Updates to SignalSolver Sentiment Results

Daily updates of Sentiment for selected symbols

Final Update

The Feb 6th update will be the final one. While the algorithms gave encouraging initial results (annualized returns averaging around 27%), they began to reduce around Nov 2021. In the coming weeks, I will publish the results for the individual constituents on the pages referenced below and also take a look at what could be done differently to improve the longevity of the systems.

Daily updates to the SignalSolver Sentiment results

The %returns shown are the result of actual trading these securities using the SignalSolver Sentiment technique. They are not a backtest result. While backtesting was used to determine the parameters of the algorithms prior to July 16th 2021, since then we have been walking forward with out-of-sample data trading using those parameters. The returns are exactly what any trader would have realized by following the method from July 16th 2021, assuming the published opening prices could have been attained in practice. Also we have not changed the portfolio members subsequent to July 16th.

How we trade

These updates are posted before the market open (the time at which all trades are made) so that you can trade along with us if you wish. Tickers which have just changed sentiment will show as "Turned" and will be need to be traded appropriately at the next open following the date shown. Other tickers ( designated "Bullish" or "Bearish") do not need to be traded as they are already in the appropriate hold state, long or short. We hold long if bullish and short if bearish for each security. We show the equity value from a fixed date, currently July 16th 2021, the date we started actual trading this particular basket of symbols. Note that the July 16th  equity values are not very meaningful because they derive from backtests, but the percentage change in equity to the present is meaningful. The equity curves can be found in the postings:

AAPL, TQQQ, FNGU, SOXL, SQQQ, TECL, FAS, GUSH

Ticker Date: Sentiment Jul-16-2021 Current Return
AAPL 2/4/22:  Bullish $32,323 $28,307 -12.4%
TQQQ 2/4/22:  Bullish $98,781 $64,280 -34.9%
FNGU 2/4/22:  Bullish $444,937 $360,602 -19.0%
SOXL 2/4/22:  Bullish $43,184 $41,468 -4.0%
SQQQ 2/4/22:  Bearish $39,752 $31,459 -20.9%
TECL 2/4/22:  Bullish $36,013 $31,339 -13.0%
FAS 2/4/22:  Bearish $38,983 $37,649 -3.4%
GUSH 2/4/22:  Bullish $100,476 $84,337 -16.1%
Average: -15.5%
Posted in Sentiment Simulation.

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