Recent content by QuantumS

This will be my last post for the moment. I normally spend summer in the Mediterranean. Beach and relaxation time considerably eats into my available hours and I find I need to get a lot done in a short space of time. Therefore I have decided not to continue regular posting. I think I have...

There are no trades today (Tuesday). Tues: NO TRADE Mon: No Trade Fri: Long Entry @ 163.85. Exited with PROFIT Fri Close @ 164.80 Thurs: Long Entry @ 161.20. Exited with PROFIT Thurs Close @ 162.73 Wed: Long Entry @ 163.09. Exited with PROFIT Fri Close @ 164.80 LastTues: Long Entry @ 164.44...

There are no trades today (Monday). Mon: NO TRADE Fri: Long Entry @ 163.85. Exited with PROFIT Fri Close @ 164.80 Thurs: Long Entry @ 161.20. Exited with PROFIT Thurs Close @ 162.73 Wed: Long Entry @ 163.09. Exited with PROFIT Fri Close @ 164.80 Tues: Long Entry @ 164.44. Exited with PROFIT...

Profit. Profit. And Profit. Friday's trade Exited with Profits at the Close with Tuesday's and Wednesday's also Closing in the green. So all 3 trades were exited profitably. As detailed above: Long Entry Friday''s Open @ 163.85 Sell Exit Friday's Close @ 164.80 Long Entry from Wednesday's...

There is a LONG trade in SPY (S&P500) at US Open today (Friday). Fri: LONG Thurs: Long Entry @ 161.20. Exited with PROFIT Thurs Close @ 162.73 Wed: Long from Wednesday's Open @ 163.09. Needs Close > 163.09 for Exit. Tues: Long from Tuesday's Open @ 164.44. Needs Close > 164.44 for Exit. Mon...

Yesterday's trade Exited with Profits at the Close. As detailed above: Long Entry Thurday''s Open @ 161.20 Sell Exit Thursday's Close @ 162.73 Now 15 out of the 21 trades on this thread Exited Profitable (71.42%).

There is a LONG trade in SPY (S&P500) at US Open today (Thursday). Thurs: LONG Wed: Long from Wednesday's Open @ 163.09. Needs Close > 163.09 for Exit. Tues: Long from Tuesday's Open @ 164.44. Needs Close > 164.44 for Exit. Mon: No Trade Fri: No Trade LastThurs: Long Entry @ 165.35. Exited...

There is a LONG trade in SPY (S&P500) at US Open today (Wednesday). Wed: LONG Tues: Long from Tuesday's Open @ 164.44. Needs Close > 164.44 for Exit. Mon: No Trade Fri: No Trade Thurs: Long Entry @ 165.35. Exited with PROFIT Thurs Close @ 165.83 LastWed: No Trade LastTues: No Trade LastMon...

There is a LONG trade in SPY (S&P500) at US Open today (Tuesday). Tues: LONG Mon: No Trade Fri: No Trade Thurs: Long Entry @ 165.35. Exited with PROFIT Thurs Close @ 165.83 Wed: No Trade LastTues: No Trade LastMon: Memorial Day LastFri: Long Entry @ 164.47. Exited with PROFIT Fri Close @...

There are no trades today (Friday). Fri: NO TRADE Thurs: Long Entry @ 165.35. Exited with PROFIT Thurs Close @ 165.83 Wed: No Trade Tues: No Trade Mon: Memorial Day LastFri: Long Entry @ 164.47. Exited with PROFIT Fri Close @ 165.31 LastThurs: No Trade LastWed: Short Entry @ 167.34. Exited...

Yesterday's trade Exited with Profits at the Close. As detailed above: Long Entry Thurday''s Open @ 165.35 Sell Exit Thursday's Close @ 165.83 Could have been much better as the high was 166.59 just before the market sold off in the last hour to the Close. Now 14 out of the 20 trades on this...

There is a LONG trade in SPY (S&P500) at US Open today (Thursday). Thurs: LONG Wed: No Trade Tues: No Trade Mon: Memorial Day Fri: Long Entry @ 164.47. Exited with PROFIT Fri Close @ 165.31 LastThurs: No Trade LastWed: Short Entry @ 167.34. Exited with PROFIT Wed Close @ 165.93 LastTues: Short...

Looks like that Long on Friday pinpointed accurately a short term low in the market. Pre-market today now at 167.10. There are no trades today. Tues: NO TRADE Mon: Memorial Day Fri: Long Entry @ 164.47. Exited with PROFIT Fri Close @ 165.31 Thurs: No Trade Wed: Short Entry @ 167.34. Exited...

Today's trade Exited with Profits at the Close. As detailed above: Long Entry Friday's Open @ 164.47 Sell Exit Friday's Close @ 165.31 Now 13 out of the 19 trades Exited Profitable.

Of course, in quantitative trading we must put our personal opinions aside. Medium term we can say all we want about the abnormality of this market, but short term it does not matter. Our systems do not work on personal opinions and today is a prime example: There is a LONG trade in SPY...