Kevin_in_GA
4,599 posts
msg #139011
- Ignore Kevin_in_GA |
11/1/2017 4:30:05 PM
Here you go. Trying to post an equity curve but photobucket just sucks.
Period - 01/01/2014 through 06/01/2016
Initial equity for system: $100,000
Initial equity for XIV: $100,000
Ending Equity for system: $279,130 (179% ROI)
Ending equity for XIV: $94,751 (-5.25% ROI)
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shillllihs
6,090 posts
msg #139012
- Ignore shillllihs
modified |
11/1/2017 4:51:24 PM
Seems the system works though I really just wanted to see
July 14, 2014 till end of Feb 2016, so maybe subtract 100%
That's when the market started to zigzag.
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Kevin_in_GA
4,599 posts
msg #139013
- Ignore Kevin_in_GA
modified |
11/1/2017 8:46:10 PM
For that specific period, the system returned $178,709 (78.7% ROI) while XIV dropped to $41,259 (-58.7% ROI).
298 trades, 217 wins (72.8% win rate).
Average win - 6.63%
Average loss - 8.01%
Sharpe Ratio (annualized) was 1.17.
Max drawdown on closed trades was 11.16%. Max drawdown intratrade was 28.4%. A rough time but it beat the snot out of buy and hold.
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shillllihs
6,090 posts
msg #139026
- Ignore shillllihs |
11/2/2017 10:34:49 AM
Xiv, should see 114 any minute or day now
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shillllihs
6,090 posts
msg #139028
- Ignore shillllihs |
11/2/2017 10:51:05 AM
A short Xiv signal has appeared but I'm just ignoring it for now, will wait to see if it drops off as it has done so many times before. Will wait and decide eod. After 17 big wins in a row, I deserve a good loss.
Clears the tubes.
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shillllihs
6,090 posts
msg #139035
- Ignore shillllihs |
11/2/2017 4:33:37 PM
Xiv went up but short signal never disappeared so sold at a great price ah.
So my heart says up but my head says down. I will regret this tomorrow when it's up.
Could be a blow off top then dump, rather be safe.
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shillllihs
6,090 posts
msg #139036
- Ignore shillllihs |
11/2/2017 4:45:16 PM
This thing will be 114 tomorrow and that crappy errant signal had to drop.
Shills is fuming and will go pump some iron to get his frustration out.
Think I'll squat 1500 and press 350pnds. This pisses me off.
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shillllihs
6,090 posts
msg #139048
- Ignore shillllihs |
11/3/2017 10:41:08 AM
I feel better, I worked out and ate 2 chickens and 2 gallons of skim milk. Feeling good
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shillllihs
6,090 posts
msg #139051
- Ignore shillllihs |
11/3/2017 11:50:40 AM
Next 2 days may be very slight up days followed by a nice down week.
I really don't know or care much, all cash.
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shillllihs
6,090 posts
msg #139054
- Ignore shillllihs |
11/3/2017 2:11:50 PM
Shills promoting XIV early on, and now everyone following suit just makes me so proud.
All you hear now is Xiv this and Xiv that. So honored to have been such a game changer in the industry and especially on SF. From the bottom of my heart, Thank you❤️
shillllihs
3,395 posts
msg #114848
8/12/2013 12:10:24 PM
Xxxxxxxxxxxxxxxxxxxxxxxx
XIV just signaled. About to make a wild longterm move. Which way? I think up.
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