- avg annual gain is 54.9% vs 3% for buy/hold.
- avg Max DD -5.4% vs -56.8%
- Largest Max DD -9.4% vs -82.3%
- Average 12 trades per year
- Average hold time 11/12 days
attached image shows 130 min KISS versions of AGQ and SLV
As I would expect, you are better off buying twice as much SLV
as opposed to the leveraged AGQ. Makes sense with the hold
time of the trades. Excellent work Matt!!
yes sort of. But you have to realize that AGQ and those
leveraged ETF's degrade badly. Notice that the hold time on AGQ is
about 1/2 that of SLV - the stops are much tigher on the
AGQ.
anyway, nice to see that the KISS system works on degrading
instruments like leveraged ETFs
AGQ Silver 2X KISS stats - WOW!!
Posted by matt on 27th of Nov 2023 at 02:37 pm
here's the 130 min AGQ KISS stats WOW!
- avg annual gain is 54.9% vs 3% for buy/hold.
- avg Max DD -5.4% vs -56.8%
- Largest Max DD -9.4% vs -82.3%
- Average 12 trades per year
- Average hold time 11/12 days
attached image shows 130 min KISS versions of AGQ and SLV
Has the silver AGQ etf
Posted by chlo8888 on 28th of Nov 2023 at 08:02 am
Has the silver AGQ etf triggered 130 min triggered long?
Nice. Are you able to
Posted by jonesy85 on 27th of Nov 2023 at 03:42 pm
Nice. Are you able to run a backtest on ERX. Its 2x xle
yes I can
Posted by matt on 27th of Nov 2023 at 04:00 pm
yes I can
As I would expect, you
Posted by mugsy on 27th of Nov 2023 at 02:43 pm
As I would expect, you are better off buying twice as much SLV as opposed to the leveraged AGQ. Makes sense with the hold time of the trades. Excellent work Matt!!
yes sort of. But you
Posted by matt on 27th of Nov 2023 at 05:03 pm
yes sort of. But you have to realize that AGQ and those leveraged ETF's degrade badly. Notice that the hold time on AGQ is about 1/2 that of SLV - the stops are much tigher on the AGQ.
anyway, nice to see that the KISS system works on degrading instruments like leveraged ETFs
Matt You are right about
Posted by rbreese on 27th of Nov 2023 at 05:11 pm
Matt You are right about degrade fast. I sold about 75pecent of AGQ 30.21. Thanks for reminder.