New Trading Systems Portfolio and Live Results this Month

We are releasing Stock Index Portfolio 18 Market Internals today for both the E-minis and Micros for live trading. If you are a subscriber you have already received the files.

We are excited about this release. I asked the question, "What happens if we only trade NYSE TICK strategies?" Using existing strategies that we have already released that only use NYSE TICK and some that use ADVANCERS and DECLINERS on the NYSE such as Cobra III and Viper revealed how well those strategies have been performing in recent market conditions as well as past market conditions. Simply taking a look at the 12 strategies from the Stock Index Portfolio 20 that only used market internals improved results. We then added some older strategies that included short duration trades (tighter profit targets), inspired by our Zig Zag NQ strategy.

I am more excited about this setup than any of my recent portfolio updates in a while since this setup makes sense. Market internals give us great information and an extra edge in my opinion and a diversity of exits enables us to capture trends that don't last as long.

We seem to be in a market environment where there can be many reversing trends that are the size of what used to be an all day trend. We basically have multiple days of price movement in one day.

The only exception of a strategy in the portfolio that does not include market internals is Robot 2022 NQ. We have been trading that strategy this month while waiting on a drawdown in the Stock Index Portfolio 20. We will continue to trade it and manage it since it has a small stop loss and we can incrementally manage risk.

The Robot 2022 NQ strategies have been receiving negative slippage, which means slippage in our favor and the results for Robot 2022 NQ (and in two days of trading the Stock Index Portfolio 20) live results have been better than the hypotheticals. If we see extra slippage on a trade, it could indicate a more favorable outcome as we are seeing sharp choppy mean reversions at the open lately and as soon as we enter trades (which feels indicative of market making against our trades). Extra slippage could indicate a trend with volume that we can ride with for a while.

Our live results for this month on the 200K Portfolio E-mini are:

10/6/2022, live = -$420.60 Robot NQ, hypotheticals = -$425.00

10/14/2022, live = -$365.60 Robot NQ, hypotheticals = -$425.00

10/18/2022, live = -$348.10 Robot NQ, hypotheticals = -$425.00

10/20/2022, live = -$6,604.80 Stock Index Portfolio 20, hypotheticals = -$7,080.00 10/22/2022, live = +$6,537.60 Stock Index Portfolio 20, hypotheticals = $6,560.00

We turned on live trading for Stock Index Portfolio on 10/20/2022 and had a net result of -$67.20 on Thursday and Friday after two days of trading.

The new research and quick recovery on Friday gives us the opportunity to transition to our latest research.

Our live results for the month through Friday, October 21, 2022 are -$1,201.50 (hypotheticals are -$1,795.00) as we begin trading the new Stock Index Portfolio 18 today on Monday October 24, 2022 with 1 E-mini per $200K and 3 Micros per 50K.

We may add Zig Zag NQ after it goes through a drawdown for a 19th strategy.

71 views0 comments

Recent Posts

See All