Costa’s minimal surface equation and its applicability for $SPX year end projection

Costa’s minimal surface and its applicability for $SPX year end projection

math-minimal-surface

incase if you had forgotten the  equation from your physics classes .. ,the Costa’s minimal surface equation is below

The other day, we finally managed to apply Alfred Gray’s parametric equations  on how to use it for $SPX year end price target.

Here, \wp, \wp^\prime and \zeta are respectively the Weierstrass elliptic function, its derivative, and the Weierstrass zeta function, with invariants g_2=\left(\frac12\mathrm{B}\left(\frac14,\frac14\right)\right)^4=\frac{\Gamma(1/4)^8}{16\pi^2} and 0, and \mathrm{B}(x,y) and \Gamma(x) are the usual beta and gamma functions. The invariants are the ones corresponding to the semi-periods \omega_1=\frac12 and \omega_3=\frac{i}{2}. The parameter ranges are 0 < u < 1 and 0 < v < 1.

We may not be able to give the full details ( as they are proprietary of nature ) on how to manipulate the Weierstrass elliptic functions that show up in the equations, but below the details on how the equation fared against each year end’s actual $SPX close

Year Actual $SPX Close Equation Prediction Error in the Prediction
2016 ?? 3665 ??
2015 2044 2040 0.19
2014 2059 2076 0.82
2013 1848 1858 0.52
2012 1426 1414 0.86
2011 1258 1250 0.61
2010 1258 1248 0.77
2009 1115 1126 0.97
2008 903 901 0.25
2007 1468 1472 0.25
2006 1418 1406 0.87
2005 1248 1256 0.61
2004 1212 1206 0.49
2003 1112 1108 0.35
2002 880 885 0.59
2001 1148 1141 0.62
2000 1320 1330 0.73
1999 1469 1456 0.91
1998 1229 1232 0.22
1997 970 971 0.06
1996 741 742 0.17
1995 616 612 0.64
1994 459 462 0.59
1993 466 464 0.53
1992 436 434 0.39
1991 417 419 0.46
1990 330 329 0.37
1989 353 353 0.11
1988 278 278 0.10
1987 247 247 0.03
1986 242 241 0.49
1985 211 213 0.81
1984 167 167 0.14
1983 165 165 0.04
1982 141 140 0.46
1981 123 123 0.37
1980 136 135 0.56
1979 108 109 0.97
1978 96 97 0.92
1977 95 96 0.94
1976 107 107 0.43
1975 90 90 0.21
1974 69 69 0.64
1973 98 98 0.46
1972 118 118 0.04
1971 102 103 0.88
1970 92 93 0.91
1969 92 92 0.07
1968 104 103 0.83
1967 96 97 0.55
1966 80 80 0.41
1965 92 93 0.61
1964 85 85 0.29
1963 75 75 0.03
1962 63 63 0.16
1961 72 71 0.77
1960 58 58 0.19
1959 60 60 0.18
1958 55 55 0.38
1957 40 40 0.02
1956 47 47 0.70
1955 45 46 1.13
1954 36 36 0.06
1953 25 25 0.76
1952 27 27 1.59
1951 24 24 0.96
1950 20 21 2.71

ps: you might want to decode 3665 ( which is the year end target ) on your phone !!

paststat Alerts on Ditto Trade – Jan 2014 Performance

paststat Alerts on Ditto Trade  – Jan 2014 Performance  

paststat-AlertService-Horiz

Below the details of Ditto Trades Quant Alerts perfromance for the month of Jan 2014

aggressive methodology for calculating the performance 

step 1)  each day use half the trading account before market on close and take all the signals provided before market on close and exit next day at close , and the other half of the trading account balance to execute the market on open orders and exit at on the same day on market close

step 2) we compound each day returns ( the rationale is -50 % down day followed by another -50 % down day might blow up the account , where as compounding the daily trading account balance might leave us with still some 25% of the starting accounting balance )

below the daily performance of “Ditto Trades Quant Alerts ” in Jan 2014

Date Entry # # Wins Avg Win # Loss Avg Loss Max Win Max Loss Avg Trade P/L % Cumulative
03-Jan-14 Open 3 3 2.84 0 0 4.45 2.84
03-Jan-14 Close 3 1 0.47 2 -1.04 0.47 -1.07 -0.54 1.15 1.15
06-Jan-14 Open 1 1 0.33 0 0 0.33 0.33
06-Jan-14 CLose None 0 0.17 1.32
07-Jan-14 Open 4 2 0.34 2 -0.65 0.34 -0.75 -0.16
07-Jan-14 Close 1 0 0 1 -2.75 -2.75 -2.75 -1.46 -0.16
08-Jan-14 Open 3 1 3.06 2 -0.96 3.06 -1.05 0.38
08-Jan-14 Close 4 3 0.73 1 -0.33 1.29 -0.33 0.47 0.43 0.27
09-Jan-14 Open 6 3 1.65 3 -1.49 2.9 -1.82 0.08
09-Jan-14 Close 5 2 2.09 3 -1.49 3.71 -1.69 -0.06 0.01 0.28
10-Jan-14 Open 7 4 1.19 3 -0.71 2.14 -1.29 0.38
10-Jan-14 Close 5 1 1.2 4 -3.87 1.2 -7.18 -2.85 -1.24 -0.96
13-Jan-14 Open 3 1 2.55 2 -4.38 2.55 -8.57 -2.07
13-Jan-14 Close 6 6 1.49 0 0 1.98 1.49 -0.29 -1.25
14-Jan-14 Open 5 2 1.58 3 -2.88 2.11 -5.13 -1.1
14-Jan-14 Close 6 2 0.32 4 -1.69 0.37 -4.06 -1.02 -1.06 -2.30
15-Jan-14 Open 4 2 1.57 2 -3.02 2.01 -3.76 -0.72
15-Jan-14 Close 5 1 0.11 4 -0.93 0.11 -1.29 -0.72 -0.72 -3.00
16-Jan-14 Open 5 2 0.3 3 -0.86 0.33 -1.34 -0.4
16-Jan-14 Close 3 0 0 3 -0.93 -2.15 -0.93 -0.67 -3.64
17-Jan-14 Open 3 2 2.22 1 -3.01 3.85 -3.01 0.48
17-Jan-14 Close 4 1 1.35 3 -1.85 1.35 -2.67 -1.05 -0.29 -3.92
21-Jan-14 Open 3 0 0 3 -1.67 -2.81 -1.67
21-Jan-14 Close 3 2 1.36 1 -1.23 2.59 -1.23 0.5 -0.59 -4.48
22-Jan-14 Open 4 2 0.69 2 -3.71 1.24 -5.58 -1.51
22-Jan-14 CLose None 0 0 -0.76 -5.20
23-Jan-14 Open 3 1 0.19 2 -0.92 0.19 -1.54 -0.55
23-Jan-14 Close 8 1 1.23 7 -1.74 1.23 -3.51 -1.36 -0.96 -6.11
24-Jan-14 Open 6 5 2.83 1 -2.41 6.57 -2.41 1.96
24-Jan-14 Close 14 7 0.88 7 -1.29 2.62 -2.46 -0.2 0.88 -5.28
27-Jan-14 Open 4 2 1.78 2 -1.07 2.8 -1.37 0.35
27-Jan-14 Close 7 7 2.06 0 0 7.83 2.06 1.21 -4.14
28-Jan-14 Open 3 1 0.11 2 -2.45 0.11 -4.21 -1.6
28-Jan-14 Close 6 0 0 6 -0.84 -2.48 -0.84 -1.22 -5.31
29-Jan-14 Open 0 0 0 0 0 0
29-Jan-14 Close 3 2 1.28 1 -0.57 2.31 -0.57 0.66 0.33 -5.00
30-Jan-14 Open 1 1 0.37 0 0 0.37 0.37
30-Jan-14 Close 1 0 0 1 -0.96 -0.96 -0.96 -0.30 -5.28
31-Jan-14 Open 4 3 0.56 1 -0.55 0.94 -0.55 0.28
31-Jan-14 Close 1 0 0 1 -1.88 -1.88 -1.88 -0.80 -6.03
Nov-13 7.98
Dec-13 8.19
Jan-14 -6.03
Since Inception (11 Nov 2013) 9.77


Below the trade details in Jan 2014

Date Ticker Name Strategy Entry Direction P/L%
03-Jan-14 FAS Direxion Daily Financial Bull 3X Shares RSI crossed below 70 Open LONG 0.88
03-Jan-14 JASO JA Solar Holdings Co Ltd Close above upper Bollinger Open SHORT 3.19
03-Jan-14 MCP Molycorp Inc One Week  +20% Open SHORT 4.45
03-Jan-14 AEO American Eagle Outfitters Inc Aroon Oscillator turned overbought Close LONG 0.47
03-Jan-14 JDSU JDS Uniphase Corporation price moved above SMA-50 Close LONG -1.07
03-Jan-14 SBUX Starbucks Corporation 4 Day Consecutive Down Close LONG -1.01
06-Jan-14 UNG United States Natural Gas Bullish Engulfing Candle stick Open SHORT 0.33
07-Jan-14 FIO Fusion-io Inc Support Level 2 Open SHORT 0.33
07-Jan-14 FSLR First Solar Inc Unfilled Full Gap Down – 1% Open SHORT -0.75
07-Jan-14 GPS Gap Inc price crossed below SMA-50 Open SHORT -0.54
07-Jan-14 MRVL Marvell Technology Group Ltd Money Flow Index (MFI)is below 20 Open LONG 0.34
07-Jan-14 AA Alcoa Inc RSI crossed above 70 Close SHORT -2.75
08-Jan-14 BBRY Research In Motion Limited Money Flow Index (MFI)is above 80 Open SHORT 3.06
08-Jan-14 COH Coach Inc Volume Gainers 150% Open LONG -1.05
08-Jan-14 MAT Mattel Inc Unfilled Full Gap Down Open LONG -0.87
08-Jan-14 AA Alcoa Inc RSI crossed above 70 Close SHORT 1.29
08-Jan-14 EWJ iShares MSCI Japan Index Trend Sell pattern Close LONG -0.33
08-Jan-14 KORS Michael Kors Holdings Ltd 3 Day Consecutive Down Close LONG 0.87
08-Jan-14 LNG Cheniere Energy Inc Bullish MACD Crossovers Close LONG 0.04
09-Jan-14 BBRY Research In Motion Limited Money Flow Index (MFI)is above 80 Open SHORT -1.28
09-Jan-14 JASO JA Solar Holdings Co Ltd Close above upper Bollinger Open SHORT 2.9
09-Jan-14 KORS Michael Kors Holdings Ltd 3 Day Consecutive Down Open LONG 0.68
09-Jan-14 MU Micron Technology Inc New 250 trading day high Open LONG -1.36
09-Jan-14 XCO EXCO Resources Inc Bullish Engulfing Candle stick Open SHORT 1.38
09-Jan-14 YNDX Yandex NV ADX above 40 with positive trend Open SHORT -1.82
09-Jan-14 BBD Banco Bradesco SA Unfilled Full Gap Down – 1% Close SHORT -1.65
09-Jan-14 BYD Boyd Gaming Corp ADX turned above 30 with positive trend Close LONG 3.71
09-Jan-14 EWZ iShares MSCI Brazil Index RSI crossed Below 30 Close SHORT -1.69
09-Jan-14 FIO Fusion-io Inc price crossed below SMA-20 Close SHORT 0.47
09-Jan-14 SPLS Staples Inc Aroon Oscillator turned negative Close LONG -1.12
10-Jan-14 ACAS American Capital Ltd Chaikin Money Flow crossed above 0.2 Open LONG -0.44
10-Jan-14 BBD Banco Bradesco SA Commodity Channel Index (CCI) moved below -200 Open SHORT -1.29
10-Jan-14 BBRY Research In Motion Limited Money Flow Index (MFI)is above 80 Open SHORT 1.68
10-Jan-14 FIO Fusion-io Inc Support Level 2 Open SHORT 0.81
10-Jan-14 GGB Gerdau SA ADX turned above 30 with negative trend Open SHORT -0.39
10-Jan-14 GPOR Gulfport Energy Corp 3 consecutive closes below previous low Open LONG 2.14
10-Jan-14 YGE Yingli Green Energy Holding Co Ltd Bearish Engulfing candlestick Open SHORT 0.14
10-Jan-14 ECA Encana Corporation Close crossed above lower Bollinger band Close SHORT 1.2
10-Jan-14 LINE Linn Energy LLC RSI crossed above 70 Close LONG -2.14
10-Jan-14 NLSN Nielsen Holdings NV ADX above 30 with negative trend Close LONG -0.97
10-Jan-14 TVIX VelocityShares Daily 2x VIX ST ETN Aroon Oscillator turned oversold Close SHORT -7.18
10-Jan-14 XOMA XOMA Corporation 250 trading day high Close LONG -5.17
13-Jan-14 BBRY Research In Motion Limited 4 Day Consecutive Up Open SHORT 2.55
13-Jan-14 DUST Gold Miners Bear 3X Direxion Commodity Channel Index (CCI) moved below -100 Open LONG -8.57
13-Jan-14 SRC Spirit Realty Capital Inc New 20 trading day high Open LONG -0.2
13-Jan-14 ABBV AbbVie Inc Intraday-Low below lower Bollinger band Close LONG 1.55
13-Jan-14 AU AngloGold Ashanti Ltd Close crossed above upper Bollinger band Close SHORT 1.98
13-Jan-14 NLSN Nielsen Holdings NV ADX above 30 with negative trend Close LONG 1.58
13-Jan-14 O Realty Income Corp Aroon Oscillator turned positive Close LONG 1.04
13-Jan-14 TSN Tyson Foods Inc RSI crossed below 70 Close LONG 1.68
13-Jan-14 XRT SPDR S&P Retail Chaikin Money Flow Turns Negative and RSI is Below 45 Close LONG 1.14
14-Jan-14 AEM Agnico-Eagle Mines Ltd Open +4% Open SHORT 2.11
14-Jan-14 FAS Direxion Daily Financial Bull 3X Shares RSI crossed below 70 Open LONG 1.05
14-Jan-14 FIO Fusion-io Inc New 20 trading day low Open SHORT -5.13
14-Jan-14 FSLR First Solar Inc Commodity Channel Index (CCI) moved below -200 Open SHORT -1.86
14-Jan-14 YNDX Yandex NV ADX above 40 with positive trend Open SHORT -1.65
14-Jan-14 GG Goldcorp Inc price crossed below SMA-50 Close SHORT 0.27
14-Jan-14 NLSN Nielsen Holdings NV ADX above 30 with negative trend Close LONG -0.23
14-Jan-14 PBR-A Petroleo Brasileiro Narrow Range- 7 and Inside Day PatternInside Day Pattern Close LONG 0.37
14-Jan-14 TER Teradyne Inc Chaikin Money Flow crossed above 0.2 Close SHORT -4.06
14-Jan-14 TVIX VelocityShares Daily 2x VIX ST ETN Williams %R turned below -80 Close SHORT -0.9
14-Jan-14 XOMA XOMA Corporation RSI crossed above 70 Close LONG -1.56
15-Jan-14 ACAS American Capital Ltd Chaikin Money Flow crossed above 0.2 Open LONG 1.13
15-Jan-14 AEM Agnico-Eagle Mines Ltd price crossed below SMA-200 Open SHORT -3.76
15-Jan-14 SRPT Sarepta Therapeutics Inc Intraday-High crossed below upper Bollinger band Open SHORT 2.01
15-Jan-14 TER Teradyne Inc Close crossed above upper Bollinger band Open SHORT -2.28
15-Jan-14 AU AngloGold Ashanti Ltd Close crossed above upper Bollinger band Close SHORT -0.95
15-Jan-14 NLSN Nielsen Holdings NV ADX above 30 with negative trend Close LONG -0.36
15-Jan-14 QLD ProShares Ultra QQQ Aroon Oscillator turned positive Close LONG 0.11
15-Jan-14 STI SunTrust Banks Inc Commodity Channel Index (CCI) moved below -200 Close LONG -1.12
15-Jan-14 UNP Union Pacific Corporation New 20 trading day low Close LONG -1.29
16-Jan-14 AMAT Applied Materials Inc New 250 trading day high Open LONG -1.34
16-Jan-14 CRM Salesforcecom Volume Gainers 200% Open LONG -0.49
16-Jan-14 ECA Encana Corporation On Balance Volume (OBV) moved above Zero Open SHORT -0.74
16-Jan-14 NUAN Nuance Communications Inc Unfilled Full Gap Up Open SHORT 0.33
16-Jan-14 SPXU ProShares UltraPro Short S&P500 Aroon Oscillator turned negative Open SHORT 0.26
16-Jan-14 A Agilent Technologies Inc 3 consecutive closes above previous high Close SHORT -0.35
16-Jan-14 TMUS T-Mobile US Inc Aroon Oscillator turned negative Close LONG -0.28
16-Jan-14 XOMA XOMA Corporation RSI crossed above 70 Close LONG -2.15
17-Jan-14 SPWR SunPower Corporation Volume Gainers 200% Open SHORT 3.85
17-Jan-14 TMUS T-Mobile US Inc Aroon Oscillator turned negative Open LONG -3.01
17-Jan-14 XME SPDR S&P Metals & Mining Aroon Oscillator turned negative Open SHORT 0.59
17-Jan-14 AU AngloGold Ashanti Ltd RSI crossed above 70 Close SHORT -0.22
17-Jan-14 TJX The TJX Companies Inc Close below lower Bollinger Close LONG -2.67
17-Jan-14 NLSN Nielsen Holdings NV ADX above 30 with negative trend Close LONG 1.35
17-Jan-14 TJX The TJX Companies Inc Volume Decliners 150% Close LONG -2.67
21-Jan-14 BBRY Research In Motion Limited Money Flow Index (MFI)is above 80 Open SHORT -0.3
21-Jan-14 GDX Market Vectors Gold Miners ETF Resistance Level 3 Open SHORT -2.82
21-Jan-14 TJX The TJX Companies Inc Close crossed below lower Bollinger band Open LONG -1.89
21-Jan-14 DG Dollar General Corporation 4 Day Consecutive Down Close LONG -1.23
21-Jan-14 SID Companhia Siderurgica Nacional Commodity Channel Index (CCI) moved below -200 Close SHORT 2.59
21-Jan-14 XRT SPDR S&P Retail Chaikin Money Flow Turns Negative and RSI is Below 45 Close LONG 0.13
22-Jan-14 AUY Yamana Gold Inc 3 consecutive closes above previous high Open SHORT 1.24
22-Jan-14 BBRY Research In Motion Limited Money Flow Index (MFI)is above 80 Open SHORT -5.58
22-Jan-14 QID ProShares UltraShort QQQ Inverted hammer Candlestick Pattern Open SHORT 0.14
22-Jan-14 TJX The TJX Companies Inc Today -2% Open LONG -1.84
23-Jan-14 DFS Discover Financial Services Intraday-Low crossed above lower Bollinger band Open LONG -1.54
23-Jan-14 PTEN Patterson-UTI Energy Inc MACD-Histogram Turns Positive Open LONG -0.31
23-Jan-14 TXT Textron Inc Close crossed above upper Bollinger band Open LONG 0.19
23-Jan-14 AU AngloGold Ashanti Ltd Close crossed above upper Bollinger band Close SHORT -1.37
23-Jan-14 DG Dollar General Corporation 4 Day Consecutive Down Close LONG -0.42
23-Jan-14 LINE Linn Energy LLC Close crossed below upper Bollinger band Close SHORT 1.23
23-Jan-14 LKQ LKQ Corp Intraday-Low crossed above lower Bollinger band Close LONG -1.47
23-Jan-14 PWE Penn West Petroleum Ltd Aroon Oscillator turned oversold Close SHORT -3.51
23-Jan-14 TSN Tyson Foods Inc RSI crossed below 70 Close LONG -1.95
23-Jan-14 TTWO Take-Two Interactive Software Inc Commodity Channel Index (CCI) moved above +200 Close LONG -0.32
23-Jan-14 XHB SPDR S&P Homebuilders Intraday-Low crossed above lower Bollinger band Close LONG -3.11
24-Jan-14 AEM Agnico-Eagle Mines Ltd Open +4% Open SHORT 0.32
24-Jan-14 HIG Hartford Financial Services Group Inc Support Level 3 Open LONG -2.41
24-Jan-14 KMI Kinder Morgan Inc Close crossed below upper Bollinger band Open SHORT 1
24-Jan-14 SRPT Sarepta Therapeutics Inc Intraday-High crossed below upper Bollinger band Open SHORT 6.57
24-Jan-14 TNA Direxion Daily Small Cap Bull 3X Shares Close crossed below upper Bollinger band Open SHORT 5.72
24-Jan-14 TTWO Take-Two Interactive Software Inc Commodity Channel Index (CCI) moved above +200 Open LONG 0.54
24-Jan-14 AU AngloGold Ashanti Ltd RSI crossed above 70 Close SHORT 2.62
24-Jan-14 BEN Franklin Resources Inc RSI crossed Below 30 Close LONG -1.21
24-Jan-14 DG Dollar General Corporation 4 Day Consecutive Down Close LONG 0.28
24-Jan-14 EFA iShares MSCI EAFE Index Close crossed below lower Bollinger band Close LONG -0.46
24-Jan-14 FAS Direxion Daily Financial Bull 3X Shares Close crossed below lower Bollinger band Close LONG -2.46
24-Jan-14 FAST Fastenal Company Close crossed below lower Bollinger band Close LONG -1.18
24-Jan-14 JASO JA Solar Holdings Co Ltd Bearish MACD Crossovers Close SHORT 0.46
24-Jan-14 LKQ LKQ Corp Intraday-Low crossed above lower Bollinger band Close LONG 0.31
24-Jan-14 LVS Las Vegas Sands Corp Intraday-Low crossed below lower Bollinger band Close SHORT 0.69
24-Jan-14 POT Potash Corp of Saskatchewan Inc New 20 trading day low Close SHORT -0.82
24-Jan-14 RDN Radian Group Inc Unfilled Full Gap Down Close SHORT 1.35
24-Jan-14 TMUS T-Mobile US Inc Aroon Oscillator turned negative Close LONG 0.44
24-Jan-14 UVXY ProShares Ultra VIX Short-Term Fut ETF One Month +30% Close SHORT -2.4
24-Jan-14 VEA Vanguard MSCI EAFE ETF Close crossed below lower Bollinger band Close LONG -0.47
27-Jan-14 DFS Discover Financial Services Intraday-Low crossed above lower Bollinger band Open LONG -1.37
27-Jan-14 TMUS T-Mobile US Inc Aroon Oscillator turned negative Open LONG 0.76
27-Jan-14 XLV Health Care Select Sector SPDR Today -2% Open LONG -0.77
27-Jan-14 XME SPDR S&P Metals & Mining Aroon Oscillator turned oversold Open SHORT 2.8
27-Jan-14 ADI Analog Devices Inc Close crossed above lower Bollinger band Close LONG 0.6
27-Jan-14 BWA BorgWarner Inc ADX above 30 with negative trend Close LONG 0.6
27-Jan-14 EFA iShares MSCI EAFE Index 3 Day Consecutive Down Close LONG 0.87
27-Jan-14 TVIX VelocityShares Daily 2x VIX ST ETN Volume Decliners 200% Close SHORT 7.83
27-Jan-14 VEA Vanguard MSCI EAFE ETF 3 Day Consecutive Down Close LONG 1
27-Jan-14 VOD Vodafone Group plc 5 Day Consecutive Down Close LONG 1.01
27-Jan-14 XRX Xerox Corp One Week  -10% Close LONG 2.54
28-Jan-14 BP BP plc Commodity Channel Index (CCI) moved below -200 Open LONG 0.11
28-Jan-14 MNKD MannKind Corp price crossed below SMA-50 Open SHORT -4.21
28-Jan-14 SAN Banco Santander-Chile Chaikin Money Flow Turns Negative and RSI is Below 45 Open SHORT -0.69
28-Jan-14 ADI Analog Devices Inc Close crossed above lower Bollinger band Close LONG -0.49
28-Jan-14 BWA BorgWarner Inc ADX above 30 with negative trend Close LONG -0.09
28-Jan-14 EWW iShares MSCI Mexico Investable Mkt Idx Chaikin Money Flow Turns Negative and RSI is Below 45 Close LONG -0.85
28-Jan-14 LINE Linn Energy LLC Open +2% Close LONG -0.58
28-Jan-14 UTX United Technologies Corp Intraday-Low crossed above lower Bollinger band Close LONG -0.52
28-Jan-14 XRX Xerox Corp One Week  -10% Close LONG -2.48
29-Jan-14 AU AngloGold Ashanti Ltd RSI crossed above 70 Close SHORT 2.31
29-Jan-14 BBD Banco Bradesco SA Unfilled Full Gap Down – 1% Close SHORT -0.57
29-Jan-14 BEN Franklin Resources Inc RSI crossed Below 30 Close LONG 0.25
30-Jan-14 LINTA Liberty Interactive Inc ADX above 50 with negative trend Open LONG 0.37
30-Jan-14 BWA BorgWarner Inc ADX above 30 with negative trend Close LONG -0.96
31-Jan-14 AEM Agnico-Eagle Mines Ltd Long Legged Doji Candle stick pattern Open SHORT -0.55
31-Jan-14 LVS Las Vegas Sands Corp Open +5% Open SHORT 0.55
31-Jan-14 MA Mastercard Incorporated price moved above SMA-50 Open LONG 0.19
31-Jan-14 NRZ New Residential Investment Corp Top range Close Open SHORT 0.94
31-Jan-14 PENN Penn National Gaming Inc Open +3% Close LONG -1.88

Conservative methodology for calculating the performance 

assuming each trade is entered with 5% of the account size .

the performance in January 2014 for the 157 trades taken was – 1.69% , out of which 74 trades (47%) were profitable and 83 ( 53%) were loss making trades.

35/ 86 (40%)  Long  trades were profitable , with average gains for all the long trades is -2.17 %  ( assuming 5% of account size allocation to each trade)

30/71 ( 55%) Short trades were profitable , with average gains for all the short trades at 0.47% ( assuming 5% of account size allocation to each trade)

#FYI during the Jan 2014 $SPY returned -3.59% 

#FYI Since 11 Nov 2013 till Jan end  $SPY returned 1.05% 

limitations with the both above performance calculations : 

trading commissions are not included ( why ?  for an non-leveraged 1K , USD, per trade day trading a/c , if the trading commission is at say, 15 USD , it is next to impossible to break even the commissions , as we are looking at 1.5% profit to cover the cost of commission, the point is it depends on the account size)

bid ask spreads and the borrowing costs for short trades , and the ability to short the required amount of shares are also not considered. 

about “paststat Quant-Alerts”

“paststat Quant-Alerts” signal service provides , only those statistically significant trades which have short term trading edge by out-liar adjusted profit factor of more than 2.5 with a pay-off ratio atleast 1.5 and limiting to stocks with an average volume of more than 1 mil
With Ditto Trade, you can choose to have our alerts automatically executed in your Ditto Trade account according to your own personal pre-set parameters, or utilize Ditto Trade’s mobile app to  receive our alerts directly on your mobile device and instantly act on them with the press of a button. In either case you always maintain complete flexibility and control.

Get Started

You may also click here to go directly to Ditto Trade to learn  more and/or begin the process.

paststat Alerts on Ditto Trade – Dec 2013 Performance

paststat Alerts on Ditto Trade  – Dec 2013 Performance  

paststat-AlertService-Horiz

Below the details of Ditto Trades Quant Alerts perfromance for the month of Dec 2013

aggressive methodology for calculating the performance 

step 1)  each day use half the trading account before market on close and take all the signals provided before market on close and exit next day at close , and the other half of the trading account balance to execute the market on open orders and exit at on the same day on market close

step 2) we compound each day returns ( the rationale is -50 % down day followed by another -50 % down day might blow up the account , where as compounding the daily trading account balance might leave us with still some 25% of the starting accounting balance )

below the daily performance of “Ditto Trades Quant Alerts ” in Dec 2013

Date Entry # # Wins Avg Win # Loss Avg Loss Max Win Max Loss Avg Trade P/L % Cumulative
02-Dec-13 Open 10 8 3.01 2 -0.53 12.39 -0.66 2.3
02-Dec-13 Close 2 1 1.47 1 -0.71 1.47 -0.71 0.38 1.34 1.34
03-Dec-13 Open 1 1 0.06 0 0 0.06 0.06 0.06
03-Dec-13 Close 3 1 0.47 2 -0.03 0.47 -0.06 0.14 0.10 1.44
04-Dec-13 Open 4 2 2.57 2 -1.19 4 -1.74 0.69
04-Dec-13 Close 5 3 3.18 2 -1.08 6.54 -1.58 1.48 1.09 2.54
05-Dec-13 Open 3 0 0 3 -0.33 0 -0.74 -0.33
05-Dec-13 Close 3 3 1.26 0 0 1.33 1.22 1.26 0.47 3.02
06-Dec-13 Open 3 0 0 3 -0.94 -0.82 -1.11 -0.94
06-Dec-13 Close 1 1 1.29 0 0 1.29 1.29 1.29 0.18 3.20
09-Dec-13 Open 1 0 0 1 -0.72 -0.72 -0.72 -0.72
09-Dec-13 Close 3 1 0.22 2 -4.44 0.22 -7.84 -2.88 -1.80 1.34
10-Dec-13 Open 3 0 0 3 -0.95 -0.4 -1.49 -0.95
10-Dec-13 Close 3 1 1.03 2 -0.79 1.03 -0.93 -0.18 -0.57 0.77
11-Dec-13 Open 1 1 2.67 0 0 2.67 2.67 2.67
11-Dec-13 Close 4 0 0 4 -0.75 -0.16 -1.78 -0.75 0.96 1.74
12-Dec-13 Open 2 0 0 2 -0.32 -0.28 -0.36 -0.32
12-Dec-13 Close 8 3 3.39 5 -0.23 8.65 -0.75 1.13 0.41 2.15
13-Dec-13 Open 3 2 4.21 1 -0.57 8.01 -0.57 2.62
13-Dec-13 Close 6 6 1.15 0 0 1.73 0.72 1.15 1.89 4.07
16-Dec-13 Open 3 3 0.64 0 0 1.37 0.13 0.64
16-Dec-13 Close 3 1 0.54 2 -0.88 0.54 -1.68 -0.41 0.12 4.19
17-Dec-13 Open 0 0 0 0 0 0 0 0
17-Dec-13 Close 5 4 1.31 1 -0.6 2.63 -0.6 0.93 0.47 4.68
18-Dec-13 Open 5 3 1.99 2 -1.16 3.96 -1.69 0.73
18-Dec-13 Close 5 2 1.13 3 -0.72 1.69 -1.25 0.02 0.38 5.07
19-Dec-13 Open 3 2 0.75 1 -0.23 1.14 -0.23 0.43
19-Dec-13 Close 5 4 0.66 1 -0.4 1.06 -0.4 0.45 0.44 5.53
20-Dec-13 Open 3 3 1.51 0 0 2.25 0.7 1.51
20-Dec-13 Close 2 1 2.12 1 -1.59 2.12 -1.59 0.26 0.89 6.47
23-Dec-13 Open 1 0 0 1 -1.19 -1.19 -1.19 -1.19
23-Dec-13 Close 7 4 1.69 3 -1.69 4.17 -2.74 0.24 -0.48 5.96
24-Dec-13 Open 0 0 0 0 0 0 0 0
24-Dec-13 Close 4 2 1.06 2 -0.29 1.7 -0.54 0.38 0.19 6.16
26-Dec-13 Open 1 1 5.87 0 0 5.87 5.87 5.87
26-Dec-13 Close 5 2 1.11 3 -1.21 1.39 -2.56 -0.28 2.80 9.13
27-Dec-13 Open 2 2 1.02 0 0 1.23 0.8 1.02
27-Dec-13 Close 2 0 0 2 -0.05 0 -0.11 -0.05 0.49 9.66
30-Dec-13 Open 3 2 0.53 1 0 0.96 0 0.35
30-Dec-13 Close 3 3 0.96 0 0 1.11 0.74 0.96 0.66 10.38
31-Dec-13 Open 1 0 0 1 -1.72 -1.72 -1.72 -1.72
31-Dec-13 Close 4 0 0 4 -2.25 -0.36 -4.26 -2.25 -1.99 8.19
Nov-13 7.98
Dec-13 8.19
Since Inception ( 11 Nov 2013) 16.82

Below the trade details in Dec 2013 

Date Symbol Entry Trading Strategy Direction P/L%
02-Dec-13 AA Open ADX turned above 30 with positive trend Short 0.73
02-Dec-13 CRM Open Commodity Channel Index (CCI) moved below -100 Short 0.85
02-Dec-13 GDX Open RSI crossed above 30 Short 4.08
02-Dec-13 MU Open RSI crossed above 30 Short -0.66
02-Dec-13 NFLX Open 3 consecutive closes above previous high Short 0.3
02-Dec-13 NLY Open RSI crossed above 30 Short 1.67
02-Dec-13 NUGT Open Commodity Channel Index (CCI) moved below -100 Short 12.39
02-Dec-13 TNA Open Close crossed below upper Bollinger band Short 3.46
02-Dec-13 TXT Open Aroon Oscillator turned overbought Long -0.39
02-Dec-13 XME Open Aroon Oscillator turned oversold Short 0.59
02-Dec-13 AEO Close Aroon Oscillator turned overbought Long 1.47
02-Dec-13 BHI Close Aroon Oscillator turned oversold Short -0.71
03-Dec-13 ABX Open Open -4% Short 0.06
03-Dec-13 AMTD Close Chaikin Money Flow Turns Negative and RSI is Below 45 Long 0
03-Dec-13 DDR Close Narrow Range – 7 Long -0.06
03-Dec-13 EWZ Close RSI crossed Below 30 Short 0.47
04-Dec-13 FIO Open Support Level 2 Short 1.15
04-Dec-13 NES Open Bullish MACD Crossovers Short 4
04-Dec-13 QIHU Open Bullish MACD Crossovers Short -0.63
04-Dec-13 RFMD Open price crossed below SMA-200 Short -1.74
04-Dec-13 EFA Close Close crossed below lower Bollinger band Long -0.57
04-Dec-13 ING Close 3 consecutive closes below previous low Long -1.58
04-Dec-13 LNG Close Bullish MACD Crossovers Long 6.54
04-Dec-13 QIHU Close Bullish MACD Crossovers Short 2.73
04-Dec-13 SBUX Close 4 Day Consecutive Down Long 0.28
05-Dec-13 FCX Open Chaikin Money Flow Turns Negative and RSI is Below 45 Short 0
05-Dec-13 GDX Open RSI crossed above 30 Short -0.24
05-Dec-13 NUGT Open RSI crossed above 30 Short -0.74
05-Dec-13 EFA Close 3 Day Consecutive Down Long 1.24
05-Dec-13 LNG Close Bullish MACD Crossovers Long 1.33
05-Dec-13 VEA Close Close crossed below lower Bollinger band Long 1.22
06-Dec-13 INVN Open Aroon Oscillator turned overbought Short -1.11
06-Dec-13 SAN Open Chaikin Money Flow Turns Negative and RSI is Below 45 Short -0.82
06-Dec-13 TER Open Chaikin Money Flow Turns Negative and RSI is Below 45 Short -0.88
06-Dec-13 HUN Close New 250 trading day high Long 1.29
09-Dec-13 F Open Bull Hook Pattern Long -0.72
09-Dec-13 CREE Close Aroon Oscillator turned overbought Long 0.22
09-Dec-13 DAN Close Intraday-Low crossed above lower Bollinger band Long -1.03
09-Dec-13 MNKD Close Close crossed above upper Bollinger band Long -7.84
10-Dec-13 ACAS Open Chaikin Money Flow crossed above 0.2 Long -0.4
10-Dec-13 NLY Open Today +2% Short -1.49
10-Dec-13 NUGT Open RSI crossed above 30 Short -0.96
10-Dec-13 GPS Close price crossed below SMA-50 Short 1.03
10-Dec-13 USO Close Long Legged Doji Candle stick pattern Long -0.93
10-Dec-13 XRT Close Chaikin Money Flow Turns Negative and RSI is Below 45 Long -0.65
11-Dec-13 FIO Open Support Level 2 Short 2.67
11-Dec-13 BBD Close Unfilled Full Gap Down – 1% Short -0.33
11-Dec-13 EFA Close 3 Day Consecutive Down Long -0.73
11-Dec-13 PGR Close Open -2% Long -1.78
11-Dec-13 TJX Close Close crossed below lower Bollinger band Long -0.16
12-Dec-13 SAN Open Chaikin Money Flow Turns Negative and RSI is Below 45 Short -0.36
12-Dec-13 TJX Open Close crossed below lower Bollinger band Long -0.28
12-Dec-13 DAN Close Intraday-Low crossed above lower Bollinger band Long 0.79
12-Dec-13 EFA Close 3 Day Consecutive Down Long -0.06
12-Dec-13 SLM Close 3 consecutive closes below previous low Long 0.72
12-Dec-13 TMUS Close Aroon Oscillator turned negative Long 8.65
12-Dec-13 TXT Close Chaikin Money Flow Turns Negative and RSI is Below 45 Long -0.16
12-Dec-13 UNH Close Aroon Oscillator turned oversold Long -0.75
12-Dec-13 VEA Close 3 Day Consecutive Down Long -0.1
12-Dec-13 VGK Close 3 Day Consecutive Down Long -0.07
13-Dec-13 CRM Open Commodity Channel Index (CCI) moved below -100 Short 0.41
13-Dec-13 TMUS Open Aroon Oscillator turned negative Long 8.01
13-Dec-13 XME Open Aroon Oscillator turned negative Short -0.57
13-Dec-13 BCS Close 3 consecutive closes below previous low Long 1.52
13-Dec-13 EFA Close 3 Day Consecutive Down Long 0.72
13-Dec-13 OPK Close 4 Day Consecutive Down Long 1.34
13-Dec-13 SQQQ Close 4 Day Consecutive Up Short 1.73
13-Dec-13 USO Close Long Legged Doji Candle stick pattern Long 0.87
13-Dec-13 VEA Close 3 Day Consecutive Down Long 0.73
16-Dec-13 BP Open Commodity Channel Index (CCI) moved below -200 Long 0.13
16-Dec-13 ECA Open Close crossed above lower Bollinger band Short 1.37
16-Dec-13 ORCL Open 3 consecutive closes below previous low Long 0.42
16-Dec-13 DDR Close Narrow Range – 7 Long 0.54
16-Dec-13 DIA Close Intraday-Low crossed above lower Bollinger band Long -0.08
16-Dec-13 SLB Close ADX above 40 with negative trend Long -1.68
26-Dec-13 BBRY Close Bearish Engulfing candlestick Short 0.74
17-Dec-13 NCT Close Intraday-Low crossed above lower Bollinger band Long 1.67
17-Dec-13 PWE Close Chaikin Money Flow Turns Negative and RSI is Below 45 Short -0.6
17-Dec-13 SPLS Close Aroon Oscillator turned negative Long 2.63
17-Dec-13 VVUS Close Aroon Oscillator turned oversold Long 0.21
18-Dec-13 BP Open Commodity Channel Index (CCI) moved below -200 Long 0.9
18-Dec-13 ECA Open Close crossed above lower Bollinger band Short -0.62
18-Dec-13 ELN Open Bullish Engulfing Candle stick Long 1.12
18-Dec-13 NLY Open Today +2% Short -1.69
18-Dec-13 PTEN Open MACD-Histogram Turns Positive Long 3.96
18-Dec-13 HUN Close New 250 trading day high Long -0.08
18-Dec-13 LNKD Close 4 Day Consecutive Down Long 1.69
18-Dec-13 MDY Close Chaikin Money Flow Turns Positive and RSI is Above 50 Long -0.82
18-Dec-13 TTWO Close Commodity Channel Index (CCI) moved above +200 Long 0.56
18-Dec-13 TVIX Close Williams %R turned below -80 Short -1.25
19-Dec-13 TTWO Open Commodity Channel Index (CCI) moved above +200 Long 1.14
19-Dec-13 TVIX Open Volume Decliners 200% Short 0.37
19-Dec-13 VXX Open Support Level 3 Short -0.23
19-Dec-13 AA Close ADX turned above 30 with positive trend Short 0.3
19-Dec-13 DAN Close Intraday-Low crossed above lower Bollinger band Long 0.8
19-Dec-13 NUGT Close Commodity Channel Index (CCI) moved below -100 Short -0.4
19-Dec-13 PNC Close Intraday-Low crossed above lower Bollinger band Long 0.49
19-Dec-13 UTX Close Intraday-Low crossed above lower Bollinger band Long 1.06
20-Dec-13 AA Open ADX turned above 30 with positive trend Short 0.7
20-Dec-13 GPOR Open Open +5% Long 2.25
20-Dec-13 NUGT Open Commodity Channel Index (CCI) moved below -100 Short 1.59
20-Dec-13 EWZ Close RSI crossed Below 30 Short -1.59
20-Dec-13 QLD Close Aroon Oscillator turned positive Long 2.12
23-Dec-13 NLY Open Today +2% Short -1.19
23-Dec-13 AA Close ADX turned above 30 with positive trend Short -2.27
23-Dec-13 CLF Close RSI crossed above 30 Long 1.73
23-Dec-13 DDR Close Narrow Range – 7 Long -0.06
23-Dec-13 KORS Close 3 Day Consecutive Down Long 0.74
23-Dec-13 P Close Bullish MACD Crossovers Long -2.74
23-Dec-13 TVIX Close Aroon Oscillator turned oversold Short 4.17
23-Dec-13 VVUS Close Aroon Oscillator turned oversold Long 0.11
24-Dec-13 HUN Close New 250 trading day high Long -0.54
24-Dec-13 LNG Close Bullish MACD Crossovers Long 1.7
24-Dec-13 MAS Close Commodity Channel Index (CCI) moved above +200 Long -0.04
24-Dec-13 QIHU Close Bullish MACD Crossovers Short 0.41
26-Dec-13 BBRY Open Money Flow Index (MFI)is above 80 Short 5.87
26-Dec-13 DISH Close ADX turned above 30 with positive trend Short -0.12
26-Dec-13 LNG Close Bullish MACD Crossovers Long -2.56
26-Dec-13 PBR-A Close Narrow Range- 7 and Inside Day PatternInside Day Pattern Long 1.39
26-Dec-13 QIHU Close Bullish MACD Crossovers Short -0.94
26-Dec-13 YNDX Close ADX above 40 with positive trend Short 0.84
27-Dec-13 TNA Open Close crossed below upper Bollinger band Short 0.8
27-Dec-13 YNDX Open ADX above 40 with positive trend Short 1.23
27-Dec-13 JDSU Close price moved above SMA-50 Long 0
27-Dec-13 VVUS Close Aroon Oscillator turned oversold Long -0.11
30-Dec-13 AGNC Open Today – 3% Long 0.1
30-Dec-13 ECA Open On Balance Volume (OBV) moved above Zero Short 0
30-Dec-13 YNDX Open ADX above 40 with positive trend Short 0.96
30-Dec-13 HUN Close New 250 trading day high Long 1.11
30-Dec-13 KORS Close 3 Day Consecutive Down Long 0.74
30-Dec-13 LNKD Close Long Legged Doji Candle stick pattern Long 1.02
31-Dec-13 YNDX Open ADX above 40 with positive trend Short -1.72
31-Dec-13 CREE Close Aroon Oscillator turned overbought Long -1.28
31-Dec-13 GDX Close Bullish Engulfing Candle stick Short -4.26
31-Dec-13 OPK Close 4 Day Consecutive Down Long -0.36
31-Dec-13 USO Close Long Legged Doji Candle stick pattern Long -3.09

Conservative methodology for calculating the performance 

assuming each trade is entered with 5% of the account size .

the performance in December 2013 for the 136 trades taken was 3.26% , out of which 73 trades ( 54%) were profitable and 63 were loss making trades.

43/ 77 (56%)  Long  trades were profitable , with average gains for all the long trades is 1.78 %  ( assuming 5% of account size allocation to each trade)

30/59 ( 51%) Short trades were profitable , with average gains for all the short trades at 1.48% ( assuming 5% of account size allocation to each trade)

#FYI during the Dec 2013 $SPY returned 2.59% 

limitations with the both above performance calculations : 

trading commissions are not included ( why ?  for an non-leveraged 1K , USD, per trade day trading a/c , if the trading commission is at say, 15 USD , it is next to impossible to break even the commissions , as we are looking at 1.5% profit to cover the cost of commission, the point is it depends on the account size)

bid ask spreads and the borrowing costs for short trades , and the ability to short the required amount of shares are also not considered. 

about “paststat Quant-Alerts”

“paststat Quant-Alerts” signal service provides , only those statistically significant trades which have short term trading edge by out-liar adjusted profit factor of more than 2.5 with a pay-off ratio atleast 1.5 and limiting to stocks with an average volume of more than 1 mil
With Ditto Trade, you can choose to have our alerts automatically executed in your Ditto Trade account according to your own personal pre-set parameters, or utilize Ditto Trade’s mobile app to  receive our alerts directly on your mobile device and instantly act on them with the press of a button. In either case you always maintain complete flexibility and control.

Get Started

You may also click here to go directly to Ditto Trade to learn  more and/or begin the process.

paststat Alerts on Ditto Trade – 9-13 Dec 2013 Performance

paststat Alerts on Ditto Trade  – 9-13 Dec 2013 Performance

paststat-AlertService-Horiz

With many readers asking for the performance , we started tracking the performance of Ditto Trades Quant Alerts starting from 11th Nov 2013

aggressive methodology for calculating the performance 

step 1)  each day use half the trading account before market on close and take all the signals provided before market on close and exit next day at close , and the other half of the trading account balance to execute the market on open orders and exit at on the same day on market close

step 2) we compound each day returns ( the rationale is -50 % down day followed by another -50 % down day might blow up the account , where as compounding the daily trading account balance might leave us with still some 25% of the starting accounting balance )

below the daily performance of “Ditto Trades Quant Alerts ” for the week 9-13 Dec 2013 

Date Entry # # Wins Avg Win # Loss Avg Loss Max Win Max Loss Avg Trade P/L % Cumulative
09-Dec-13 Open 1 0 0 1 -0.72 -0.72 -0.72
09-Dec-13 Close 3 1 0.22 2 -4.44 0.22 -7.84 -2.88 -1.80 -1.80
10-Dec-13 Open 3 0 0 3 -0.95 -1.49 -0.95
10-Dec-13 Close 3 1 1.03 2 -0.79 1.03 -0.93 -0.18 -0.57 -2.35
11-Dec-13 Open 1 1 2.67 0 0 2.67 2.67
11-Dec-13 Close 4 0 0 4 -0.75 -1.78 -0.75 0.96 -1.42
12-Dec-13 Open 2 0 0 2 -0.32 -0.36 -0.32
12-Dec-13 Close 8 3 3.39 5 -0.23 8.65 -0.75 1.13 0.41 -1.02
13-Dec-13 Open 3 2 4.21 1 -0.57 8.01 -0.57 2.62
13-Dec-13 Close 6 6 1.15 0 0 1.73 1.15 1.89 0.85
since inception (11-Nov-2013) 12.37  

Below the trade details for the week 9-13 Dec 2013 

Date Symbol Entry Trading Strategy Direction P/L%
09-Dec-13 F Open Bull Hook Pattern Long -0.72
09-Dec-13 CREE Close Aroon Oscillator turned overbought Long 0.22
09-Dec-13 DAN Close Intraday-Low crossed above lower Bollinger band Long -1.03
09-Dec-13 MNKD Close Close crossed above upper Bollinger band Long -7.84
10-Dec-13 ACAS Open Chaikin Money Flow crossed above 0.2 Long -0.4
10-Dec-13 NLY Open Today +2% Short -1.49
10-Dec-13 NUGT Open RSI crossed above 30 Short -0.96
10-Dec-13 GPS Close price crossed below SMA-50 Short 1.03
10-Dec-13 USO Close Long Legged Doji Candle stick pattern Long -0.93
10-Dec-13 XRT Close Chaikin Money Flow Turns Negative and RSI is Below 45 Long -0.65
11-Dec-13 FIO Open Support Level 2 Short 2.67
11-Dec-13 BBD Close Unfilled Full Gap Down – 1% Short -0.33
11-Dec-13 EFA Close 3 Day Consecutive Down Long -0.73
11-Dec-13 PGR Close Open -2% Long -1.78
11-Dec-13 TJX Close Close crossed below lower Bollinger band Long -0.16
12-Dec-13 SAN Open Chaikin Money Flow Turns Negative and RSI is Below 45 Short -0.36
12-Dec-13 TJX Open Close crossed below lower Bollinger band Long -0.28
12-Dec-13 DAN Close Intraday-Low crossed above lower Bollinger band Long 0.79
12-Dec-13 EFA Close 3 Day Consecutive Down Long -0.06
12-Dec-13 SLM Close 3 consecutive closes below previous low Long 0.72
12-Dec-13 TMUS Close Aroon Oscillator turned negative Long 8.65
12-Dec-13 TXT Close Chaikin Money Flow Turns Negative and RSI is Below 45 Long -0.16
12-Dec-13 UNH Close Aroon Oscillator turned oversold Long -0.75
12-Dec-13 VEA Close 3 Day Consecutive Down Long -0.1
12-Dec-13 VGK Close 3 Day Consecutive Down Long -0.07
13-Dec-13 CRM Open Commodity Channel Index (CCI) moved below -100 Short 0.41
13-Dec-13 TMUS Open Aroon Oscillator turned negative Long 8.01
13-Dec-13 XME Open Aroon Oscillator turned negative Short -0.57
13-Dec-13 BCS Close 3 consecutive closes below previous low Long 1.52
13-Dec-13 EFA Close 3 Day Consecutive Down Long 0.72
13-Dec-13 OPK Close 4 Day Consecutive Down Long 1.34
13-Dec-13 SQQQ Close 4 Day Consecutive Up Short 1.73
13-Dec-13 USO Close Long Legged Doji Candle stick pattern Long 0.87
13-Dec-13 VEA Close 3 Day Consecutive Down Long 0.73

Conservative methodology for calculating the performance 

assuming each trade is entered with 5% of the account size , the performance from 9-13 Dec 2013 , is 0.5% for the 34 trades taken , out of which 14 trades were profitable and 20 were loss making trades.

10 / 25 (40%)  Long  trades were profitable , with average gains for all the long trades is 0.4 %  (assuming 5% of account size allocation to each trade)

4/9 ( 44%) Short trades were profitable , with average gains for all the short trades at 0.1% ( assuming 5% of account size allocation to each trade)

The cumulative gains since 11 Nov stands at 4.26%( from prev week) +0.5% = 4.76%

#FYI during the period from 9-13 Dec 2013 $SPY returned -1.56% 

limitations with the both above performance calculations : 

trading commissions are not included ( why ?  for an non-leveraged 1K , USD, per trade day trading a/c , if the trading commission is at say, 15 USD , it is next to impossible to break even the commissions , as we are looking at 1.5% profit to cover the cost of commission, the point is it depends on the account size)

bid ask spreads and the borrowing costs for short trades , and the ability to short the required amount of shares are also not considered. 

about “paststat Quant-Alerts”

“paststat Quant-Alerts” signal service provides , only those statistically significant trades which have short term trading edge by out-liar adjusted profit factor of more than 2.5 with a pay-off ratio atleast 1.5 and limiting to stocks with an average volume of more than 1 mil
With Ditto Trade, you can choose to have our alerts automatically executed in your Ditto Trade account according to your own personal pre-set parameters, or utilize Ditto Trade’s mobile app to  receive our alerts directly on your mobile device and instantly act on them with the press of a button. In either case you always maintain complete flexibility and control.

Get Started

You may also click here to go directly to Ditto Trade to learn  more and/or begin the process.

paststat Alerts on Ditto Trade – 2-6 Dec 2013 Performance

paststat Alerts on Ditto Trade  – 2-6 Dec 2013 Performance

paststat-AlertService-Horiz

With many readers asking for the performance , we started tracking the performance of Ditto Trades Quant Alerts starting from 11th Nov 2013

aggressive methodology for calculating the performance 

step 1)  each day use half the trading account before market on close and take all the signals provided before market on close and exit next day at close , and the other half of the trading account balance to execute the market on open orders and exit at on the same day on market close

step 2) we compound each day returns ( the rationale is -50 % down day followed by another -50 % down day might blow up the account , where as compounding the daily trading account balance might leave us with still some 25% of the starting accounting balance )

below the daily performance of “Ditto Trades Quant Alerts ” for the week 2-6 Dec 2013 

Date Entry # # Wins Avg Win # Loss Avg Loss Max Win Max Loss Avg Trade P/L % Cumulative
02-Dec-13 Open 10 8 3.01 2 -0.53 12.39 -0.66 2.3
02-Dec-13 Close 2 1 1.47 1 -0.71 1.47 -0.71 0.38 1.34 1.34
03-Dec-13 Open 1 1 0.06 0 0 0.06 0.06
03-Dec-13 Close 3 1 0.47 2 -0.03 0.47 -0.06 0.14 0.1 1.44
04-Dec-13 Open 4 2 2.57 2 -1.19 4 -1.74 0.69
04-Dec-13 Close 5 3 3.18 2 -1.08 6.54 -1.58 1.48 1.09 2.54
05-Dec-13 Open 3 0 0 3 -0.33 0 -0.74 -0.33
05-Dec-13 Close 3 3 1.26 0 0 1.33 1.26 0.47 3.02
06-Dec-13 Open 3 0 0 3 -0.94 -1.11 -0.94
06-Dec-13 Close 1 1 1.29 0 0 1.29 1.29 0.18 3.2
since inception 11.43

Below the trade details for the week 2-6 Dec 2013 

Date Symbol Entry Trading Strategy Direction P/L%
02-Dec-13 AA Open ADX turned above 30 with positive trend Short 0.73
02-Dec-13 CRM Open Commodity Channel Index (CCI) moved below -100 Short 0.85
02-Dec-13 GDX Open RSI crossed above 30 Short 4.08
02-Dec-13 MU Open RSI crossed above 30 Short -0.66
02-Dec-13 NFLX Open 3 consecutive closes above previous high Short 0.3
02-Dec-13 NLY Open RSI crossed above 30 Short 1.67
02-Dec-13 NUGT Open Commodity Channel Index (CCI) moved below -100 Short 12.39
02-Dec-13 TNA Open Close crossed below upper Bollinger band Short 3.46
02-Dec-13 TXT Open Aroon Oscillator turned overbought Long -0.39
02-Dec-13 XME Open Aroon Oscillator turned oversold Short 0.59
02-Dec-13 AEO Close Aroon Oscillator turned overbought Long 1.47
02-Dec-13 BHI Close Aroon Oscillator turned oversold Short -0.71
03-Dec-13 ABX Open Open -4% Short 0.06
03-Dec-13 AMTD Close Chaikin Money Flow Turns Negative and RSI is Below 45 Long 0
03-Dec-13 DDR Close Narrow Range – 7 Long -0.06
03-Dec-13 EWZ Close RSI crossed Below 30 Short 0.47
04-Dec-13 FIO Open Support Level 2 Short 1.15
04-Dec-13 NES Open Bullish MACD Crossovers Short 4
04-Dec-13 QIHU Open Bullish MACD Crossovers Short -0.63
04-Dec-13 RFMD Open price crossed below SMA-200 Short -1.74
04-Dec-13 EFA Close Close crossed below lower Bollinger band Long -0.57
04-Dec-13 ING Close 3 consecutive closes below previous low Long -1.58
04-Dec-13 LNG Close Bullish MACD Crossovers Long 6.54
04-Dec-13 QIHU Close Bullish MACD Crossovers Short 2.73
04-Dec-13 SBUX Close 4 Day Consecutive Down Long 0.28
05-Dec-13 FCX Open Chaikin Money Flow Turns Negative and RSI is Below 45 Short 0
05-Dec-13 GDX Open RSI crossed above 30 Short -0.24
05-Dec-13 NUGT Open RSI crossed above 30 Short -0.74
05-Dec-13 EFA Close 3 Day Consecutive Down Long 1.24
05-Dec-13 LNG Close Bullish MACD Crossovers Long 1.33
05-Dec-13 VEA Close Close crossed below lower Bollinger band Long 1.22
06-Dec-13 INVN Open Aroon Oscillator turned overbought Short -1.11
06-Dec-13 SAN Open Chaikin Money Flow Turns Negative and RSI is Below 45 Short -0.82
06-Dec-13 TER Open Chaikin Money Flow Turns Negative and RSI is Below 45 Short -0.88
06-Dec-13 HUN Close New 250 trading day high Long 1.29

Conservative methodology for calculating the performance 

assuming each trade is entered with 5% of the account size , the performance from 2-6 Dec 2013 , is 1.78% for the 35 trades taken , out of which 20 trades were profitable and 15 were loss making trades.

7 / 12 (58%)  Long  trades were profitable , with average gains for all the long trades is 0.54 %  (assuming 5% of account size allocation to each trade)

13/23 ( 56%) Short trades were profitable , with average gains for all the short trades at 1.24% ( assuming 5% of account size allocation to each trade)

The cumulative gains since 11 Nov stands at 4.26%

#FYI during the period from 2-6 Dec 2013 $SPY returned ~0% 

limitations with the both above performance calculations : 

trading commissions are not included ( why ?  for an non-leveraged 1K , USD, per trade day trading a/c , if the trading commission is at say, 15 USD , it is next to impossible to break even the commissions , as we are looking at 1.5% profit to cover the cost of commission, the point is it depends on the account size)

bid ask spreads and the borrowing costs for short trades , and the ability to short the required amount of shares are also not considered. 

about “paststat Quant-Alerts”

“paststat Quant-Alerts” signal service provides , only those statistically significant trades which have short term trading edge by out-liar adjusted profit factor of more than 2.5 with a pay-off ratio atleast 1.5 and limiting to stocks with an average volume of more than 1 mil
With Ditto Trade, you can choose to have our alerts automatically executed in your Ditto Trade account according to your own personal pre-set parameters, or utilize Ditto Trade’s mobile app to  receive our alerts directly on your mobile device and instantly act on them with the press of a button. In either case you always maintain complete flexibility and control.

Get Started

You may also click here to go directly to Ditto Trade to learn  more and/or begin the process.

paststat Alerts on Ditto Trade – Nov 2013 Performance

paststat Alerts on Ditto Trade  – Nov 2013 Performance  

paststat-AlertService-Horiz

With many readers asking for the performance , we started tracking the performance of Ditto Trades Quant Alerts starting from 11th Nov 2013

aggressive methodology for calculating the performance 

step 1)  each day use half the trading account before market on close and take all the signals provided before market on close and exit next day at close , and the other half of the trading account balance to execute the market on open orders and exit at on the same day on market close

step 2) we compound each day returns ( the rationale is -50 % down day followed by another -50 % down day might blow up the account , where as compounding the daily trading account balance might leave us with still some 25% of the starting accounting balance )

below the daily performance of “Ditto Trades Quant Alerts ” starting from 11th Nov till 29th Nov 2013 .

Date Entry # # Wins Avg Win # Loss Avg Loss Max Win Max Loss Avg Trade P/L % Cumulative
11-Nov-13 Open 4 3 2.77 1 -1.16 5.55 -1.16 1.79
11-Nov-13 Close 2 2 0.52 0 -1.22 0.55 -1.22 -0.08 1.16 1.16
12-Nov-13 Open 3 2 0.48 1 -1.31 1.05 -1.31 0.3
12-Nov-13 Close 5 4 0.71 1 0 6.31 3.54 0.11 1.27
13-Nov-13 Open 2 2 3.54 0 0 4.28 2.62
13-Nov-13 Close 3 3 2.62 0 -0.38 1.48 -0.65 0.24 3.08 4.39
14-Nov-13 Open 3 1 1.48 2 -2.21 1.3 -2.21 -0.14
14-Nov-13 Close 3 2 0.89 1 -1.19 1.04 -1.19 0.32 0.05 4.44
15-Nov-13 Open 4 3 0.83 1 -2.89 -10.24 -2.89
15-Nov-13 Close 4 0 0 4 0 3.17 2.02 -1.27 3.11
18-Nov-13 Open 2 2 2.02 0 -3.01 2.21 -3.01 -0.4
18-Nov-13 Close 2 1 2.21 1 0 3.1 1.89 0.81 3.95
19-Nov-13 Open 2 2 1.89 0 -0.99 -0.99 -0.99
19-Nov-13 Close 1 0 0 1 0 0 0 0 0.45 4.41
20-Nov-13 Open 0 0 0 0 -0.36 1.76 -0.67 0.53
20-Nov-13 Close 8 4 1.41 4 -1.15 1.85 -1.15 0.57 0.27 4.69
21-Nov-13 Open 5 4 1 1 -0.03 0.79 -0.03 0.36
21-Nov-13 Close 3 2 0.55 1 0 1.41 1.41 0.47 5.18
22-Nov-13 Open 1 1 1.41 0 -0.34 9.47 -0.65 2.93
22-Nov-13 Close 3 1 9.47 2 -2.94 0.47 -2.94 -1.24 2.17 7.46
25-Nov-13 Open 2 1 0.47 1 -0.78 0.66 -0.94 -0.13
25-Nov-13 Close 6 3 0.51 3 -0.59 4.14 -0.8 1.25 -0.69 6.72
26-Nov-13 Open 5 3 2.48 2 -0.3 1.81 -0.3 0.97
26-Nov-13 Close 3 2 1.61 1 -1.07 2.29 -1.15 0.44 1.11 7.91
27-Nov-13 Open 5 3 1.45 2 -0.37 6.54 -0.54 0.93
27-Nov-13 Close 10 7 1.49 3 -0.44 0.29 -0.8 -0.26 0.69 8.65
29-Nov-13 Open 4 1 0.29 3 -1.69 0.93 -2.72 -0.94
29-Nov-13 Close 6 2 0.56 4 -0.53 12.39 -0.66 2.3 -0.60 7.98

Below the trade details since 11 Nov 2013 till 29 Nov 2013

Date Symbol Entry Trading Strategy Direction P/L%
11-Nov-13 DRE Open Intraday-Low crossed below lower Bollinger band Short -1.16
11-Nov-13 LINE Open Two Week  +10% Short 2.37
11-Nov-13 LNC Open Open +4% Short 0.39
11-Nov-13 PENN Open Open +3% Long 5.55
11-Nov-13 PENN Close Open +3% Long 0.14
11-Nov-13 TBT Close ADX above 30 with positive trend Short 0.9
12-Nov-13 KORS Open 250 trading day high Short -1.22
12-Nov-13 LINE Open Two Week  +10% Short 0.55
12-Nov-13 PENN Open Open +3% Long 0.42
12-Nov-13 DDR Close Narrow Range – 7 Long 1.05
12-Nov-13 HOLX Close Close crossed below lower Bollinger band Long 0.39
12-Nov-13 NUGT Close Commodity Channel Index (CCI) moved below -100 Short -1.31
12-Nov-13 TBT Close ADX above 30 with positive trend Short 0.74
12-Nov-13 TSLA Close Two Week  -15% Long 0.65
13-Nov-13 NUGT Open Commodity Channel Index (CCI) moved below -100 Short 0.77
13-Nov-13 PSE Open Commodity Channel Index (CCI) moved below -200 Long 6.31
13-Nov-13 RMTI Close Commodity Channel Index (CCI) moved above +200 Long 2.19
13-Nov-13 SCTY Close Trend Buy pattern Long 4.28
13-Nov-13 TBT Close ADX above 30 with positive trend Short 1.39
14-Nov-13 JNK Open Intraday-Low crossed below lower Bollinger band Short -0.12
14-Nov-13 MU Open New 250 trading day high Long 1.48
14-Nov-13 NLY Open Open +2% Short -0.65
14-Nov-13 DDR Close Narrow Range – 7 Long 0.48
14-Nov-13 DFS Close Intraday-Low crossed above lower Bollinger band Long 1.3
14-Nov-13 UVXY Close 5 Day Consecutive Down Long -2.21
15-Nov-13 DFS Open Intraday-Low crossed above lower Bollinger band Long 1.04
15-Nov-13 GTAT Open New 250 trading day high Short 0.97
15-Nov-13 UVXY Open 5 Day Consecutive Down Long -1.19
15-Nov-13 XCO Open Bullish Engulfing Candle stick Short 0.57
15-Nov-13 DDR Close Narrow Range – 7 Long -0.78
15-Nov-13 FNSR Close Intraday-Low crossed above lower Bollinger band Long -0.46
15-Nov-13 TSLA Close Two Week  -15% Long -10.24
15-Nov-13 UVXY Close 5 Day Consecutive Down Long -0.1
18-Nov-13 NUAN Open Unfilled Full Gap Up Short 0.86
18-Nov-13 UVXY Open 5 Day Consecutive Down Long 3.17
18-Nov-13 LNG Close Bullish MACD Crossovers Long -3.01
18-Nov-13 UVXY Close 5 Day Consecutive Down Long 2.21
19-Nov-13 FIO Open Support Level 2 Short 0.69
19-Nov-13 UVXY Open 5 Day Consecutive Down Long 3.1
19-Nov-13 CHK Close Aroon Oscillator turned oversold Short -0.99
20-Nov-13 ABBV Close Long Black candlestick pattern Long 1.29
20-Nov-13 DG Close 4 Day Consecutive Down Long -0.67
20-Nov-13 HBAN Close 3 consecutive closes below previous low Long 1.76
20-Nov-13 IVZ Close 4 Day Consecutive Down Long 0.9
20-Nov-13 JASO Close Bearish MACD Crossovers Short -0.46
20-Nov-13 KORS Close 3 Day Consecutive Down Long 1.71
20-Nov-13 NGD Close Aroon Oscillator turned oversold Short -0.19
20-Nov-13 XME Close Aroon Oscillator turned negative Short -0.1
21-Nov-13 KORS Open 3 Day Consecutive Down Long 1.35
21-Nov-13 NGD Open Aroon Oscillator turned oversold Short -1.15
21-Nov-13 NUGT Open Commodity Channel Index (CCI) moved below -100 Short 1.85
21-Nov-13 TBT Open Open +3% Short 0.75
21-Nov-13 XME Open Aroon Oscillator turned negative Short 0.03
21-Nov-13 DDR Close Narrow Range – 7 Long 0.31
21-Nov-13 DG Close 4 Day Consecutive Down Long 0.79
21-Nov-13 WLL Close price moved above SMA-50 Long -0.03
22-Nov-13 MU Open New 250 trading day high Long 1.41
22-Nov-13 QIHU Close Bullish MACD Crossovers Short 9.47
22-Nov-13 UPRO Close New 250 trading day high Long -0.04
22-Nov-13 USO Close Long Legged Doji Candle stick pattern Long -0.65
25-Nov-13 BSBR Open Volume Gainers 200% Long 0.47
25-Nov-13 TSLA Open Long Legged Doji Candle stick pattern Long -2.94
25-Nov-13 ABBV Close Long Black candlestick pattern Long 0.39
25-Nov-13 CREE Close ADX above 30 with negative trend Long 0.66
25-Nov-13 DDR Close Narrow Range – 7 Long -0.87
25-Nov-13 GLD Close ADX above 40 with negative trend Long -0.53
25-Nov-13 PM Close One Week  -5% Long -0.94
25-Nov-13 QCOR Close 4 Day Consecutive Down Long 0.48
26-Nov-13 CREE Open Bullish MACD Crossovers Long 0.66
26-Nov-13 FIO Open Support Level 2 Short 2.64
26-Nov-13 VRTX Open Aroon Oscillator turned positive Short -0.37
26-Nov-13 X Open Aroon Oscillator turned negative Short -0.8
26-Nov-13 XCO Open Bullish Engulfing Candle stick Short 4.14
26-Nov-13 FCX Close Close crossed below lower Bollinger band Short 1.81
26-Nov-13 GLD Close ADX above 40 with negative trend Long -0.3
26-Nov-13 QID Close 4 consecutive closes below previous low Short 1.41
27-Nov-13 AGNC Open Today – 3% Long 2.29
27-Nov-13 COH Open Volume Gainers 150% Long 1.51
27-Nov-13 FAS Open RSI crossed below 70 Long 0.56
27-Nov-13 FIO Open Aroon Oscillator turned oversold Short -1.15
27-Nov-13 TEX Open MACD-Histogram Turns Positive Short -1
27-Nov-13 GLD Close ADX above 40 with negative trend Long 1.04
27-Nov-13 MAS Close Commodity Channel Index (CCI) moved above +200 Long -0.31
27-Nov-13 NLSN Close 3 consecutive closes above previous high Short -0.54
27-Nov-13 OIH Close Close below lower Bollinger Long 0.29
27-Nov-13 QID Close 4 consecutive closes below previous low Short 0.99
27-Nov-13 SCTY Close Trend Buy pattern Long 6.54
27-Nov-13 SID Close Commodity Channel Index (CCI) moved below -200 Short 0.38
27-Nov-13 SWY Close MACD-Histogram Turns Positive Long -0.26
29-Nov-13 ATML Open Close crossed above upper Bollinger band Long -0.26
29-Nov-13 MAS Open Commodity Channel Index (CCI) moved above +200 Long -0.27
29-Nov-13 MU Open New 250 trading day high Long -0.8
29-Nov-13 NLY Open Today +2% Short 0.29
27-Nov-13 ABBV Close Long Black candlestick pattern Long 0.41
27-Nov-13 USO Close Long Legged Doji Candle stick pattern Long 0.81
29-Nov-13 BMY Close 4 Day Consecutive Down Long 0.19
29-Nov-13 GLD Close ADX above 40 with negative trend Long -2.58
29-Nov-13 NLSN Close 3 consecutive closes above previous high Short 0.93
29-Nov-13 QID Close 4 consecutive closes below previous low Short -0.38
29-Nov-13 SCTY Close Trend Buy pattern Long -2.72
29-Nov-13 SWY Close MACD-Histogram Turns Positive Long -1.09

 Conservative methodology for calculating the performance 

assuming each trade is entered with 5% of the account size .

the performance from 11 Nov till 29 Nov 2013 , is 2.48% for the 101 trades taken , out of which 61 trades were profitable and 40 were loss making trades.

38 / 62 ( 61%)  Long  trades were profitable , with average gains for all the long trades is 1.32 %  ( assuming 5% of account size allocation to each trade)

23/39 ( 59%) Short trades were profitable , with average gains for all the long trades at 1.16% ( assuming 5% of account size allocation to each trade)

#FYI during the same period $SPY returned 2.1% 

limitations with the both above performance calculations : 

trading commissions are not included ( why ?  for an non-leveraged 1K , USD, per trade day trading a/c , if the trading commission is at say, 15 USD , it is next to impossible to break even the commissions , as we are looking at 1.5% profit to cover the cost of commission, the point is it depends on the account size)

bid ask spreads and the borrowing costs for short trades , and the ability to short the required amount of shares are also not considered. 

about “paststat Quant-Alerts”

“paststat Quant-Alerts” signal service provides , only those statistically significant trades which have short term trading edge by out-liar adjusted profit factor of more than 2.5 with a pay-off ratio atleast 1.5 and limiting to stocks with an average volume of more than 1 mil
With Ditto Trade, you can choose to have our alerts automatically executed in your Ditto Trade account according to your own personal pre-set parameters, or utilize Ditto Trade’s mobile app to  receive our alerts directly on your mobile device and instantly act on them with the press of a button. In either case you always maintain complete flexibility and control.

Get Started

You may also click here to go directly to Ditto Trade to learn  more and/or begin the process.

Watch list Alerts Feature

Watch list Alerts Feature

Watchlist Alerts Via Email

 

after many of you asked , that you want to track you favorite $TICKERS like $SPY , $AAPL  $QQQ , $GOOG etc .. we have developed the Watch list Alerts feature. 

how to use

1) enter one ticker at a time , that you would like get alerts ( the alert is sent only when the trading strategy on the $TICKER had more than 70& in the last 4 years ) , only $TICKERS with average monthly volume of 500K and price greater than 5 are tracked …

2) the various exit period t+1 , is for exit period of 1 trading days , and so on and so forth , N2OC , is entry at next open and exit is at next day at close .

3) you will receive the signals  via email , 15 minutes before market close , for the $TICKER you have subscribed for

4) go ahead and track your favorite by subscribing here at $ 7.95 per month ( less than one trade cost at many of the brokers ) by clicking here 

 

good luck with the markets

@paststat

announcing paststat Screener PRO

announcing paststat Screener PRO

paststat PRO benefits

1) no Ads

2) ability to get the statistics for next 1/2/3/4/5/10/20 and from next open to next close ( N2OC) at a single click 

ex: screen shot of $AAPL intra-day high crossing above Upper Bollinger  Band and the next 1/2/3/4/5/10/20 trading odds

Paststat Pro Screenshots

 

3) ability to test with multiple trading signals at one go with a single click

ex: screen shot of $AAPL intra-day high crossing above Upper Bollinger Band and when the $AAPL trades at a 20 trading day high and the next 1/2/3/4/5/10/20 trading odds 

paststat Pro Screen Shot -2

ps: do note that Quant-Ideas subscribers have the access to paststat by default at no extra charge

pps: advTHANKSance for subscribing here 

ppps: no refunds once subscribed !

Please Join us for the Webinar on October 3rd 2013, 4:00 PM – 5:00 PM PDT

Paststat Teams Up with Ditto Trade

paststat on Ditto Trades

Recently, we announced an exciting new enhancement through Ditto Trade,an online brokerage firm whose proprietary technology provides our subscribers the ability to act on our alerts in ways  no other brokerage can.

Register
There is an exclusive webinar for our readers on 3rd October 2013, 4-5 PM PDT  to demonstrate how to use Ditto Trade’s technology and answer any questions you may have. Register here

Unable to attend the webinar ?

Click here to view a brief instructional video demonstrating how Ditto Trade works, and you may also click here to go directly to Ditto Trade to learn more and/or begin the process.

Get Started

Click here to begin opening your Ditto Trade account
Phone: 877-99-Ditto
E-mail: info@dittotrade.com

See you at the Webinar on October 3rd 2013, 4:00 PM – 5:00 PM PDT
@paststat (Kora)ps: appreciate if you can share this with your social circle pls…