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| Subject: | RPH |
| Posted by: | Rick Haines (Admin) |
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| | Ignored by 4% of those who use ignore feature. | | |
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| When: | 9/10/11 (11:04) | |
| Systems: | RPH, RPH 2, Conservative Growth, Diversified ETF Timer, Extreme Trader, rydex 500, rydex qqqq, self directed 401 timer, SMA, Target 50 stopped trading 8-28-07, Target 60, Ultimate Trader, UT2, Wave Rider stopped trading on 4/25/08 |
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| | Ths forum is for those of you interested in my new signal RPH. Please visit my page and feel free to ask any questions you may have.
Thank You
Rick Haines |
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| Subject: | RPH |
| Posted by: | Rick Haines (Admin) |
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| | Ignored by 4% of those who use ignore feature. | | |
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| When: | 10/01/11 (15:57) | |
| Systems: | RPH, RPH 2, Conservative Growth, Diversified ETF Timer, Extreme Trader, rydex 500, rydex qqqq, self directed 401 timer, SMA, Target 50 stopped trading 8-28-07, Target 60, Ultimate Trader, UT2, Wave Rider stopped trading on 4/25/08 |
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| | In response to post by Rick Haines of 9/10/11 (11:04) Ths forum is for those of you interested in my new signal RPH. Please visit my page and feel free to ask any questions you may have.
Thank You
Rick Haines
This signal will always trade TNA or TZA, the 3* leveraged ETF’s that track the Russell 2000. Both long and inverse.
This is an overbought oversold indicator utilizing 20 different criteria. Each individual criterion has a 5% weighting. It can be in cash and stay in cash during certain market conditions.
It also uses a 21st element that is not an overbought oversold indicator. This 21st element will take us out of position or into a very small position when the market is trending. Please look at the market during our time in cash from 7/29/11 – 8/15/11. As you can see the market was directionally down during that period of cash. This signal will do the same thing in a strait up market.
Within our first 8 signals it is easy to see a varied market condition and how this signal works. The first trade from 6/20/11 to 6/30/11 was easy money. We bought into TNA just one time and as the market went up and we sold out in increments. Notice the time in cash from 6/30/11 – 7/5/11. As you can see the market went basically strait up from 6/20/11 to 7/5/11.
Our losing trade from 7/18/11 to 7/29/11 was a good example of how to lose money however the trade lost us less than would be expected. We entered TNA at 80.95 and the final exit was 70.04. What could have been a 13.47% loss. As you can see from the C2 calculation the final cost was 79.50 and the final sell was 72.42 for a loss of -8.90%.
The trade on 9/12/11 was a very good example of how a trade can work. The initial entry was 36.82 and the final sell was 35.87 what could have been a loss of -2.58%. Using the calculated buy and sell price from C2 you see we got in for an average buy price of 36.21 and the final sell price averaged 38.26 for a 5.66% gain. Not bad for a position that went down -2.58%.
Thanks for your time and consideration. As always be careful trading. This site and trading program is for educational purposes only. Please consult your financial advisor before entering any trade based on this signal.
Thank You
Rick Haines
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| Subject: | RPH |
| Posted by: | Financial Scientist |
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| | Ignored by 9% of those who use ignore feature. | | |
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| When: | 10/03/11 (0:46) | |
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| | In response to post by Rick Haines of 10/01/11 (15:57) This signal will always trade TNA or TZA, the 3* leveraged ETF’s that track the Russell 2000. Both long and inverse....
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Nice going, Rick!
You hit that up 40%. Just don't lose 67.5% in a collosal drawdown trading those. Even my best strategies won't withstand at least a 38% drawdown versus a 185% Annual APR. |
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| Subject: | RPH |
| Posted by: | Rick Haines (Admin) |
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| | Ignored by 4% of those who use ignore feature. | | |
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| When: | 10/03/11 (10:53) | |
| Systems: | RPH, RPH 2, Conservative Growth, Diversified ETF Timer, Extreme Trader, rydex 500, rydex qqqq, self directed 401 timer, SMA, Target 50 stopped trading 8-28-07, Target 60, Ultimate Trader, UT2, Wave Rider stopped trading on 4/25/08 |
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| | In response to post by Financial Scientist of 10/03/11 (0:46) Nice going, Rick!
You hit that up 40%. Just don't lose 67.5% in a collosal drawdown trading those. Even my best strategies won't withstand at least a 38% drawdown versus a 185% Annual APR.
Thanks Beau for your congratulations.
For me draw downs are relative to annual gains. I suspect the higher the annual gain is the more tolerant I am with a draw down.
Even so draw downs are to be avoided if possible.
Good Luck
Rick
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| Subject: | RPH |
| Posted by: | Rick Haines (Admin) |
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| | Ignored by 4% of those who use ignore feature. | | |
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| When: | 10/21/11 (10:43) | |
| Systems: | RPH, RPH 2, Conservative Growth, Diversified ETF Timer, Extreme Trader, rydex 500, rydex qqqq, self directed 401 timer, SMA, Target 50 stopped trading 8-28-07, Target 60, Ultimate Trader, UT2, Wave Rider stopped trading on 4/25/08 |
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| | In response to post by Rick Haines of 9/10/11 (11:04) Ths forum is for those of you interested in my new signal RPH. Please visit my page and feel free to ask any questions you may have.
Thank You
Rick Haines
At the time of this post we are showing a gain of 33.73% of our portfolio since 6/20/11. Our win ratio is 70% with our gains just slightly smaller than our losses. The annualized gain is 130.7%.
A little review of our last couple of trades shows you the pitfalls of trading overbought oversold. The market on the 6th indicated overbought so we went inverse on the 7th with 10% of our account. As the market went up we went 65% inverse on the 11th. The market continued to go up and we went in 85% inverse on the 12th. We bought in on the 13th and finally on the 17th we were 95% of our account inverse. On the 19th our safety valve kicked in and told us to go long the morning of the 20th with just 5% of our account. The close the afternoon of the 20th showed all 20 of our indicators overbought so we went to cash on the 21st. We now are in cash waiting for at least one of our indicators to match our safety valve.
This signal should continue to provide a consistent profit in choppy markets and the draw downs will most likely be in trending markets. In times of very powerful trends like today we will often be in cash.
Thank You
Rick Haines
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| Subject: | RPH |
| Posted by: | Rick Haines (Admin) |
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| | Ignored by 4% of those who use ignore feature. | | |
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| When: | 11/09/11 (17:07) | |
| Systems: | RPH, RPH 2, Conservative Growth, Diversified ETF Timer, Extreme Trader, rydex 500, rydex qqqq, self directed 401 timer, SMA, Target 50 stopped trading 8-28-07, Target 60, Ultimate Trader, UT2, Wave Rider stopped trading on 4/25/08 |
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| | In response to post by Rick Haines of 9/10/11 (11:04) Ths forum is for those of you interested in my new signal RPH. Please visit my page and feel free to ask any questions you may have.
Thank You
Rick Haines
I was somewhat disappointed with our signal this month before today. Today the S+P 500 was down 3.67% while we went down around 2%. This morning we sold 147 shares at 45.60 and will be buying 500 shares on the open at a much lower price. The S+P 500 is down 1.93% since the close on 10/31/11. Our signal is just about flat.
If we get another down day Thursday we will likely be buying more shares of TNA Friday morning.
The S+P 500 is now down for the year. Our signal started being tracked on Collective 2 on 6/20/11. Since the open on 6/20/11 the S+P 500 is down 3.33% while we are up around 30%. Our signals percentage winning trades is 61%. I believe that may improve. Our annual compounded return of 110% could possibly go down and level out lower. I believe our average win verses our average loss size will come closer together with our wins still bigger than our losses.
Because of the complexity of this signal and the inability to back test the preceding statements were estimates.
Rick Haines
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| Subject: | RPH |
| Posted by: | Rick Haines (Admin) |
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| | Ignored by 4% of those who use ignore feature. | | |
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| When: | 12/31/11 (11:27) | |
| Systems: | RPH, RPH 2, Conservative Growth, Diversified ETF Timer, Extreme Trader, rydex 500, rydex qqqq, self directed 401 timer, SMA, Target 50 stopped trading 8-28-07, Target 60, Ultimate Trader, UT2, Wave Rider stopped trading on 4/25/08 |
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| | In response to post by Rick Haines of 9/10/11 (11:04) Ths forum is for those of you interested in my new signal RPH. Please visit my page and feel free to ask any questions you may have.
Thank You
Rick Haines
Overall we know it is a hypothetical portfolio starting on June 20, 2011 with $100,000. The current value is $129,878for a gain of 29.87%. Note the S+P 500 down 1.09% in the same time frame. With my 401 I started trading this signal on 10/20/11 with 60% of my portfolio.
We have 17 trades including the trade that is currently open. 11 winners for a 64.75% win ratio. That is inline or slightly less than expectations. I believe this statistic will be slightly higher after years of tracking.
We have 7 months tracked with 4 being profitable or 57.1% profitable. This is less than I hoped for and I would like to see this figure get better as time goes on. As we all know it is difficult to trade thru a down month. I believe with a 64.75% winning trade ratio the winning monthly ratio should and will get better.
The annual compounded return is 62.3%. That is good however slightly less than I expected. I am thinking this signal will return in the neighborhood of 75%. Time will tell. If the return does remain in the 62% range I will continue to trade it with real money and my assets will grow.
The average win is less than the average loss. Considerably. I suspect this ratio will get closer however the average loss may remain larger than the average win.
A profit factor of 1.6 – 1 is okay with me. Anytime I can earn 1.6 to 1 I will be happy to take that.
Ok now for the problem child. A drawdown of 29.03% is too large for a signal earning 62.3%. I like a signal that has a 25% or less drawdown on a 100% return. Or the drawdown should not be over 25% of the return. Unfortunately that is incredibly hard to attain in the real world. So at times I stretch my thinking to a drawdown that is 33% or less of the return. We are still out of the ball park with the 33% ratio. Now we have to look at other areas to try to justify trading this signal. One of the reasons I like Collective2 is we can do this. A drawdown as measured on C2 is maximum peak to valley movement. In this case from 9/16/11 to 12/7/11. And to be realistic we are still not above our high water mark on 9/16/11. When we use the chart and look at our biggest movement from the low point to the highest point we go from $95.27 on 8/25/11 to $150.78 on 9/18/11 for a movement of 58.2%. That is almost double the drawdown movement in just 3 weeks. I believe what this teaches us is this signal has made very large movements in the past and will do so again. The biggest movements have been on the up side.
In summary this signal is very volatile because it is trading 3* leveraged ETF’s. It is easier for me to trade because I understand the mechanics underneath the hood. I am ok with the current return of 62% but would like it to get better. I believe it will. Because of the volatility this signal moves very fast. The signal can be showing a very good return after a good trade and go to a very bad return after a bad trade. It will just take a lot of time before it settles down and shows a consistent return. I suspect in time the signal will be showing at least what it is showing now for a return or better.
Thanks and good luck trading in the new year.
Rick Haines
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| Subject: | RPH |
| Posted by: | Rick Haines (Admin) |
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| | Ignored by 4% of those who use ignore feature. | | |
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| When: | 1/20/12 (17:08) | |
| Systems: | RPH, RPH 2, Conservative Growth, Diversified ETF Timer, Extreme Trader, rydex 500, rydex qqqq, self directed 401 timer, SMA, Target 50 stopped trading 8-28-07, Target 60, Ultimate Trader, UT2, Wave Rider stopped trading on 4/25/08 |
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| | In response to post by Rick Haines of 12/31/11 (11:27) Overall we know it is a hypothetical portfolio starting on June 20, 2011 with $100,000. The current value is $129,878for a gain of 29.87%. Note the S+P 500 down 1.09% in the same time frame. With my 401 I started trading this signal on 10/20/11 with 60% of my portfolio....
See entire
When you take a look at our last 4 trades and go thru them comparing them to IWM you will see our signal has really done its job. Even though we were flat for 13 days of that time we still out performed the market considerably. I have stated in the past my trading methodology works best in a sideways market. Having such a strong performance since 12/14/11 in a strait up market is a pleasant surprise.
Although it was a small gain our TZA trade from 12/27 to 12/29 was perfect.
Our current position will most likely close Monday for a small but profitable trade. This will give us our second run of 4 winning trades. When you compare our winning trades to our losing trades you see we have not yet had more than 2 losing trades in a row. Given time I am sure we will get 3 or more losing trades in a row. I am hopeful our next trade will be a winner making this run 5 winning trades in a row. Having a 66% win ratio gives me reason for confidence.
Thank You
Rick Haines
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| Subject: | RPH |
| Posted by: | Pal Anand |
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| | Ignored by 18% of those who use ignore feature. | | |
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| When: | 1/21/12 (0:44) | |
| Systems: | Anand Futures, AnandFX, Direxion TNA/TZA, ProShares TQQQ/SQQQ, ProShares UPRO/SPXU, (E. Agg.) Test, (E. Agg.) Test1, (E. Agg.) Test2, (E. Agg.) Test3, (Speculative) Test, (V. Agg.) Test, Fortuna, Fortuna2, Fortuna3, Fortuna4, Fortuna5, Fortuna6, Fortuna6FX, Fortuna7, Fortuna8, Magnum (Conservative) Test, Magnum (V. Aggressive) Test, Magnum Test, Midas (V. Aggressive) Test, Mimas (Aggressive) Test, Mimas (Speculative) Hedge, Minerva, Monticello (Aggressive) Test, Mosaik (E. Agg.) Test, Mozilla (V. Agg.) Test, Titan (Agressive) Test, Titan (E. Aggressive) Test, Titan (Prudent) Test, Z (Aggressive) Test, Z (V. Agg.) Test |
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| | In response to post by Rick Haines of 12/31/11 (11:27) Overall we know it is a hypothetical portfolio starting on June 20, 2011 with $100,000. The current value is $129,878for a gain of 29.87%. Note the S+P 500 down 1.09% in the same time frame. With my 401 I started trading this signal on 10/20/11 with 60% of my portfolio....
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>A drawdown of 29.03% is too large for a signal earning 62.3%.
As long as the returns are atleast twice as high as the drawdown, I think it is ok. Of course, that is my personal preference, but would vary for each based on their individual risk tolerance. |
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| Subject: | RPH |
| Posted by: | Pal Anand |
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| | Ignored by 18% of those who use ignore feature. | | |
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| When: | 1/21/12 (0:50) | |
| Systems: | Anand Futures, AnandFX, Direxion TNA/TZA, ProShares TQQQ/SQQQ, ProShares UPRO/SPXU, (E. Agg.) Test, (E. Agg.) Test1, (E. Agg.) Test2, (E. Agg.) Test3, (Speculative) Test, (V. Agg.) Test, Fortuna, Fortuna2, Fortuna3, Fortuna4, Fortuna5, Fortuna6, Fortuna6FX, Fortuna7, Fortuna8, Magnum (Conservative) Test, Magnum (V. Aggressive) Test, Magnum Test, Midas (V. Aggressive) Test, Mimas (Aggressive) Test, Mimas (Speculative) Hedge, Minerva, Monticello (Aggressive) Test, Mosaik (E. Agg.) Test, Mozilla (V. Agg.) Test, Titan (Agressive) Test, Titan (E. Aggressive) Test, Titan (Prudent) Test, Z (Aggressive) Test, Z (V. Agg.) Test |
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| | In response to post by Rick Haines of 1/20/12 (17:08) When you take a look at our last 4 trades and go thru them comparing them to IWM you will see our signal has really done its job. Even though we were flat for 13 days of that time we still out performed the market considerably. I have stated in the past my trading methodology works best in a sideways market. Having such a strong performance since 12/14/11 in a strait up market is a pleasant surprise....
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>Having such a strong performance since 12/14/11 in a straight up market is a pleasant surprise.
All (successful) systems are trend following. If you are making money, then you are following the trend. |
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| Subject: | RPH |
| Posted by: | Pal Anand |
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| | Ignored by 18% of those who use ignore feature. | | |
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| When: | 1/21/12 (1:03) | |
| Systems: | Anand Futures, AnandFX, Direxion TNA/TZA, ProShares TQQQ/SQQQ, ProShares UPRO/SPXU, (E. Agg.) Test, (E. Agg.) Test1, (E. Agg.) Test2, (E. Agg.) Test3, (Speculative) Test, (V. Agg.) Test, Fortuna, Fortuna2, Fortuna3, Fortuna4, Fortuna5, Fortuna6, Fortuna6FX, Fortuna7, Fortuna8, Magnum (Conservative) Test, Magnum (V. Aggressive) Test, Magnum Test, Midas (V. Aggressive) Test, Mimas (Aggressive) Test, Mimas (Speculative) Hedge, Minerva, Monticello (Aggressive) Test, Mosaik (E. Agg.) Test, Mozilla (V. Agg.) Test, Titan (Agressive) Test, Titan (E. Aggressive) Test, Titan (Prudent) Test, Z (Aggressive) Test, Z (V. Agg.) Test |
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| | In response to post by Rick Haines of 1/20/12 (17:08) When you take a look at our last 4 trades and go thru them comparing them to IWM you will see our signal has really done its job. Even though we were flat for 13 days of that time we still out performed the market considerably. I have stated in the past my trading methodology works best in a sideways market. Having such a strong performance since 12/14/11 in a strait up market is a pleasant surprise....
See entire
>Our current position will most likely close Monday for a small but profitable trade.
Why? Just curious.
>Having a 66% win ratio gives me reason for confidence.
In investing, the measure that should give confidence is the Sharpe Ratio (Consistency), and the investment strategy, not win ratio (which is more appropriate for football coaches).
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| Subject: | RPH |
| Posted by: | Rick Haines (Admin) |
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| | Ignored by 4% of those who use ignore feature. | | |
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| When: | 1/21/12 (9:41) | |
| Systems: | RPH, RPH 2, Conservative Growth, Diversified ETF Timer, Extreme Trader, rydex 500, rydex qqqq, self directed 401 timer, SMA, Target 50 stopped trading 8-28-07, Target 60, Ultimate Trader, UT2, Wave Rider stopped trading on 4/25/08 |
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| | In response to post by Pal Anand of 1/21/12 (1:03) >Our current position will most likely close Monday for a small but profitable trade.
Why? Just curious....
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Hi Pal thanks for taking the time to look at my forums question and comment. I will to the best of my ability go thru each of your comments and answer.
“As long as the returns are atleast twice as high as the drawdown, I think it is ok. Of course, that is my personal preference, but would vary for each based on their individual risk tolerance.”
This for sure is a personal preference. I find it much easier for myself to trade a large drawdown mechanical signal I know the mechanics of. If I were to be a subscriber to a signal it would have lost my business long before a 50% draw down. Something you have witnessed you no longer have auto traders to TNA/TZA.
“All (successful) systems are trend following. If you are making money, then you are following the trend.”
Actually just the opposite of my experience. All of my entries are based on overbought and oversold. During this market up tick since 12/14/11 you can look at my trades position sizing and see what I am talking about. My trade on 12/14 was a very large TNA position and as you can see the market was trending down on 12/14. The 12/27 trade was a large TZA trade and the market had gone strait up from 12/20 to 12/27.
My trade on 12/29 and 1/17 were both rather small TNA trades. Looking at the Russell 2000 you can see what triggered them. The rather big down move of 12/28 indicated a small TNA position on 12/29. Again on 1/17 the markets slight sideways move for 3 days indicated a small TNA purchase on 1/17.
Our current position will most likely close Monday for a small but profitable trade.
“Why? Just curious.”
On 1/17 I opened a very small TNA position and closed most if it on 1/20. On 1/23 I will be closing the TNA position completely. Currently I have 33% if the TNA position open. Since I closed 66% of the position with a profit of 1.93 I believe if the market were to have a medium size gap down Monday that profit could turn to loss. Monday this signal takes a 95% TZA position. This for sure can’t be described as a trending purchase.
Having a 66% win ratio gives me reason for confidence.
“In investing, the measure that should give confidence is the Sharpe Ratio (Consistency), and the investment strategy, not win ratio (which is more appropriate for football coaches).”
Pal it has been my hobby for over that last 8 years to sit in my man cave research and back test mechanical signals. Since I do it on a rather elementary level I seem to look at the statistics that are available to me. I like to see a win ratio that is over 62%. This is just what I like. I also like hot rod Camaros and short little blonds. If you prize other things in life it is ok with me. I like signals with higher win ratios along with Sharpe Ratios and Calmar Ratios.
In your last statement on my RPH forum you were shoulding on me. Remember don’t you should on me and I won’t should on you.
Thanks for you interest and good luck with your trading.
Rick Haines
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| Subject: | RPH |
| Posted by: | Pal Anand |
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| | Ignored by 18% of those who use ignore feature. | | |
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| When: | 1/21/12 (10:13) | |
| Systems: | Anand Futures, AnandFX, Direxion TNA/TZA, ProShares TQQQ/SQQQ, ProShares UPRO/SPXU, (E. Agg.) Test, (E. Agg.) Test1, (E. Agg.) Test2, (E. Agg.) Test3, (Speculative) Test, (V. Agg.) Test, Fortuna, Fortuna2, Fortuna3, Fortuna4, Fortuna5, Fortuna6, Fortuna6FX, Fortuna7, Fortuna8, Magnum (Conservative) Test, Magnum (V. Aggressive) Test, Magnum Test, Midas (V. Aggressive) Test, Mimas (Aggressive) Test, Mimas (Speculative) Hedge, Minerva, Monticello (Aggressive) Test, Mosaik (E. Agg.) Test, Mozilla (V. Agg.) Test, Titan (Agressive) Test, Titan (E. Aggressive) Test, Titan (Prudent) Test, Z (Aggressive) Test, Z (V. Agg.) Test |
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| | In response to post by Rick Haines of 1/21/12 (9:41) Hi Pal thanks for taking the time to look at my forums question and comment. I will to the best of my ability go thru each of your comments and answer....
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Thanks. It is true that there are no more autotraders for Direxion TNA/TZA. I was a bit surprised there were any in the first place as trading 2x and 3x ETFs does not warrant it. The equivalent 1x ETFs would be ok to autotrade.
I get it that you are counter-trend trading based on overbought/oversold conditions which in my opinion is a very risky trade. If the returns are justifiable for the risk taken, it is ok, but to do it consistently is another matter, as again, consistency is the key for long-term out performance of the market. The market can remain overbought/oversold longer than you can remain solvent. In the long run all successful systems are trend following. But there is way to get ahead of the market in the short-term using counter-trend trading: Options, which are designed to make money during high market volatility as typically occurs during overbought or oversold conditions.
Regarding shoulding, I will rephrase what I said: In investing, the measure that gives confidence to most people is the Sharpe Ratio (Consistency), conviction and the investment strategy, not win ratio (which is more appropriate for football coaches).
Trading is a marathon, not a short sprint. The magnitude of wins matters (Babe Ruth effect), not the frequency of wins. |
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| Subject: | RPH |
| Posted by: | Rick Haines (Admin) |
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| | Ignored by 4% of those who use ignore feature. | | |
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| When: | 1/21/12 (10:51) | |
| Systems: | RPH, RPH 2, Conservative Growth, Diversified ETF Timer, Extreme Trader, rydex 500, rydex qqqq, self directed 401 timer, SMA, Target 50 stopped trading 8-28-07, Target 60, Ultimate Trader, UT2, Wave Rider stopped trading on 4/25/08 |
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| | In response to post by Pal Anand of 1/21/12 (10:13) Thanks. It is true that there are no more autotraders for Direxion TNA/TZA. I was a bit surprised there were any in the first place as trading 2x and 3x ETFs does not warrant it. The equivalent 1x ETFs would be ok to autotrade....
See entire
I understand completely the objections to trading over bought over sold. I have been able to this methodology consistently and profitably for the last 5 years. Without reveling too much I would just add. I have a breadth confirmation indicator that keeps me out of major trouble. Note my biggest move in RPH is on the up side. I have never had more than 2 losing trades in a row. I have had 1 string of 4 wins in a row and possibly another string of 4 wins in a row if the market does not gap down too large Monday.
In response to “The magnitude of wins matters (Babe Ruth effect), not the frequency of wins.” I would like to say for me I have to tailor my trading to fit my emotional strengths. I have in the past found it difficult to trade a system that losses more times than it wins. It is very difficult for me to pull the trigger on a signal if there is a consistent tendency to lose. Even if the losses are smaller than the gains. I disagree completely with your statement “ In the long run all successful systems are trend following” Look at my signal SMA. It was and still is profitable in the long run.
Options? Have you ever made money in options? If so my hat is off to you. I personally feel options are a great way to get fleeced of your assets. I have traded options however my several years on C2 has taught me a lot about options. Check out the grid. There are only 48 options systems. Only 13 of those are older than 1 year. Again if you can make money in options you are one of a really small minority.
Thanks
Rick Haines
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| Subject: | RPH |
| Posted by: | Pal Anand |
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| | Ignored by 18% of those who use ignore feature. | | |
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| When: | 1/21/12 (11:46) | |
| Systems: | Anand Futures, AnandFX, Direxion TNA/TZA, ProShares TQQQ/SQQQ, ProShares UPRO/SPXU, (E. Agg.) Test, (E. Agg.) Test1, (E. Agg.) Test2, (E. Agg.) Test3, (Speculative) Test, (V. Agg.) Test, Fortuna, Fortuna2, Fortuna3, Fortuna4, Fortuna5, Fortuna6, Fortuna6FX, Fortuna7, Fortuna8, Magnum (Conservative) Test, Magnum (V. Aggressive) Test, Magnum Test, Midas (V. Aggressive) Test, Mimas (Aggressive) Test, Mimas (Speculative) Hedge, Minerva, Monticello (Aggressive) Test, Mosaik (E. Agg.) Test, Mozilla (V. Agg.) Test, Titan (Agressive) Test, Titan (E. Aggressive) Test, Titan (Prudent) Test, Z (Aggressive) Test, Z (V. Agg.) Test |
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| | In response to post by Rick Haines of 1/21/12 (10:51) I understand completely the objections to trading over bought over sold. I have been able to this methodology consisten...
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Interesting discussion as I cant help myself keep coming back. You are using some kind of breath confirmation indicator to gauge whether the market is oversold or overbought. Pretty sophisticated. May be I will follow up on that. Thanks.
Regarding SMA, I only looked at it superficially, so I am not sure it is a counter-trend system, but I will take your word for it. By long-run, I meant a bit longer than 1 1/3 years, though.
Even Paulson (hedge fund guru) who prided himself that contrary to what most of everybody says that one cannot pick tops and bottoms, he was able to do just that for the past 25 years. He recently (last year) lost more than 50-60% of investors money which amounts to untold billions following a killing he made in the sub-prime crisis. That is truly long-term.
Options are the perfect example where the magnitude of wins matter, not the frequency of wins. In the long-run, the options traders make up in the few big wins, more than what they lost in the large quantity of small losses. |
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| Subject: | RPH |
| Posted by: | Rick Haines (Admin) |
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| | Ignored by 4% of those who use ignore feature. | | |
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| When: | 2/04/12 (9:26) | |
| Systems: | RPH, RPH 2, Conservative Growth, Diversified ETF Timer, Extreme Trader, rydex 500, rydex qqqq, self directed 401 timer, SMA, Target 50 stopped trading 8-28-07, Target 60, Ultimate Trader, UT2, Wave Rider stopped trading on 4/25/08 |
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| | In response to post by Rick Haines of 9/10/11 (11:04) Ths forum is for those of you interested in my new signal RPH. Please visit my page and feel free to ask any questions you may have.
Thank You
Rick Haines
On 1/23/12 we closed a trade that gave us our second 4 trade winning streak of the signal. Since the most losing trades we have had in a row is 2 I believe that is a significant accomplishment.
Our signal started being tracked on 6/20/11. Since then we are up 24.63% while the SP 500 is up 5.71%.
Our current trade started out with just 10% of our holdings and is now down to 5%. On the surface it seems insignificant in size however it has lead us to a trade worth over $1,000 in profit.
Our win ratio is now 65% and I believe that to be good. Our profitable months and average win ratio compared to average loss ratio could use some improvement. I look forward to making February a winning month and taking our profitable months ratio higher.
Our annual compounded return is 41.4%. For me that is good and a return that can and will make me a rich trader in time.
Thank You
Rick Haines
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| Subject: | RPH |
| Posted by: | Rick Haines (Admin) |
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| | Ignored by 4% of those who use ignore feature. | | |
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| When: | 2/20/12 (12:11) | |
| Systems: | RPH, RPH 2, Conservative Growth, Diversified ETF Timer, Extreme Trader, rydex 500, rydex qqqq, self directed 401 timer, SMA, Target 50 stopped trading 8-28-07, Target 60, Ultimate Trader, UT2, Wave Rider stopped trading on 4/25/08 |
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| | In response to post by Rick Haines of 9/10/11 (11:04) Ths forum is for those of you interested in my new signal RPH. Please visit my page and feel free to ask any questions you may have.
Thank You
Rick Haines
For my signal RPH I have been waiting for some time to do an evaluation of the draw downs. Now that I have 21 closed trades I believe that is enough to take a good look.
Collective 2 is a great tool for evaluating a signal. One of my favorite things to look at is the risk column in the trading results table. You will notice there are 6 different measures of risk. Na, low, medium, high, very, and extreme.
Looking at RPH I have given each category a numerical value. Na = 1, low = 2. normal = 3, high = 4, very = 5 extreme = 6.
We have 21 trades that add up to a total of 67. Or an average of 3.1.
Since 3 is our numerical value for normal I believe 3.1 is an acceptable risk.
Looking at it from a different perspective this signal has.
1 no draw down trade
6 low draw trades
6 normal draw down trades
3 high draw down trades
3 very high draw down trades
1 extreme draw down trade
As you can see from the table above. We have 13 trades in the normal or less category or 61%. 28% of our trades are in the high or very high category and only 1 trade in the extreme category or 4% of trades are extreme draw downs.
When you combine these statistics with the 68% win ratio it is easy to see the value in this signal.
Thank You and Good Luck trading.
Rick Haines
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| Subject: | RPH |
| Posted by: | Rick Haines (Admin) |
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| | Ignored by 4% of those who use ignore feature. | | |
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| When: | 2/24/12 (17:06) | |
| Systems: | RPH, RPH 2, Conservative Growth, Diversified ETF Timer, Extreme Trader, rydex 500, rydex qqqq, self directed 401 timer, SMA, Target 50 stopped trading 8-28-07, Target 60, Ultimate Trader, UT2, Wave Rider stopped trading on 4/25/08 |
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| | In response to post by Rick Haines of 2/20/12 (12:11) For my signal RPH I have been waiting for some time to do an evaluation of the draw downs. Now that I have 21 closed trades I believe that is enough to take a good look....
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No signal today. We had 2 of our indicators switch places so there is no change.
Interesting to look and compare charts of SPY and IWM since the close on 2/3/12. You will notice SPY is up 1.78% while IWM is down .37%.
Our current portfolio is in TNA 55%. It is the upward movement as indicated by SPY that keeps us 45% overbought and 45% of our portfolio in cash.
As you can see the IWM chart indicates some sideways movement therefore we are still 55% in position.
Enjoy your weekend.
Rick Haines
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| Subject: | RPH |
| Posted by: | Rick Haines (Admin) |
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| | Ignored by 4% of those who use ignore feature. | | |
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| When: | 5/11/12 (17:54) | |
| Systems: | RPH, RPH 2, Conservative Growth, Diversified ETF Timer, Extreme Trader, rydex 500, rydex qqqq, self directed 401 timer, SMA, Target 50 stopped trading 8-28-07, Target 60, Ultimate Trader, UT2, Wave Rider stopped trading on 4/25/08 |
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| | In response to post by Rick Haines of 9/10/11 (11:04) Ths forum is for those of you interested in my new signal RPH. Please visit my page and feel free to ask any questions you may have.
Thank You
Rick Haines
I compare our performance to the S+P-500 often. I have often said of this signal it is a signal that does well during times of market chop. When I look at the S+P-500 from 02/13/12 to the close on 05/11/12 I see it has gone up .12%. According to C2 we are up 4.45% in the same time period.
On the S+P-500 looking at the recent high on 04/02/12 you see a market that is down - 4.63% while our signal is up 6.46%.
Trading this signal from 02/14/12 to 04/25/12 we had 4 losing trades in a row. Not fun. C2 calculated that loss to be $7,975. The next 2 trades were good trades and totaled $15,018. As you can see we made our loses up twice in half the trades. The 4 bad trades took our average bad trade down considerably while bringing our win ratio down to 59%.
I am trading this signal in my 401. I can only use 60% because of the 3 day settlement rule. I have traded every signal to the exact per portion since 10/20/11. I am down 1.4% in that time frame. The C2 calculation is up .55% so I should be up .33%. Counting the individual trades I have traded 79 times. I don’t believe a disparity of 1.73% to be too far off.
We are showing a 38.4% annual gain. We have now been tracked for almost 11 months. It is nice to see our statistics stay strong. I believe the annual gain could improve along with the winning percent ratio.
We go to cash Monday on the open.
Thank You
Rick Haines
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