Taranveer’s Journal

[TaranveerSingh]

My approach to having 2 trading days was to have 2 different days for the index filter – so as to save 50% of my capital at least if tragedy strikes. I’ve kept the index filter the same for both strategies. As you say, I do see concentration of strategies happening. but the circuit breaker is still divided the same way?

[JulianCohen]

So with my NDX rotation strategy I have a different Index Filter length between Monthly and Weekly…this helps to alleviate the issue you mention. Maybe have a play around and see what you can create?

[TrentRothall]

When I was doing some testing on my small ordinaries rotation system. There is a distinct lack of edge from doing the rotation in the middle of the month as opposed to the start. Well, I probably shouldn’t say lack of edge but it is not as good as rotating on the first day of the month for whatever reason. So if you were to go down that path of solely rotating in the middle of the month, I would do some more testing of course.

[TaranveerSingh]

Yes I see that too but that’s because of the 2020 March crash that happened around 10th. It’s just by chance that the first trading day escaped that carnage. So I would take that difference. Thanks for the heads up though.

[TaranveerSingh]

My investment service rep job requires me to transfer my account from IBKR to my employer’s own investment account. Apparently it’s for regulatory purposes that I’d have to give up my 40 cents/trade brokerage for 9.95/trade brokerage. Cute stuff. (any recommendations for cheap full service brokerages?)
So I sold off my positions and withdrew my account. Got a 6% gain since I started. The good part is that it matches with what my STT trader journal shows. So my journaling is going all good.
Anyway, up until now, it’s been going so good. I’m proud of having put on all the trades that were required. Can’t wait to find a way around the 9.95$ commissions.

[Nick Radge]

mmm…bummer, but very common. On the bright side, the momentum strategies tend to be low frequency so commission drag shouldn’t be too bad.

[TaranveerSingh]

Hey guys, hope everyone’s doing well..

After a 5 month delay due to taxation cycle and documentation, ready to begin again. I’m testing something I need some help with.

– I want to test for what would happen if, when the index filter on a rotational system would go off, I’d invest in a particular symbol.

– I’d be testing for Gold, and some bond etf’s. let’s see what I find. If you have any words of advice I’m all ears. Thanks

[TaranveerSingh]

I found interesting results for GLD. Not extraordinary “numbers” but interesting to imagine how psychologically strengthening it would’ve been to be in GLD in times like 2008 and 2020 March.
I can imagine myself being unable to sleep if I were in Bonds too at such times – fearing the worst.. (I tested for TLT and SHY).

[TaranveerSingh]

Hello after a long time. Since May, I was sitting in GLD for my 2 momentum systems.
The regime filter for one of them signaled to get in on equities once again.
Felt good purchasing stocks today.

Since May
R1000 = (-3.63%)
NDX = (-2.73%)

Proud of how easy it was to do nothing all this while. Felt nothing. Hope everyone’s been well.

[Author]

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