Twitter Signal Service Experimentation

trend_meanreversion since: 31 Jul 2014;

  01 Nov 2020, 11:09
Twitter Signal Service Experimentation

October month finally ended with high volatility in last few sessions due to ongoing worsening situation of COVID in EU/UK while US presidential elections are bringing new waves of uptick in vol.

October was a tough month for the model and few bad trades did the damage ( Already known and well aware due to skewed risk reward in my model which I had already highlighted ). In any case default model (Model_1) posted 48bps profit while all models in total gave us 1.95%. I would still call it a win 

Here are the performance stats

trend_meanreversion since: 31 Jul 2014;

  02 Nov 2020, 09:16

Nov month traded with a bang. First trade and locked in TP !

Sell Signal generated at 02/11/2020 06:42:13 UTC for DE30 at Bid/Ask Price: 11622.5 / 11628.5 [ TP: 11610.88 , SL: 11840.94 , Exit: EoD ]

trend_meanreversion since: 31 Jul 2014;

  02 Nov 2020, 11:20

Quite active..second trade taken by cBot and locked in TP ! https://twitter.com/TMeanreversion

Sell Signal generated at 02/11/2020 09:03:44 UTC for UK100 at Bid/Ask Price: 5610.5 / 5611.8 [ TP: 5604.89 , SL: 5694.67 , Exit: EoD ]

trend_meanreversion since: 31 Jul 2014;

  04 Nov 2020, 06:15

Please find the equity curve as requested by some:

trend_meanreversion since: 31 Jul 2014;

  04 Nov 2020, 09:33

First trade on US election day and locked in TP !

Sell Signal generated at 04/11/2020 03:10:05 UTC for AUS200 at Bid/Ask Price: 6083.01 / 6084.21 [ TP: 6076.93 , SL: 6157.36 , Exit: EoD ]

trend_meanreversion since: 31 Jul 2014;

  04 Nov 2020, 14:57

Wow..too many trades today . 3 more trades taken for today and locked in TP !

Buy Signal generated at 04/11/2020 07:47:43 UTC for HK50 at Bid/Ask Price: 24799.5 / 24807 [ TP: 24831.81 , SL: 24498.23 , Exit: EoD ]
Sell Signal generated at 04/11/2020 07:48:11 UTC for UK100 at Bid/Ask Price: 5662.3 / 5664.8 [ TP: 5656.64 , SL: 5759.17 , Exit: EoD ]
Sell Signal generated at 04/11/2020 09:37:49 UTC for DE30 at Bid/Ask Price: 12171.4 / 12172.4 [ TP: 12159.23 , SL: 12427.22 , Exit: EoD ]

  

trend_meanreversion since: 31 Jul 2014;

  04 Nov 2020, 23:29

Another one and locked in TP ! Every instrument generated a trade today ..wow !!

Buy Signal generated at 04/11/2020 15:05:34 UTC for US30 at Bid/Ask Price: 27932.5 / 27935 [ TP: 27962.94 , SL: 27469.4 , Exit: EoD ]

trend_meanreversion since: 31 Jul 2014;

  05 Nov 2020, 04:05

First trade of the day and locked in TP !

Buy Signal generated at 05/11/2020 01:57:29 UTC for HK50 at Bid/Ask Price: 25359 / 25366.2 [ TP: 25391.57 , SL: 25028.09 , Exit: EoD ]

trend_meanreversion since: 31 Jul 2014;

  05 Nov 2020, 04:30

Made a small subtle change in the alternate models ( Model_3 & Model_5 ). Included StopLoss as part of strategy. 

Performance as per change is below :

tgjobscv since: 05 Dec 2018;

  07 Nov 2020, 20:04
RE:

trend_meanreversion said:

Made a small subtle change in the alternate models ( Model_3 & Model_5 ). Included StopLoss as part of strategy. 

Performance as per change is below :

Model3 

You can make copy signal ?