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ATM
ATM performance since Jan 1st.?
Last Activity 4/21/2021 9:48 AM
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John J

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Subject : ATM performance since Jan 1st.?
Posted : 8/26/2018 3:16 PM
Post #45264

Just wondering how you guys are making out since the beginning of the year? My Macro&Micro ATM has more or less been under water since February, and I have yet to come up with an alternative method that shows a steady upward slope in terms of ROI?

Disclosure. I'm using the WT3 Short Term strat instead of RTM7 (I have yet to acquire it)
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EYEGUY

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Subject : RE: ATM performance since Jan 1st.?
Posted : 8/26/2018 4:20 PM
Post #45265 - In reply to #45264

John J:

I have been using RTM7 in my ATM Macro & Micro Model and from the start of the year here is the Portfolio Simulation:



Although maybe not as stellar as the performance from January 1, 2003 to March 10, 2018 (don't ask me why those dates although they may have come with the ATM M&M setup), you should keep in mind this ATM Method's longer term historical performance:




Hope that helps!

Tom Helget

[Edited by EYEGUY on 8/26/2018 4:23 PM]

Attached file : ATM Macro & Micro Performance January 1, 2018 to August 24, 2018.PNG (113KB - 1141 downloads)
Attached file : ATM Macro & Micro Performance January 1, 2003 to March 10, 2018.PNG (239KB - 1031 downloads)

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mholstius

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Subject : RE: ATM performance since Jan 1st.?
Posted : 8/26/2018 4:53 PM
Post #45266 - In reply to #45264

Hi John,
So true… it’s been a tough year so far for most portfolios - especially if you happened to start one just before the drop in February.

I did a post back in June about combining ATM with Follow The Money HD;

https://www.omnitrader.com/currentclients/otforum/thread-view.asp?threadid=15773&posts=6

That post went into detail about the benefits of merging portfolios that happen to trade at different times, and it’s interesting to follow up on it 2 months later…

Here are some examples of various weightings of ATM Macro & Micro with Follow The Money HD since the first of the year in a 200% margin account.

1) ATM at 1X and FTM HD at 1X;




2) ATM at 1X and FTM HD at 1.5X;




3) ATM at 1X and FTM HD at 2X;




4) ATM at 2X and FTM HD at 2X;





Some interesting relationships. When using 2X and 2X, the trades range from 10% to 15% of available equity (margin), so comfort level vs trade size can have an effect.

These are the settings used for the accounts;




Not sure what the effect would be using WT3 Short Term vs RTM7, but thought I’d respond to your question about results in these difficult times…

Good luck,
Mark


[Edited by mholstius on 8/26/2018 4:58 PM]

Attached file : 00 1X and 1X.png (283KB - 901 downloads)
Attached file : 01 1X and 1-5X.png (268KB - 913 downloads)
Attached file : 02 1X and 2X.png (266KB - 892 downloads)
Attached file : 03 2X and 2X.png (268KB - 921 downloads)
Attached file : 04 settings.png (165KB - 906 downloads)

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John J

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Subject : RE: ATM performance since Jan 1st.?
Posted : 8/26/2018 4:59 PM
Post #45267 - In reply to #45264

Thanks Tom.

Yeah, your ROI since the beginning of the year is slightly better than the one I'm using (mind you, I haven't converted any of the constituent strats to MOC yet).

As far as I'm concerned, choppy markets should be the litmus test for any strategy or method, and therefore should't be dependent on long upward trends to occur frequently (as they say, don't confuse brains with a bull market). HRE trading with real money on the line doesn't let you look in the rear view mirror...

Btw, have you tested the “No Trade Market State”, discussed in the ATM Master Course), on the 2018 market? This is obviously a departure from the previous idea that ATM should keep you invested one way or another all the time (btw, I'm of course aware of the other thread discussing this).

[Edited by John J on 8/26/2018 5:16 PM]

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EYEGUY

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Subject : RE: ATM performance since Jan 1st.?
Posted : 8/26/2018 5:14 PM
Post #45268 - In reply to #45267

John J:

You're welcome!

And, no, I haven't tried the "No Trade Market State" scenario, but there surely have been many times in my trading career from the early '80s when it was a really, really good idea to just stay out of the markets!

As far as ATM M&M's performance this year it can be said that although it has been a bit "stormy" at least you would have been no worse off than the current state of the market what with the SPY being up maybe 6% or 7% year to date and that sure still beats a 1.5% CD any day.

Tom Helget

[Edited by EYEGUY on 8/26/2018 5:15 PM]

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tgrafa

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Subject : RE: ATM performance since Jan 1st.?
Posted : 8/26/2018 6:41 PM
Post #45269 - In reply to #45264

Though a long time Nirvana/OmniVest user I seldom post to these boards as I don't feel I have the expertise for valid contributions.

I would like to state for the record that I began using Marks two mentioned portfolios since they were made available the middle of June 2018. I am using all of Mark's suggested settings at a 2X and 2X margin. In actual live trading since mid-June my account is up a true 17.5%. It's pretty amazing to watch the historical simulated equity curve just continue up over the last couple of months translating into some very nice gains. Mark's two portfolio combination is killing it in this 2918 choppy market - Thanks Mark!
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mholstius

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Subject : RE: ATM performance since Jan 1st.?
Posted : 8/26/2018 7:04 PM
Post #45270 - In reply to #45269

Thanks, Trey...

Glad to hear it.

Mark
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Buffalo Bill

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Subject : RE: ATM performance since Jan 1st.?
Posted : 8/30/2018 10:27 AM
Post #45281 - In reply to #45264

Here's my Port Sim run. It's somewhat inaccurate because I neglected to run it using "dynamic" set for my OS list, and real world trading has exceeded this result. For example I did NOT get a large DD in mid Aug.

Actual trading results since June 27th: up 29% (incl commissions), 79% HR, 1.7% PPT, >40 trades



[Edited by Buffalo Bill on 8/30/2018 10:41 AM]

Attached file : ATM 2018 Eq Curve.jpg (245KB - 778 downloads)

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Keith Parsons

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Subject : RE: ATM performance since Jan 1st.?
Posted : 8/30/2018 11:08 AM
Post #45282 - In reply to #45264

Thank you all for sharing. Its very nice to be able to compare the results of other members.

Just one quick question please:
Hi Buffalo, thanks for posting. I noted that you are trading M&M on MOC. Yours is the first post where I have noted MOC for M&M. Just wondering if there are there others out there running MOC - or if all the other above results are MOO.

I have recently started combining Mark's FTM with M&M(been a pretty disruptive working year for me). So a correct understanding of the above results is really important for me for I just need to compare "apples with apples"

Take care all.

Thanks
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mholstius

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Subject : RE: ATM performance since Jan 1st.?
Posted : 8/30/2018 11:38 AM
Post #45283 - In reply to #45282

Hi Keith...
I'm just walking out the door, but wanted you to know that all my data is based on MOO trades.
Like you, I'm definitely interested in Buffalo's MOC results.
Mark
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Buffalo Bill

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Subject : RE: ATM performance since Jan 1st.?
Posted : 8/30/2018 12:51 PM
Post #45284 - In reply to #45281

Long term port sim run. Incls commissions

$122B Hahahahaha





[Edited by Buffalo Bill on 8/30/2018 12:54 PM]

Attached file : ATB M&M MOC.png (325KB - 679 downloads)

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jpb

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Subject : RE: ATM performance since Jan 1st.?
Posted : 8/30/2018 2:03 PM
Post #45285 - In reply to #45282

After Steve Leurman's initial post in March, I converted the strategies to MOC but haven't traded them. Instead, I took an account I was trading M&M in and adjusted AutoTrade to run its analysis before market close (around 2:20pm CDT). It finishes somewhere between 2:30 and 2:45 CDT. On occasions it runs a little longer which is ok since it submits market orders. It has been running for about 3 months. June was roughly flat. July and into August were down. After mid-August things started to turn around. That account is now down about $500 on an account size of about $15,000. A few weeks ago, it was down $1,200. Unlike Bill, my account saw an August draw down.

I have another AutoTrade instance running using the MOC version of the strategies with an Inactivity Stop. I start this one around 2:12 pm CDT so it completes before 2:45 pm (the approximate cutoff for MOC orders on GXT/IB). On occasions it doesn't complete until 2:50. Between 2:45 and 2:50, it is hit and miss if IB will accept the order. I also trade this account with other systems so there is a lack of funds to execute all the orders so I can't accurately assess the performance. What I can say is that when I spot checked between the 2 approaches when both instances were able to submit orders for the same symbol, the MOC orders tended to be slightly more favorable. While I haven't done a detailed analysis yet, I'd say I've seen a slight edge go to the true MOC orders instead of issuing orders in the last 15 - 30 minutes of the market.

I don't have a pure MOO version of ATM M&M running to compare with for real world results so I'm trusting the simulation is a close approximation to MOO vs MOC.
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EYEGUY

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Subject : RE: ATM performance since Jan 1st.?
Posted : 8/30/2018 4:41 PM
Post #45286 - In reply to #45282

Keith:

I just wanted to double check before I informed you that the Portfolio Simulation for ATM M&M I posted above in this thread used Market On Open (MOO) entries. I hope this helps so your comparison might be better facilitated.

Tom Helget
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Keith Parsons

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Subject : RE: ATM performance since Jan 1st.?
Posted : 8/31/2018 2:22 AM
Post #45296 - In reply to #45286

JPB & Tom
Appreciate your responses

Intend spending some time on MOC. (I am following the Master Course)

Regards
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Jeff Mishlove

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Subject : RE: ATM performance since Jan 1st.?
Posted : 9/13/2018 9:02 PM
Post #45384 - In reply to #45264

I have been paper-trading the ARM5-ATM method since last Feb 26. The results are fairly good -- as shown in the attached graphic.



Jeff

[Edited by Jeff Mishlove on 9/13/2018 9:08 PM]

Attached file : ARM5-ATM.PNG (154KB - 469 downloads)

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