Saturday, December 13, 2014

what are the chances of a santa claus rally?

sdi_seasonalstgy on spy set to buy on trading day 241 and sell after 11 trading days
santa claus rallys occur approximately 2 out of 3 years based on the last 10 years, admittedly not a big sample. 1 out of 3 years you get a lump of coal. overall there is positive expectancy.

Sunday, December 7, 2014

bonus thinkscript: sdi_psarstgy_nq100 - the fabulous psar strategy preconfigured with psar-psearch optimizations

bonus thinkscripts are the extra's you get when you purchase a distribution of my thinkscript suite. in the past they have been thinkscripts that i pass along from other open sources in the import format. this new thinkscript is one for which i am not blogging the source code.

sdi_psarstgy_nq100 is the marriage of my previous sdi_psarstgy with psar-psearch. it is simply the psarstgy preconfigured to employ the psar-psearch optimized parameters for acceleration factor and acceleration limit when viewing any of the nasdaq 100 stocks. here's how this looks on aapl:
sdi_psarstgy_nq100 on aapl.
this chart shows how $10,000 of trading capital deployed buying and shorting aapl in 32 alternating trades might have returned 43% by the mechanical psar strategy with optimized input parameters.

Monday, December 1, 2014

turkey-trade fail

the thanksgiving week seasonal trade i posted last week failed. here's what this looked like:
turkey trade on spy
this was a small, acceptable $47 loss on $10,000 of investment. i'd try that again.