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Diamondjag

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Joined: 11/25/2006
Location: Brighton, Co.

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Subject : RE: ATM real-time trading performance for 2018 & 2
Posted : 9/21/2019 7:13 PM
Post #46356 - In reply to #46353

Randy,

Thanks so much for keeping up on this for everyone. It's very important to give us a continued sense of reality.

I always like to look at these results compared to the market, so I added a picture of the SPY. Everyone can interpret for themselves but it looks like January and February was a great up market. You would think the systems would have made money. Less than half did. March had some decent drops but every system made money. April was a nice up month everybody made money. May was ugly. Nobody made money. June and July a strong rebound with a few good drops. Everybody made money. Aug., really UGLY and only ATM Macro & Micro was in the green.

Interesting in May, ATM Macro & Micro, the best overall system, had the biggest drawdown in the worst month, but did hold up in August, with a large down move then whipping up and down. It sure liked those June and July up market with the occasional dips.

Randy, if you tell me what securities you tested these systems on I should be able to add VATS results for you.




[Edited by Diamondjag on 9/21/2019 7:35 PM]

Attached file : ATM Summary With SPY.JPG (77KB - 988 downloads)

Deleting message 46356 : RE: ATM real-time trading performance for 2018 & 2


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