KSK8 Questions on The Most Profitable Thread on Stockfetcher

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KSK8 561 posts msg #149515 - Ignore KSK8	11/1/2019 8:09:23 PM Shills is in tears because this virtual $10,000 portfolio turned into almost $300,000 in mere months. It's called The Most Profitable Thread on Stockfetcher for a reason. Either grow up or stay mad.
shillllihs 6,102 posts msg #149517 - Ignore shillllihs	11/2/2019 3:27:07 AM Naw, it's just imaginary garbage.
SFMc01 358 posts msg #149539 - Ignore SFMc01	11/6/2019 12:56:29 PM KSK8; Have you posted the strategy that identified FLGT ? Thanks, Steve
KSK8 561 posts msg #149540 - Ignore KSK8	11/6/2019 3:40:55 PM Steve, I haven't posted this specific one mainly because it does not yield consistent results. I only played it out of impatience since no other patterns were showing up for my main system. Here it is though: Fetcher[ market is not OTCBB market is not ETF volume > 1000000 rsi(2) 1 day ago was below 30 rsi(2) 1 day ago was above 10 rsi(2) is above 98 ]
SFMc01 358 posts msg #149542 - Ignore SFMc01	11/6/2019 3:59:22 PM KSK8: Thanks
SFMc01 358 posts msg #149899 - Ignore SFMc01	12/16/2019 10:10:12 AM KSK8: Your "Most Profitable Filter" /__REMOVED__/ Thanks
SFMc01 358 posts msg #150091 - Ignore SFMc01	1/3/2020 11:36:04 AM KSK8: Would you please share what filter you used for RTTR & NVAX? Thanks Steve Mc
KSK8 561 posts msg #150103 - Ignore KSK8	1/4/2020 3:39:59 AM NVAX: Fetcher[ /* Short open, cover close / offset is 1 close < 10 close > 1 volume > 1000000 market is not ETF market is not OTCBB / When RSI(2) jumps from oversold to overbought = Overextension / set{v1, count(rsi(2) 1 day ago was below 30,1)} set{v2, count(rsi(2) 1 day ago was above 10,1)} set{v3, count(rsi(2) is above 95,1)} set{v4, v1v2} set{v5, v4v3} set{v6, count(v5 > 0,1)} v6 > 0 ] Beware of playing the ones under $1, the whipsaw can be brutal. RTTR: Fetcher[ / Short open, cover close / market is not ETF market is not OTCBB close > 0.1 close < 10 volume > 1000000 set{a1, open - low} set{a2, a1/open } set{a3, count(a2 > .01 , 100)} set{b1, count(a3 > 90,1)} / 90/100 days the price dropped under the open at least 1% / set{b2, count(Average Day Range(10) > 10,1)} / volatility component / set{b3, count(rsi(2) > 90,1)} / basic overextension / set{b4, count(volume reached a new 30 day high,1)} / accumulation is needed for a selloff / set{c1, b1b2} set{c2, c1b3} set{c3, c2b4} c3 > 0 offset is 1 ]
Village Elder 231 posts msg #150177 - Ignore Village Elder	1/8/2020 7:57:20 AM Please check your latest results post - all seems to have been profitable when two are losses, and the net loss shows up as a gain in total equity. Not a criticism of the system. Going forward I would rather see modest trade sizes (e.g., $10,000 per trade) as this is more realistic than thinking you can short $400,000 into a single penny stock. I know it is more of a demonstration than actual trading, but as such it would be more informative to see how the system works with smaller bets over time. Most folks would never keep going all-in as you are showing. Just a thought as we start off the new year.
KSK8 561 posts msg #150186 - Ignore KSK8 modified	1/8/2020 1:39:05 PM Village Elder, 1. It was a mere typo lol, it was meant to say "Gain". 2. I've never allocated $400,000 in a single stock because of liquidity reasons. But take note that I have been diversifying more since the portfolio is getting larger. But it is a thought I will consider.

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