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Sunday, January 29, 2023

SUNDAY UPDATE: IT’S NEVER THE FIRST PLACE YOU LOOK

 

“How to solve that problem itch!!”

Wasn’t my first choice as a solution to that problem itch, but it does show the

lengths anybody could go through from a logical perspective … after all, what

makes humor so “Hoover Dam” funny, is that it’s always based partly in truth!

… and so we come upon financial derivatives trading, where we play detective

and find out that we aren’t any longer in a universe that makes any sense at all

… bad news is good news, and good news is bad news in some kind of Orwellian

nightmare where nobody seems to know what the rules are, or at the very least

they ain’t informing you!


Adding to the discomfort level, 2 key elements almost always are present among

those who constantly lose money … 1) they figure incorrectly that once you got

the puzzle solved, it’s gonna always stay that way … and while that may have been

the case before governments started actively intervening in markets, it sure as

Hell hasn’t been the case since the financial crisis of 2008 … pre 2008 and post

2008 are two different trading worlds … 2) people don’t really understand how

markets work … they want to give the benefit of the doubt to the concept of

“honest & fair”, but that’s all fairy tale bullshit … would you like a nice cup of hot

cocoa and a graham cracker while you trade?


Trading is like constantly peeling an onion for answers to questions you don’t

even know if they are the right ones … you’ll know soon enough if they are wrong

or faulty … but from that information, you continue to peel this onion and gain

understanding about what really matters and what doesn’t … you mentally plot

the “what ifs”, code for them, and test … lastly, the coded universe of MT4 [mql4]

and MT5 [entirely different, which was the dumbest decision Metatrader ever

made] have achieved a vast reservoir of just about anything / everything thought

of by computer scientists, physicists, statisticians, math whiz kids, and traders of

all stripes who can code … there are literally thousands of coded indicators people

can search for … sure, it takes an enormous amount of time, simply cuz nothing is

ever dropped right on your plate the first time you look for it! … and after you

search hi & lo for weeks, spending hundreds of hours looking, you find it and

download it off the internet, either as an ex4 OR mql4 source code file, and put it

into MT4 or MT5 … and within 2 minutes you realize it’s a piece of shit and doesn’t

do what you thought it should … back to the drawing board.


I know with certainty the “hows and whys” of market mechanics … the

“scumbaggery & fuckery” of the “pit traded” era have only been transferred to

the electronic forum … there ain’t anything new under the sun! … in a sane

universe we’d be asking where the Hell the regulators are at, but we all know the

answer to that one … they’re waiting for their next skim “kickback” payment via

crypto.


In addition to working on the trading manual this weekend, I also did another

statistical run from several different vantage points … given algorithm parameters

and assigning them “rankings”, and introducing formulas for risk, which up to

now have been mostly of the “eyeball” type, have yielded some surprising results

… what you think should be, ain’t … and what you think has no chance, is the

“winner winner, chicken dinner” … let’s look at these volatile markets, shall we?

… unless it’s got New York session ranges above $3, crude oil makes no sense on

any cost or risk level … you’re simply throwing money away … USDJPY in its

present form of insanity, is as bad as gold and/or silver on a stop hunt; as well,

slippage is a major issue, and when this market decides to slow down and die, it

doesn’t mess around … other FX major dollar pairs are acceptable, and it wholly

depends on bid/offer spread plus slippage where you trade it … Coiness is rather

“iffy” on this, and I’m pretty sure there are plenty of other houses with better

overall conditions … LOW VIX isn’t a problem any longer for the algorithm, cuz

I’ve solved for that issue … but LOW VIX demands razor thin spreads and very

little, if any, slippage … take that away and LOW VIX will yield poor results

… Gold [XAUUSD] is great when it moves consistently … it ain’t so great when it

dies and goes into a shell … now the high relative spread + slippage becomes

an even bigger problem than before … and lately, gold’s trading action has been

anything but ideal … “blitzkreig” moves in minutes, followed by nothing but

chop … “Stock Bellies”, and here is where the surprise is … even with

occasional slippage, the DOW30 during the NYSE cash session [9:30 AM EST -

4 PM EST], hands down beats the pants off of any other market in 1) low spread

versus 20 Day Range MA, 2) is a member of the U.S. major indices that operate

inside the “88/6/6” paradigm, which no other market or group of markets enjoy,

and 3) lower relative risk compares favorably with other markets when SHTF.


Quite frankly, many prefer to trade the emini “Spoos” over the DOW30 … it all

depends on spread + slippage … at Coinexx for the PAMM, the DOW30 has been

acceptable [so far, knock on wood], but the SP500 CFD has not treated us well at

all … spread too “Hoover Dam” high, and slippage unacceptable … that doesn’t

mean where you trade it’s the same … or maybe you trade futures [emini and/or

micro], which is fine.


So, the bottom line in all of this “hocus pocus, financial derivative mound of

heaping bullshit”, is that no matter how you wanna slice the pie, when all is said

and done over time, DOW30 / SP500 ranks first for trading profitability with

relative lower risk, FX dollar majors [OTHER THAN USDJPY] rank second, gold

ranks third, and at the bottom is crude oil … granted, the line between gold and

FX dollar pairs is “thin”, but it’s there nonetheless … there is also the issue of

how many signals a particular market usually gives during a “normal” day … and

while this can and does change greatly depending on levels of VIX, lately over the

last 5 - 10 weeks, gold and crude oil have severely disappointed as ranges and

VIX have dropped … FX not so much, but some … “Stock Bellies” have dropped

also, but the level of signals is still higher than the other markets.


Directly below, the 20 Day Range MA’s of selected markets for the upcoming

week.


click on table to enlarge

Wednesday sees the Lounge Lizards create havoc, and no doubt no matter what

they do, markets will react violently … but no matter what they do, it’s hard for me

to see gold and crude oil doing anything, up and until they pause or pivot from

higher rates … a lot of bullish thinking is already priced into these 2 markets … I

think there’s a greater probability of FX and “Stock Bellies” moving at a faster clip.


I simply can’t ignore the data … DOW30 will be my first choice for trading each

day going forward … I’d rather it be the “Spoos”, but Coinexx’s idiotic LP’s in the

SP500 can’t get their shit together, and I’m not handing them free money… if

equities are dead, then there’s a good chance nothing else is moving either

… gold simply needs to get up off its ass and trade, something it seems not to

want to do lately … no signals or just one signal per day is bullshit … onto the

week!, and during this upcoming week I’ll be writing about the upcoming version 2

trading algorithm … “you won’t ever need anything else, and while of course it’s

entirely possible to lose on any given trade for whatever reason, if you follow the

rules of the algorithm, it’s very hard for me to see how anybody can lose money

trading … very hard! … stay tuned”.


… OUTTA HERE … “The future’s so bright I need 2 pairs of sunglasses 😎😎,

and my own Brinks armored truck” 💓!! … Onward & Upward!! 


-vegas





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