Hello everyone, as you know I added the new Breakout Sub system
to the SPY Pro system recently, and one thing that system has is a
series of time ratcheting hard stops and trialing stops to
protected profit and reduce risk.
However I've slowly been adding the stop technology to the other
sub systems. The SPY Pro system has 23 sub systems including
the new breakout system. I've added the stop technology to
two of the other sub systems, the QE LE Long and QE LE Short, so in
total only 3 of the 12 sub systems now have these stops.
HOWEVER even this has improved the stats quite a bit, here's
some statistics to show via the general stats (notice the
improvement in the total and profit factor jumping to over 35) and
of course the annual % gains, quite a few of the years jump.
I will continue to add the stops to the other sub systems, it's
a slow process so will take some time, just giving a quick
update
yes, but remember 100 PF is the highest, actually 100 is
infinity because if you have no loss the profit factor is infinite,
so the years where you see it 100, the PF is greater than the years
you see it over 100 like 2007 etc.
anyway as you know I'm slowly adding the stops to the other sub
systems, so another 12K added since yesterday's post. 2007 didn't
change, but 2008 went up another 1.2K, 1996, 2000, 2001, 2006 also
went up
SPY Pro Improvements Discussion
Posted by matt on 19th of Jun 2017 at 11:52 am
Hello everyone, as you know I added the new Breakout Sub system to the SPY Pro system recently, and one thing that system has is a series of time ratcheting hard stops and trialing stops to protected profit and reduce risk.
However I've slowly been adding the stop technology to the other sub systems. The SPY Pro system has 23 sub systems including the new breakout system. I've added the stop technology to two of the other sub systems, the QE LE Long and QE LE Short, so in total only 3 of the 12 sub systems now have these stops. HOWEVER even this has improved the stats quite a bit, here's some statistics to show via the general stats (notice the improvement in the total and profit factor jumping to over 35) and of course the annual % gains, quite a few of the years jump.
I will continue to add the stops to the other sub systems, it's a slow process so will take some time, just giving a quick update
2007 profit factor
Posted by hkwong on 19th of Jun 2017 at 09:33 pm
the new stop system in 2007 profit factor is 914?
yes, but remember 100 PF
Posted by matt on 20th of Jun 2017 at 10:07 am
yes, but remember 100 PF is the highest, actually 100 is infinity because if you have no loss the profit factor is infinite, so the years where you see it 100, the PF is greater than the years you see it over 100 like 2007 etc.
anyway as you know I'm slowly adding the stops to the other sub systems, so another 12K added since yesterday's post. 2007 didn't change, but 2008 went up another 1.2K, 1996, 2000, 2001, 2006 also went up
Excellent stuff Matt - thank you so much for all the work that you do , and share with us
Posted by peterjennings71 on 19th of Jun 2017 at 01:02 pm
SPY Pro Improvements
Posted by kab34 on 19th of Jun 2017 at 12:59 pm
Matt, you are AWESOME! This is truly remarkable.
Matt, thanks for all of
Posted by morton7 on 19th of Jun 2017 at 12:55 pm
Matt, thanks for all of your hard work!
Good going Matt!
Posted by Denis on 19th of Jun 2017 at 12:17 pm
Excellent.
Great job Matt. Thank you
Posted by magann14 on 19th of Jun 2017 at 11:57 am
Great job Matt. Thank you
Nice improvement, Thanks Matt.
Posted by generic on 19th of Jun 2017 at 12:19 pm
Nice improvement, Thanks Matt.