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Buffalo Bill

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Posts: 539

Joined: 10/3/2006
Location: Stafford, VA

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Subject : RE: ATM real-time trading performance for 2018 & 2
Posted : 9/1/2019 5:30 PM
Post #46327 - In reply to #46322

Started using a custom ATM system in June, 2018. here is a shot of my trade history excel spreadsheet - incl commissions. $25k acct, 20% actual profit in just over a year, 63% HR (not good) avg ppt -.18% (ugh). BUT it's been up much more than that - been hit by big RTM induced losses - buying into a falling knife (like a pharma company going south bc failed drug test on premier drug. Ugh). Those few (approx 10) trades have cost about $20k in previous profits!!! Without those big hits it would've been a banner year.

Side note: On a few of those I made up the losses (and more) by buying the stock in my 401k near the lows and letting them recover (after figuring out the reason for the initial losses. Sometimes it's a good company that just missed earnings and wall st over-reacts creating a good buy). CBB is a good current example - I lost $4K in ATM on CBB but have made $9k (and still growing) in my 401k on CBB. ATM highlighted this possibility. I didn't do this in my ATM acct bc I want this to test the ATM system not me doing things on the side.

At the end of July I looked at the individual perf of each strat and killed the poor performers (abt 1/2 the strats). For Aug it is 6/7 winners, with 3 open and all 3 are profitable right now. And Aug has been a choppy month so I'm thinking this year will be much better.

BUT the perf is nowhere near the historical BT numbers - 20% vs predicted (based on 10yr BT ave) of 90% yearly ROI.

I am building a new ATM system using the new Arm6 capabilities and focusing on HA bars. We'll see. Until then I'm letting this one run
Attached file : ATM perf.jpg (411KB - 336 downloads)

Deleting message 46327 : RE: ATM real-time trading performance for 2018 & 2


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