ETF Prophet

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Las Vegas - I have been trading for several years now. I have no formal education about trading. The more experience I get the more clear the market looks like and the easier it is to control my fear, greed and hope when trading. I'm a technical trader. I used to swing trade stocks a lot more often when there were plenty of technically appealing mean reversion set ups. The melt up of '09 has shut me out of stocks and made me adapt to other markets. Now I mostly day trade currency and gold futures and sometimes even swing trade.

PSAR Walk Forward Test Report 5-26-12

Posted on May 26th, 2012

After months of researching and coding and much help from Jeff Pietsch, I have finally completed the basic Walk Forward Test!

An Experiment in Back Testing Methods 3-17-12

Posted on March 17th, 2012

I’ve been working on bigger projects till about a week ago then I got real curious about a trading idea: what happens to S&P 500 next week when commodity currencies are aligned up or down the same day? What happens if I want to reduce the drawdown periods and increase the run-up periods? what happens [...]

Friday Fun – I’m the Taxman

Posted on January 27th, 2012

Adaptive PSAR Development: Back Tests’ Results Prior to the Walk Forward Test

Posted on December 14th, 2011

In my on going quest to find the building blocks of a better, more adaptive Parabolic Search and Rescue Stop and Reversal system, I was coached by David Varadi of CSS Analytics and Jeff Pietsch, aka Market Rewind, to develop a Walk Forward Test on futures markets across several different asset classes using various performance measures. I [...]

Friday Fun – Euro Trash

Posted on September 9th, 2011

Adaptive PSAR – Progress Notes, week #2, 9-6-11

Posted on September 6th, 2011

I’ve been starting to use Excel to back test my system/indicator ideas. Tested a few ideas and realized I need to start using PSAR filter to systems and equity curve “surfing”, as Dave Evans would call it, to improve performance. I had my doubts about PSAR though… So I checked some stats about how it [...]

Dow:Gold Ratio Update 8-9-11

Posted on August 9th, 2011

The waterfall crash continues.

ECH Leading Weeks Ahead of Crash 8-5-11

Posted on August 5th, 2011

In the past 2 months I’ve been tracking volatility of ETFs and futures according to a formula that normalizes it in relation to the 200 day standard deviation of their True Range. ECH, or Chile’s stock index tracking ETF has been leading the pack for weeks now in the volatility and direction departments among a [...]

Dow:Gold Ratio Nearing ’08 Panic Levels

Posted on August 3rd, 2011

With all the hoopla about how bad yesterday’s stock market knee-to-the-jaw move was and how gold (and Swiss Frank) keeps skyrocketing parabolic style into the stratosphere I figured it’d be nice to make an update on my favorite chart of them all – the DOW/GOLD ratio.

Bill Gross Letting the QE3 Cat Out of the Bag: A Timeline

Posted on July 1st, 2011

Friday Fun – Here She Comes Again

Posted on June 17th, 2011

Ranked Trailing Stop Addition 4-15-11

Posted on April 15th, 2011

I added 3 more rules for the trailing stop to kick in once 3  different ranking conditions have been met and walla, a 42% gain from the previous version and double the win/loss ratio by quantity.   The ranking and generalizations will keep this strategy working for other currencies as well but different variations / [...]

The case for adding a trailing stop with adjusting ranking methods 4-8-11

Posted on April 8th, 2011

Throughout my strategy building I’ve noticed these big eye sores: It hurts to see a trade going good and hitting the skids without stopping the bleeding early.

Cignus X-1 swing strategy – New Approach 4-5-11

Posted on April 5th, 2011

Cignus X-1 strategy CAGR improvement 4-4-11

Posted on April 4th, 2011

Cignus X-1 Strategy (over?) Optimization 4-1-11

Posted on April 1st, 2011

Working on Swing Strategies 3-30-11

Posted on March 30th, 2011

I’ve been tackling swing strategies, or strategies that have an exit that isn’t the next day(s) like my usual ones. It’s not as easy. So far I’ve developed a few indicators along the way. Currently I’m looking into building a strategy that fades Standard Error Bands pierces, as opposed to the more popular Bollinger Bands.

Futures Relative True Range Index & Modified Trend-Noise Balance Indicator

Posted on March 18th, 2011

I’ve been working on a lot of new ways to  build systems with new approaches. Mostly its been about modifying original/ already modified indicators…