QE 3 on TLT bonds

    Posted by matt on 10th of Jul 2022 at 11:30 am

    tested the QE 3 short on TLT bounds - man it would have done a crap ton of trades. 

    I've commented on this before but something I've never finished. would like to add the SPY and ES systems to QQQ, IWM, DIA, TLT, XLU, EEM, XLE, XLV

    the second image shows a table of what I would need to complete - pretty daunting. I listed the sub systems and the ETF's, SPY and ES are obviously done, I show SPY only here. But all those sub systems would have to be testing and refined for each of those ETF's. Currently I send signals for SPY and ES, I added the ES trades in because even though you have a lot of overlap trades for obvious reasons of the being based on the same index, you get variations and more trades that way i.e. ES will catch trades SPY misses. However that may not be needed anymore if we also had QQQ, IWM, DIA in the mix because they too will do a lot of similar trades but catch trades that SPY would not - hence ES would not need to be tracked.

    The other thing I have to decide on is do I test these for end of day or next day open like I discussed before. I like the idea of next day open but I've also ran into problems with them - i.e. the systems are not really written that way and each system would have to be slightly modified for it - more work. 

    The other idea I've discussed before is just making them all end of day like they currently are but NOT bother trying to get trade signals to these before the close. Instead let the market close fully, then open the workspaces containing the systems and see what triggered. Then issue trade alerts for these other ETF's that are to be executed in after hrs. These are all liquid ETF's so that's not an issue. I would also not issue options for these (it's too much work)

    anyway getting a list of ETF's with the systems is on my bucket list - would be a fantastic product for the website. It's something I will complete eventually, but more to figure out and complete before I do. 

    AWESOME MATT.  Not sure I

    Posted by mundy on 10th of Jul 2022 at 11:04 pm

    AWESOME MATT.  Not sure I will be around to trade those, I am getting a bit long in the tooth now!   

    I love the system trades,

    Posted by focus175 on 10th of Jul 2022 at 11:33 pm

    I love the system trades, and the more opportunity the better!

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