jackypacky

jackypacky Updated 

Im looking for mean reversion opportunities in this stock currently. My SL is bassed on time to profit ratio. i dont use stop losses but will get out if theres a 50% decline. I tested for probalistic monthly sharpe ratio outperformance of the s and p 500. I tested for monthly normality with the kolmogrov smirnov statistic. and looked for a non-significant...

jackypacky Updated 

Im using Daily VaR to decide when to get into a basket of stocks that have a PSR of 85%+. I wait for violations to occur then I enter long. If I get multiple signals for the next trading day, I will optimize said basket to maximize its sortino ratio in order to minimize downside variance and increase volatility skewness. If I get another violation for that...

jackypacky Updated 

I want to buy tesla if it closes below $162.6 at the end of april. But the ttp ratio is at 1.93 and i want to see it at 2. I'm contemplating whether or not to take the trade if it arises

jackypacky

Im looking for mean reversion opportunities in this stock currently. My SL is bassed on time to profit ratio. i dont use stop losses but will get out if theres a 50% decline. I tested for probalistic monthly sharpe ratio outperformance of the s and p 500. I tested for monthly normality with the kolmogrov smirnov statistic. and looked for a non-significant...

jackypacky

Im looking for mean reversion opportunities in this stock currently. My SL is bassed on time to profit ratio. i dont use stop losses but will get out if theres a 50% decline. I tested for probalistic monthly sharpe ratio outperformance of the s and p 500. I tested for monthly normality with the kolmogrov smirnov statistic. and looked for a non-significant...

jackypacky

Im looking for mean reversion opportunities in this stock currently. My SL is bassed on time to profit ratio. i dont use stop losses but will get out if theres a 50% decline. I tested for probalistic monthly sharpe ratio outperformance of the s and p 500. I tested for monthly normality with the kolmogrov smirnov statistic. and looked for a non-significant...

jackypacky Updated 

I'm long on KEYS. TP is thick green line. No SL. I will get out when ttp goes below 2 or theres 50% decline. I will dca when price closes below 1STDEV in a given month during the time my trade is open.

jackypacky Updated 

I'm long on IEX. TP is thick green line. No SL. I will get out when ttp goes below 2 or theres 50% decline. I will dca when price closes below 1STDEV in a given month during the time my trade is open.

13:47

jackypacky

I had to re-upload this due to bad volume. This is how you trade based off of the dynamic equilibrium between two stocks within the same industry

00:00

jackypacky

Today i'm going to teach how to find the dynamic equilibrium with closely related stocks and whether or not they have a profitable inverse relationship

jackypacky Updated 

I'm long on MEDP. TP is thick green line. No SL. I will get out when ttp goes below 2 or theres 50% decline. I will dca when price closes below 1STDEV in a given month during the time my trade is open.

01:47

jackypacky

Im going to show you how to create your portfolio for the investment competition tomorrow.

05:32

jackypacky

Im currently looking at NASDAQ:TEAM , NYSE:MCD , NASDAQ:PAYX and NASDAQ:TSLA for mean reversion opportunities. Awaiting monthly adj,close data for the month of April.

jackypacky

On January 2017, IBM had a adj.close price of $124.89. On January 2023, ibm had a price of $133.09. This is obviously a mature company and doesn't currently see huge consistent growth at this point. The best approach would be a fundamental value play as opposed to statistical mean reversion. IBM has an expected average monthly return of 0.35%, with a 4.35%...

jackypacky

mean reversion tactics. same old story i've mentioned

jackypacky

mean reversion tactics. i got in at the beginning of the month.. we are on our way to take profit

jackypacky

I'm looking for mean reversion opportunities based on monthly adj. close return data. The sample size is 5 years and the monthly avg stdev is updated monthly. I don't use stop losses. I consider exiting the trade if stock drops 50%, but i filter the stocks i play based on expected return averages. This usually imply strong fundamentals.