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Week of Sep 1st, 2017


This weeks the market ignored all bad news such as N. Korea missile launch and Hurricane Harvey, just kept rising. Our system, which based on probability, was kicked by this "magic bull" on last trading day of August. However, the system still got very impressive 15% return in August.

Base on historical data, over last 11 years (2007 - 2017), there are 3 years in which the return of Buy-and-Hold QLD (B&H QLD) exceeded 50%, 2009: +122%, 2013: +81% and 2017: YTD 50.5%. In all of these 3 years, system's performance are better than QLD ( 2017 is actual trading result, while 2009 and 2013 were back-test result). In all other 8 years, the system's performance (backtest result) are significantly better than B&H QLD.

So far we see highly consistence between actual trading result and back-test result: the system gives same or better result than B&H QLD in QLD's good year (QLD return > 50%) , while significantly our-run B&H QLD in all other years... We are just waiting for a slightly bear market to confirm it.

The system suggested next Tuesday is a UP day..

 

Golden Stone QLD

2017 Year-to-date: 56.5% 50.5%

Aug month-to-date : 15.9% 3.38%

This week Return: 0.57% 5.67%

 

Monday: -0.61%

Tuesday : +0.83%

Wednesday: +2.39%

Thursday : -1.97%

Friday : -0.02%


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