed announcement. Needless to say the announcement was positive for TLT. It was also good given my Mom is now investing with this strategy with a small sliver of her retirement account. Fortunately for me Mom is not afraid of taking a little heat on a trade ;)

fan27
 
You must log in or register to reply here.
Back
Top