here's two images showing the volatility systems for ETF's and
stocks. Admittedly I have not been watching these lately
given how focused I've been on the market, but figured I'd show how
these held up.
on the volatility stocks: IBM did well with 3 long trades
in March. no trades on AMZN. GOOGL had a nice long in early March.
GS had a losing long trade as did AAPL.
for the ETFs: EFA had a 2 winning trades in March.
TLT had a winning short in March. EEM had a winning long in
March. SPY , DIA no trades. QQQ losing long trade, IWM a wash
long trade with 1st entry loser, 2nd entry winner. EWZ had
two winning long trades, one loser, and one winning
short.
overall not bad at all. Clearly the SPY/ES mean reversion didn't
do well. I've adjusted those systems so going forward they
are in better shape. There's lot of the year left so I'm
confident they'll make those losses back and more
Now that you've updated the spreadsheet, the stats for 2025 are
well and truly in the red and we have completed 1/4 of the year.
Need some real juice to get these back in the black...
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Volatility Systems actually handled all this quite well
Posted by matt on 30th of Mar 2025 at 11:58 pm
here's two images showing the volatility systems for ETF's and stocks. Admittedly I have not been watching these lately given how focused I've been on the market, but figured I'd show how these held up.
on the volatility stocks: IBM did well with 3 long trades in March. no trades on AMZN. GOOGL had a nice long in early March. GS had a losing long trade as did AAPL.
for the ETFs: EFA had a 2 winning trades in March. TLT had a winning short in March. EEM had a winning long in March. SPY , DIA no trades. QQQ losing long trade, IWM a wash long trade with 1st entry loser, 2nd entry winner. EWZ had two winning long trades, one loser, and one winning short.
overall not bad at all. Clearly the SPY/ES mean reversion didn't do well. I've adjusted those systems so going forward they are in better shape. There's lot of the year left so I'm confident they'll make those losses back and more
Now that you've updated the
Posted by vasiboy on 31st of Mar 2025 at 04:27 am
Now that you've updated the spreadsheet, the stats for 2025 are well and truly in the red and we have completed 1/4 of the year. Need some real juice to get these back in the black...