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Weekly Seasonal Strategy Based With 25% Avg Return
Posted: Wed Aug 16, 2017 10:35 am
by greengrass
Re: Weekly Seasonal Strategy Based With 25% Avg Return
Posted: Wed Aug 16, 2017 10:51 am
by crondanet5
So this is week 33?
Re: Weekly Seasonal Strategy Based With 25% Avg Return
Posted: Wed Aug 16, 2017 12:45 pm
by greengrass
crondanet5 wrote:So this is week 33?
That's what I got too.
Re: Weekly Seasonal Strategy Based With 25% Avg Return
Posted: Wed Aug 16, 2017 1:18 pm
by crondanet5
I'm in! Finally doing something Seasonal.
Re: Weekly Seasonal Strategy Based With 25% Avg Return
Posted: Wed Aug 16, 2017 2:31 pm
by greengrass
Any takers on running this strategy for this year to see what the return would be?
Re: Weekly Seasonal Strategy Based With 25% Avg Return
Posted: Wed Aug 16, 2017 6:22 pm
by fordest
If I did it right, I get 13.72 so far this year. Check my work at #12016 on tspcalc.com
Re: Weekly Seasonal Strategy Based With 25% Avg Return
Posted: Wed Aug 16, 2017 6:28 pm
by mjedlin66
Re: Weekly Seasonal Strategy Based With 25% Avg Return
Posted: Wed Aug 16, 2017 6:49 pm
by fordest
This year it would be off by one day because of too many trades in April. At week 18 you would have had to decide to move back to F a day late, or go to G for a day.
An extra day in S is at:
http://tspcalc.com/seasonal.php?ID=12016G for a day is at:
http://tspcalc.com/seasonal.php?ID=12017
Re: Weekly Seasonal Strategy Based With 25% Avg Return
Posted: Wed Aug 16, 2017 7:36 pm
by fordest
And in case you want to keep using this strategy next year, you will need to make these changes.
http://tspcalc.com/seasonal.php?ID=12027
Re: Weekly Seasonal Strategy Based With 25% Avg Return
Posted: Wed Aug 16, 2017 7:49 pm
by evilanne
I'm not sure if daily is accurate based on the scenario since trading days & calendar days change from year to year but it gives you a rough idea. I changed dates slightly to align better with 2018 calendar, which changes results--for those who have played with it, changing anything by only 1 or 2 days can make a difference...some big & some small
http://tspcalc.com/seasonal.php?ID=12024&years=04-17Same issue with April that mj had & also Easter moves around from year to year so trading days or calendar days may be tricky
Re: Weekly Seasonal Strategy Based With 25% Avg Return
Posted: Wed Aug 16, 2017 7:59 pm
by fordest
evilanne wrote:I'm not sure if daily is accurate based on the scenario since trading days & calendar days change from year to year but it gives you a rough idea. I changed dates slightly to align better with 2018 calendar, which changes results--for those who have played with it, changing anything by only 1 or 2 days can make a difference...some big & some small
http://tspcalc.com/seasonal.php?ID=12024&years=04-17Same issue with April that mj had & also Easter moves around from year to year so trading days or calendar days may be tricky
The difference between your 12024 and my 12027 is that you stayed in S at the end of April/Start of May and I got into G. I like your returns better.
But I tend to play it safe!
Re: Weekly Seasonal Strategy Based With 25% Avg Return
Posted: Wed Aug 16, 2017 9:11 pm
by evilanne
Yeah, I was aiming for fewest changes (i.e. laziness) but you would probably need a dozen variations to cover each year based on the calendar (the day of the week the year starts, what month Good Friday falls in, leap year etc) Seems like a lot of work to follow using program.
Re: Weekly Seasonal Strategy Based With 25% Avg Return
Posted: Fri Aug 18, 2017 6:53 am
by Sad Al
I this is for real:
http://tspcalc.com/seasonal.php?ID=10716&years=04-17Why aren't we all following 10716?
I am astounded! Where has this been all my career?
Re: Weekly Seasonal Strategy Based With 25% Avg Return
Posted: Fri Aug 18, 2017 9:30 am
by skiehawk11
Fordest,
Thanks for updating my strategy!
Re: Weekly Seasonal Strategy Based With 25% Avg Return
Posted: Fri Aug 18, 2017 10:05 am
by GoRedSox
If only I'd been following this from the beginning of my career.......