tag:blogger.com,1999:blog-51878458279013052522024-03-05T03:19:26.288-08:00Crossing The RubiconProgressive Theories on Trading, Culture and Economy in AmericaUnknownnoreply@blogger.comBlogger237125tag:blogger.com,1999:blog-5187845827901305252.post-53771823770890578102023-05-17T12:56:00.001-07:002023-05-17T12:57:14.869-07:00 Automated Trading Strategies: Q1 2023 Portfolio UpdateThe
current backtested portfolio made $5.2m from April 2022 to April 2023.
The portfolio made $219/trade on 24K trades (94 trades/day), had a max
drawdown of $1.3m and profit factor of 1.48.In
case you didn’t know, we’re on the hunt for the holy grail of automated
trade strategy. I define the holy grail of trade strategy as having the
following attributes:Profit factor (gross profit/gross Unknownnoreply@blogger.com0tag:blogger.com,1999:blog-5187845827901305252.post-30268479951920364832023-04-20T09:55:00.003-07:002023-04-20T09:55:34.739-07:00Futures Vs. Stocks: $LULU, $VRSK, $SPLK, $AAPL, $CTAS, $ORLY, and $TSLA performed particularly well with certain strategiesImportant: There is no guarantee that our strategies will have the same performance in the future. We use backtests to compare historical strategy performance. Backtests are based on historical data, not real-time data so the results we share are hypothetical, not real. There are no guarantees that this performance will continue in the future. Trading is extremely risky. If you trade futures liveUnknownnoreply@blogger.com0tag:blogger.com,1999:blog-5187845827901305252.post-33204596554377087762022-09-05T08:27:00.001-07:002022-10-09T08:32:16.467-07:00Federal Reserve Chair Powell Gives Business Leaders at Jackson Hole A Call-To-Action: 'The Fed Won't Lower Prices Until You Do' If you're wondering what sent the markets into free-fall, it was Federal Reserve Chair Jerome H. Powell's speech. He essentially told a group of business leaders at Jackson Hole that he was going to raise prices on debt until they (business leaders) lowered prices for the average consumer and/or increased wages for the average worker. It didn't go over well. If you’re ever going to hear about Unknownnoreply@blogger.com0tag:blogger.com,1999:blog-5187845827901305252.post-37705390814733451012022-08-03T10:25:00.011-07:002022-09-05T11:22:43.099-07:00Automated Trading Strategies (ATS) Newsletter: Portfolio Update
Over
the last 12 months our top strategies made over $2.8M based on NT8
backtest results. Average profit factor increased from 1.40 to 2.02
since the May update.In
case you didn’t know, we’re on the hunt for the holy grail of automated
trade strategy. We define the holy grail of trade strategy as having
the following attributes:Profit factor (gross profit/gross loss) Unknownnoreply@blogger.com2tag:blogger.com,1999:blog-5187845827901305252.post-30729901122065445712022-04-18T07:02:00.004-07:002022-09-05T11:19:37.665-07:00The Federal Reserve: This Is A "Time of Uncertainty"A few weeks ago the post: A Time of Uncertainty was published by the US Federal Reserve. It is a speech made by John C. Williams, President and Chief Executive Officer at the Federal Reserve. The speech was made to an audience in Princeton, New Jersey at the Economic Policy Studies 2022 Spring Symposium.The most fascinating part of this speech is the title because little in the speech sounds 'Unknownnoreply@blogger.com0tag:blogger.com,1999:blog-5187845827901305252.post-970768821821505262022-03-29T11:24:00.002-07:002022-03-29T16:14:48.445-07:00Automated Trading Strategies: March 2022 Portfolio Update: Over the last 12 months our top strategies made over $3.31M based on NT8 backtest resultsIt’s been well over a year since we started this. With every update, the data grows richer and our observations more insightful.We
all want to believe there’s a way to measure the forward strength of a
model, but the best you can do is make predictions about the future
based on strategy performance and then track that performance. We use
profit factor as the primary basis for that prediction,Unknownnoreply@blogger.com0tag:blogger.com,1999:blog-5187845827901305252.post-18262795439847528072022-01-20T05:27:00.000-08:002022-01-20T05:27:45.070-08:00Automated Trading Strategies: January Portfolio Update: In 2021 Our Top Strategies Made Over $3.3M Based on NT8 Backtest ResultsIt’s been one year since we started this. With every update, the data grows richer and our insights more insightful.We
all want to believe there’s a way to measure the forward strength of a
model, but the best you can do is make predictions about the future
based on strategy performance and then track that performance, as well
as the rationale for your predictions, over time. We use profit Unknownnoreply@blogger.com0tag:blogger.com,1999:blog-5187845827901305252.post-65182049273166549262022-01-13T06:23:00.006-08:002022-09-05T11:08:04.564-07:00How to select the best automated trade strategies for the upcoming week...Oil painting (c. 1625) by Peter Paul Rubens of the goddess Thetis dipping her son Achilles in the River Styx.
She dipped all of him but his heel. In the myths surrounding the Trojan
war, Achilles was said to have died from a wound to his heel, which was
his only vulnerability. This is a follow
up post for the weekly series dedicated to tracking our automated
strategies at the weekly Unknownnoreply@blogger.com0tag:blogger.com,1999:blog-5187845827901305252.post-87511879617509076902021-11-15T05:46:00.003-08:002022-09-05T11:08:26.055-07:00Automated Trading Strategies: November UpdateIn The Last 12 months Our Strategies Have Made Over $2.7M Based on Backtest ResultsWe
all want to believe there’s a way to measure the forward strength of a
model, but as we’ve explained before, market data is not random. It is
based on auction mechanics. So, the same tools we use to validate and
test the quality of data in a random data set can’t always be applied to
the market. This is whyUnknownnoreply@blogger.com0tag:blogger.com,1999:blog-5187845827901305252.post-40349442665944770992021-11-11T05:34:00.003-08:002022-09-05T11:08:36.370-07:002022 Could Be One Of The Most Volatile Years In Recent HistoryCalm Before A Storm, Henry Moore, 1883Last
week we published the results from a backtest of all strategies on the
E-Mini Russell 2000 (RTY). We then compared those results with the
E-Mini NASDAQ 100 (NQ) backtest. There were some interesting
observations that you can read more about here. In that post we talked about the impact of volatility on trading profits. We also reviewed the definitionUnknownnoreply@blogger.com0tag:blogger.com,1999:blog-5187845827901305252.post-33812473155743777552021-10-02T10:50:00.007-07:002021-11-04T12:02:08.996-07:00Our Collective Freedom, The Ideal of America, Is Not For Sale The Goldfinch – Carel FabritiusIf forced to label myself, I would say that I'm an egalitarian. I believe that each person has the right
to live life in any way they choose as long as it doesn't hurt or infringe upon the rights of others. Do unto others as you would have them do unto you. It's a deceptively simple doctrine to live by, because it takes strength to see yourself in the next manUnknownnoreply@blogger.com1tag:blogger.com,1999:blog-5187845827901305252.post-18493974872906640412021-09-14T13:50:00.001-07:002021-09-14T13:50:57.920-07:00Automated Trading Strategies: September 2021 Update (In The Last 12 months Our Strategies Have Made Over $2.8M Based on Backtest Results)Every
two months we like to look at how our top automated trading strategies
are performing and update you on our key findings, highlights,
takeaways and what’s in the pipeline. Externally, it tells you where we
are and allows subscribers to give their input. Much of our research has
been a derivative of subscriber inquiry. Internally, we are
looking at two things in particular — alpha Unknownnoreply@blogger.com0tag:blogger.com,1999:blog-5187845827901305252.post-76537959767333252972021-08-25T06:22:00.000-07:002021-08-25T06:22:11.222-07:00What Can Auction Mechanics & Market Structure Tell Us About Trade Strategy?The market is based on auction mechanics. This is why prices aren’t random. An
auction is a system of buying and selling goods or services by offering
them for bidding—allowing people to bid and selling to the highest
bidder. The bidders compete against each other, with each subsequent
bid being higher than the previous bid. Once an item is placed for sale,
the auctioneer will start at a Unknownnoreply@blogger.com0tag:blogger.com,1999:blog-5187845827901305252.post-27190579648192426772021-06-25T07:33:00.001-07:002021-06-30T05:29:33.304-07:00Automated Trading Strategies: Overffitting -- What is it and what can we do about itFirst, happy reconstitution day traders! This is often the heaviest trading volume day of the year and this year it’s happening today (June 25). Get ready for a wild ride this afternoon. Click here to read more about what reconstitution is and how it impacts trading.Second, there’s a mechanical elephant in the room and it’s called “overfitting”. We
aren’t programmers, statisticians or Unknownnoreply@blogger.com0tag:blogger.com,1999:blog-5187845827901305252.post-49265226532742975742021-06-21T07:54:00.003-07:002021-06-21T08:01:27.540-07:00Automated Trading Strategies: Futures Trading Is A Dark And Scary Forest Gustave Doré’s illustration to Orlando Furioso: a knight and his men see a knight and lady approach in the forest I recently wrote a post titled: We Are Treasure Hunters Searching For The Holy Grail Of Automated Trade Strategy. I asked readers to “join us in the hunt for the holy grail in the dark and scary forest”. Moments later I received an email from a subscriber that seemed distressedUnknownnoreply@blogger.com0tag:blogger.com,1999:blog-5187845827901305252.post-74362237464953752472021-06-03T21:00:00.003-07:002021-06-04T06:46:54.445-07:00Automated Trading Strategies: Reinvestment Vs Total InvestmentWe (Automated Trading Strategies) recently received a question from a subscriber regarding total investment. He wanted to know how much a trader had to invest in each strategy (see a description of all strategies here), not just net profit. In other words, if we find a strategy that makes $100K a year, how much did it take to make $100K in one year? Did it take $50K or did it take $1 millionUnknownnoreply@blogger.com0tag:blogger.com,1999:blog-5187845827901305252.post-1582479816861885882021-06-01T06:15:00.002-07:002021-06-04T06:38:08.046-07:00Automated Trading Strategies: Can We Maximize The Profit Factor By Focusing On Timing? This is the first of a series of posts based on research requests
submitted by subscribers of Automated Trading Strategies. Our goal is to find the holy grail of automated trading strategies.We’ve defined the holy grail of trade strategy to be the following (based on annual performance):Profit factor greater than 3Annual drawdown less than 3%Annual return greater than 500% Minimum daily net Unknownnoreply@blogger.com0tag:blogger.com,1999:blog-5187845827901305252.post-11412958449861002282021-05-03T15:06:00.027-07:002021-05-03T15:18:15.507-07:00Bitcoin Micro-Futures (MBT) Contracts Start This Week!!!! I've had this day marked on my calendar ever since the announcement was first made.Today is the day bitcoin micro-futures come to market.A Perfect Union: Bitcoin & FuturesWhen bitcoin futures came out a few years ago, I was overjoyed. It was the union of two of my favorite things: bitcoin and futures. What did this mean for the bitcoin market?Bitcoin futures help large traders to hedge Unknownnoreply@blogger.com0tag:blogger.com,1999:blog-5187845827901305252.post-34988621664070057682021-04-27T09:12:00.004-07:002021-09-09T10:22:36.761-07:00An Argument Against The Ban of Bitcoin: Bitcoin Represents a Threat to The Permanent State, Not America
If The U.S. Bans Bitcoin It Will:
1) Be A Threat To National Security
2) Tie Our Demise To The U.S. Dollar
One of my favorite movies is Scarface. And, this is one of my favorite quotes: “In this country, you gotta make the money first. Then when you get the money, you get the power. Then when you get the power, then you get the women.” -Antonio "Tony" Montana; Unknownnoreply@blogger.com57tag:blogger.com,1999:blog-5187845827901305252.post-26898381633265486962021-04-01T16:44:00.000-07:002021-04-28T06:31:14.091-07:00How Did Estonia Become More American Than America? By Investing In Blockchain & Automating Government
“I should have called the Estonians when we were setting up our health care website.”
-Barack Obama
Estonia has become the American dream. The country offers its Unknownnoreply@blogger.com6tag:blogger.com,1999:blog-5187845827901305252.post-14393479496706263812021-01-15T05:08:00.029-08:002021-01-29T05:57:15.024-08:00How Much Can You Make Using Automated Trading Strategies? Answer: Over $1.2M in 2020Strategy #5If you've read any of my previous posts you know that I'm a big fan of three things:Trading FuturesLiberty and Economic Justice (Blockchain / Bitcoin)Automated Streams of IncomeThis post touches on all three categories; it ties trading NASDAQ futures to automated trading strategies, which can lead to economic freedom. So what's the catch?The catch is that you have to find Unknownnoreply@blogger.com0tag:blogger.com,1999:blog-5187845827901305252.post-65606663621977130572021-01-08T07:02:00.008-08:002021-01-09T10:33:05.426-08:00January 6 Was A Game Changer - Time To BUY, BUY, BUYUnless you're in a cave you know that the U.S. was threatened on Jan. 6 by a group of protestors that stormed Capital Hill as lawmakers debated electoral college results. The fear is that this event could make the markets unstable. Given the tools of the Federal Reserve to buy up everything in sight it's no surprise that the market rallied on January 7, especially since lawmakers have gone home Unknownnoreply@blogger.com0tag:blogger.com,1999:blog-5187845827901305252.post-65059968944356697012020-12-22T07:52:00.009-08:002021-01-08T06:29:19.181-08:00Technically, The Market Is About To Take a Dive in Q1 2021Technically, the market is about to take a dive in Q1. It's going to be brutal unless the Fed comes in and starts buying, which it very well might do. I'll talk about why I don't think that's going to matter in a moment. First, let's revisit bitcoin.As advised, we hit a bottom in bitcoin in Sept/early Oct and then started trending up. We passed 13,500 by the end of October. Then we made new highsUnknownnoreply@blogger.com0tag:blogger.com,1999:blog-5187845827901305252.post-75964526177406562682020-11-11T04:03:00.009-08:002020-12-05T08:40:37.935-08:00Bitcoin Price: On Our Way To New Highs By EOY
As advised, we hit a bottom in Sept/early Oct and then started trending up. We passed 13,500 by the end of October. Now that we've passed 13,500, technical charts are showing a target of 18,000 and possibly new highs by the end of the year depending on momentum. Level of support is 15,000 to 15,300.Unknownnoreply@blogger.com0tag:blogger.com,1999:blog-5187845827901305252.post-49239530669733263812020-11-02T06:36:00.000-08:002021-04-28T06:57:46.308-07:00 How Much Bitcoin Can You Earn On Cointiply in 1 Year? $8,000+ Not all faucets are the same. Some are definitely better than others.With Coinpot gone, Cointiply has taken the lead as the world’s best bitcoin faucet.What does it mean to be the “best” faucet — it means providing the best opportunity for higher and consistent payouts.How much can you make on Cointiply?To figure this out, we need to create a model. The model is based on the following Unknownnoreply@blogger.com0