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Model - Dr Kochs 8% Dip Buyer Limit Move
Created by Q BWO1000 on 5/28/2019
, last modified on 6/15/2019
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C# Coded Model


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Model Name
Dr Kochs 8% Dip Buyer Limit Move

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Same as Original Dr Koch's 8% Dip Buyer using Limit Move


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Need to remove the ' again and awesome results from current and former NASDAQ100 Results.

Need to remove the ' again and awesome results from current and former NASDAQ100 Results.

The custom universe used here has some issues: VSTR is a sub-penny stock (value less than a penny for the past year or more) and there's a number of illiquid penny stocks (CPWR, LIFE) that trade here in volumes far greater than the symbol could actually handle.

That said, the strategy works quite well with a large, liquid universe that I work with.

The custom universe used here has some issues: VSTR is a sub-penny stock (value less than a penny for the past year or more) and there's a number of illiquid penny stocks (CPWR, LIFE) that trade here in volumes far greater than the symbol could actually handle. That said, the strategy works quite well with a large, liquid universe that I work with.

Good point, I think we should introduce the feature here on QWeb that QStudio already has to limit the number of shares to a certain percentage of the daily volume.

Good point, I think we should introduce the feature here on QWeb that QStudio already has to limit the number of shares to a certain percentage of the daily volume.

LOL! :-)

MF 4 Percentage of Equity 25% Max 16 Positions

Performance Metrics Summary Model Benchmark (QQQ) Profit 1.0342107633581186e+25 2,568,949.94 Profit % 1.0342107633581185e+21% 256.89% APR 256.51% 3.76% Sharpe Ratio 1.79 0.18 Sortino Ratio 7.12 0.19 Exposure 22.05% 66.96% Alpha a 248.49 N/A Beta ß 3.28 N/A Profit Factor 2.01 N/A Recovery Factor 13.90 1.34 Drawdown Model Benchmark (QQQ) Maximum Drawdown -7.440037818205429e+23 -1,917,408.56 Maximum Drawdown % -55.99% -83.35% Maximum Drawdown Date Jun 6, 2017 Oct 9, 2002 Interest and Commission Model Benchmark (QQQ) Commission Paid 124,858.80 4.95 Cash Interest Earned 0.00 0.00 Margin Interest Paid 3.9418098526149657e+21 30,663.90 Positions Model Benchmark (QQQ) Number of Positions 12,612 1 Number of NSF Positions (not taken) 2,713 0 Win Rate 61.44% 100.00% Average Profit 820,333,764,940,833,900,000.00 2,599,613.84 Average Profit % 1.57% 258.07% Average Hold Time (Bars) 1.00 5,099.00 Winning Positions Model Benchmark (QQQ) Number of Winners 7,749 1 Winning % 61.44% 100.00% Winners Avg Profit 2.651413723259632e+21 2,599,613.84 Winners Avg Profit % 5.42% 258.07% Winners Avg Hold Time (Bars) 1.00 5,099.00 Losing Positions Model Benchmark (QQQ) Number of Losers 4,863 0 Losing % 38.56% 0.00% Losers Avg Loss -2.097420419104481e+21 N/A Losers Avg Loss % -4.55% N/A% Losers Avg Hold Time (Bars) 1.00 N/A

Monthly Performance Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD 1985 2.69% -0.09% 6.55% 0.04% 3.27% 2.07% 5.71% 12.92% 4.40% -1.37% -0.93% 0.30% 40.79% 1986 1.41% 3.14% 6.52% 0.64% 2.53% 9.41% 5.46% 0.17% 1.68% -0.95% 1.46% 6.27% 44.30% 1987 3.64% 1.42% 2.86% 3.29% 1.81% 6.03% 8.39% 0.42% 5.68% -39.67% 29.86% 12.51% 22.23% 1988 8.59% 0.45% 1.27% 3.10% 1.23% 3.28% 5.49% 2.17% 0.31% 2.88% 4.29% -0.87% 36.92% 1989 5.97% -2.24% 0.49% 0.00% 0.00% 5.50% 2.43% 0.97% 0.00% 4.41% 1.42% 4.61% 25.83% 1990 6.98% 0.71% 4.12% -0.43% 2.37% 4.33% 1.98% 21.94% 7.69% 4.15% 7.33% 6.03% 89.36% 1991 17.99% 2.13% 4.12% 17.81% 6.40% 1.59% 3.01% 11.27% 4.49% 1.46% -1.77% 1.01% 92.65% 1992 14.72% 5.31% 7.63% 2.59% 0.79% 6.54% -2.65% 4.01% -1.45% 21.18% -3.48% 1.85% 70.29% 1993 2.60% 9.53% 3.64% 6.95% -1.36% 4.07% 3.41% 1.39% 8.68% 2.12% 16.47% 6.05% 83.81% 1994 6.41% 4.78% 11.33% 7.36% 13.80% 8.10% -4.85% 9.71% 11.57% 1.92% -6.85% 14.27% 107.13% 1995 9.13% 7.27% 4.39% -2.94% -5.51% 8.06% 17.98% 15.35% 3.85% 5.21% 5.03% 15.39% 118.25% 1996 -7.78% 6.03% 11.19% 10.86% 9.14% 4.09% 52.22% 1.61% 9.45% 5.07% -1.37% 9.94% 164.10% 1997 -2.55% 6.25% 18.41% 17.82% 9.93% 3.56% 11.11% 4.04% 3.99% 14.63% 10.76% 26.12% 216.55% 1998 -4.95% 5.31% 5.11% 23.12% 10.04% 4.71% 20.14% 33.07% 58.26% 38.45% 10.70% 14.43% 562.28% 1999 -7.96% 30.68% 13.19% 32.89% 32.93% -3.02% 42.73% 36.52% 11.61% 17.91% 4.15% 38.08% 760.19% 2000 147.55% 116.04% 57.17% 2.92% 171.36% 96.37% 91.70% 62.29% 49.68% 168.68% 22.51% 91.45% 135,168.39% 2001 75.56% 59.54% 25.98% 60.29% 4.61% 4.27% 48.61% 43.13% -4.27% 32.47% 50.34% 48.05% 3,604.13% 2002 54.64% 43.37% 8.95% 73.52% 44.17% 14.36% 100.36% 36.49% 88.38% 114.02% 86.93% 126.22% 32,116.40% 2003 15.93% 40.60% 20.50% 23.64% 28.89% 57.52% 34.19% 2.36% 19.28% 15.66% -4.83% 21.18% 977.40% 2004 17.00% 24.43% 11.93% -4.42% 18.81% 4.40% -13.10% 31.55% -6.20% -10.76% 7.60% -0.89% 97.12% 2005 13.95% -3.09% 11.14% 6.37% 11.48% 28.48% -4.57% 10.48% -8.36% 8.43% 7.33% 15.18% 142.17% 2006 0.73% 12.58% -7.90% 14.34% 2.29% 17.32% -8.75% 1.68% -3.37% 37.53% 9.64% -4.69% 84.64% 2007 9.57% -7.78% -9.62% 30.04% -13.82% -1.28% 4.86% 81.60% 27.71% 21.84% -5.94% 2.87% 189.66% 2008 27.86% 6.71% 9.22% -5.75% 6.34% 0.26% 29.40% 10.59% 97.14% 73.26% 46.14% 94.27% 1,977.94% 2009 36.94% 14.40% 22.46% 6.87% 14.61% 26.20% 5.11% 29.15% 15.04% -9.51% 2.58% 25.13% 437.85% 2010 -5.73% 32.14% 7.09% -3.54% 27.13% 32.24% 5.92% -5.96% 3.28% 3.87% -2.04% -0.65% 125.00% 2011 1.95% 0.86% -0.40% 4.87% 6.72% 3.84% 2.76% -21.62% -17.92% -7.53% 21.70% 2.67% -9.09% 2012 3.50% 6.19% -5.82% -21.88% 15.01% -3.19% -12.58% 2.13% 1.72% 9.23% -5.52% 10.17% -7.04% 2013 1.94% -0.95% 3.26% 3.64% 14.69% 8.65% -7.63% 6.05% -3.19% 0.24% 3.24% -0.10% 32.02% 2014 5.42% 0.06% 15.37% 10.77% 41.37% 0.58% -2.23% 20.16% 10.36% -9.10% 6.46% 0.77% 142.38% 2015 3.40% 6.32% -3.12% 16.11% -5.56% -18.03% 60.72% 49.02% -0.12% 1.58% 2.26% 0.88% 139.91% 2016 41.98% -9.73% 22.31% -3.03% -5.94% -5.32% 2.17% -3.81% 0.95% -0.30% -3.30% -25.19% -3.15% 2017 -3.79% 16.86% 0.23% -7.49% 0.12% -10.86% -0.68% 11.91% 14.73% 6.29% 26.87% 6.57% 70.50% 2018 -1.15% 34.80% 14.59% 14.94% -14.16% 6.58% 5.65% 20.32% 6.20% 91.33% 9.30% -1.80% 345.20% 2019 17.18% 9.55% 13.79% 7.75% 12.94% 3.87%

84.63%

LOL! :-) MF 4 Percentage of Equity 25% Max 16 Positions Performance Metrics Summary Model Benchmark (QQQ) Profit 1.0342107633581186e+25 2,568,949.94 Profit % 1.0342107633581185e+21% 256.89% APR 256.51% 3.76% Sharpe Ratio 1.79 0.18 Sortino Ratio 7.12 0.19 Exposure 22.05% 66.96% Alpha a 248.49 N/A Beta ß 3.28 N/A Profit Factor 2.01 N/A Recovery Factor 13.90 1.34 Drawdown Model Benchmark (QQQ) Maximum Drawdown -7.440037818205429e+23 -1,917,408.56 Maximum Drawdown % -55.99% -83.35% Maximum Drawdown Date Jun 6, 2017 Oct 9, 2002 Interest and Commission Model Benchmark (QQQ) Commission Paid 124,858.80 4.95 Cash Interest Earned 0.00 0.00 Margin Interest Paid 3.9418098526149657e+21 30,663.90 Positions Model Benchmark (QQQ) Number of Positions 12,612 1 Number of NSF Positions (not taken) 2,713 0 Win Rate 61.44% 100.00% Average Profit 820,333,764,940,833,900,000.00 2,599,613.84 Average Profit % 1.57% 258.07% Average Hold Time (Bars) 1.00 5,099.00 Winning Positions Model Benchmark (QQQ) Number of Winners 7,749 1 Winning % 61.44% 100.00% Winners Avg Profit 2.651413723259632e+21 2,599,613.84 Winners Avg Profit % 5.42% 258.07% Winners Avg Hold Time (Bars) 1.00 5,099.00 Losing Positions Model Benchmark (QQQ) Number of Losers 4,863 0 Losing % 38.56% 0.00% Losers Avg Loss -2.097420419104481e+21 N/A Losers Avg Loss % -4.55% N/A% Losers Avg Hold Time (Bars) 1.00 N/A Monthly Performance Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD 1985 2.69% -0.09% 6.55% 0.04% 3.27% 2.07% 5.71% 12.92% 4.40% -1.37% -0.93% 0.30% 40.79% 1986 1.41% 3.14% 6.52% 0.64% 2.53% 9.41% 5.46% 0.17% 1.68% -0.95% 1.46% 6.27% 44.30% 1987 3.64% 1.42% 2.86% 3.29% 1.81% 6.03% 8.39% 0.42% 5.68% -39.67% 29.86% 12.51% 22.23% 1988 8.59% 0.45% 1.27% 3.10% 1.23% 3.28% 5.49% 2.17% 0.31% 2.88% 4.29% -0.87% 36.92% 1989 5.97% -2.24% 0.49% 0.00% 0.00% 5.50% 2.43% 0.97% 0.00% 4.41% 1.42% 4.61% 25.83% 1990 6.98% 0.71% 4.12% -0.43% 2.37% 4.33% 1.98% 21.94% 7.69% 4.15% 7.33% 6.03% 89.36% 1991 17.99% 2.13% 4.12% 17.81% 6.40% 1.59% 3.01% 11.27% 4.49% 1.46% -1.77% 1.01% 92.65% 1992 14.72% 5.31% 7.63% 2.59% 0.79% 6.54% -2.65% 4.01% -1.45% 21.18% -3.48% 1.85% 70.29% 1993 2.60% 9.53% 3.64% 6.95% -1.36% 4.07% 3.41% 1.39% 8.68% 2.12% 16.47% 6.05% 83.81% 1994 6.41% 4.78% 11.33% 7.36% 13.80% 8.10% -4.85% 9.71% 11.57% 1.92% -6.85% 14.27% 107.13% 1995 9.13% 7.27% 4.39% -2.94% -5.51% 8.06% 17.98% 15.35% 3.85% 5.21% 5.03% 15.39% 118.25% 1996 -7.78% 6.03% 11.19% 10.86% 9.14% 4.09% 52.22% 1.61% 9.45% 5.07% -1.37% 9.94% 164.10% 1997 -2.55% 6.25% 18.41% 17.82% 9.93% 3.56% 11.11% 4.04% 3.99% 14.63% 10.76% 26.12% 216.55% 1998 -4.95% 5.31% 5.11% 23.12% 10.04% 4.71% 20.14% 33.07% 58.26% 38.45% 10.70% 14.43% 562.28% 1999 -7.96% 30.68% 13.19% 32.89% 32.93% -3.02% 42.73% 36.52% 11.61% 17.91% 4.15% 38.08% 760.19% 2000 147.55% 116.04% 57.17% 2.92% 171.36% 96.37% 91.70% 62.29% 49.68% 168.68% 22.51% 91.45% 135,168.39% 2001 75.56% 59.54% 25.98% 60.29% 4.61% 4.27% 48.61% 43.13% -4.27% 32.47% 50.34% 48.05% 3,604.13% 2002 54.64% 43.37% 8.95% 73.52% 44.17% 14.36% 100.36% 36.49% 88.38% 114.02% 86.93% 126.22% 32,116.40% 2003 15.93% 40.60% 20.50% 23.64% 28.89% 57.52% 34.19% 2.36% 19.28% 15.66% -4.83% 21.18% 977.40% 2004 17.00% 24.43% 11.93% -4.42% 18.81% 4.40% -13.10% 31.55% -6.20% -10.76% 7.60% -0.89% 97.12% 2005 13.95% -3.09% 11.14% 6.37% 11.48% 28.48% -4.57% 10.48% -8.36% 8.43% 7.33% 15.18% 142.17% 2006 0.73% 12.58% -7.90% 14.34% 2.29% 17.32% -8.75% 1.68% -3.37% 37.53% 9.64% -4.69% 84.64% 2007 9.57% -7.78% -9.62% 30.04% -13.82% -1.28% 4.86% 81.60% 27.71% 21.84% -5.94% 2.87% 189.66% 2008 27.86% 6.71% 9.22% -5.75% 6.34% 0.26% 29.40% 10.59% 97.14% 73.26% 46.14% 94.27% 1,977.94% 2009 36.94% 14.40% 22.46% 6.87% 14.61% 26.20% 5.11% 29.15% 15.04% -9.51% 2.58% 25.13% 437.85% 2010 -5.73% 32.14% 7.09% -3.54% 27.13% 32.24% 5.92% -5.96% 3.28% 3.87% -2.04% -0.65% 125.00% 2011 1.95% 0.86% -0.40% 4.87% 6.72% 3.84% 2.76% -21.62% -17.92% -7.53% 21.70% 2.67% -9.09% 2012 3.50% 6.19% -5.82% -21.88% 15.01% -3.19% -12.58% 2.13% 1.72% 9.23% -5.52% 10.17% -7.04% 2013 1.94% -0.95% 3.26% 3.64% 14.69% 8.65% -7.63% 6.05% -3.19% 0.24% 3.24% -0.10% 32.02% 2014 5.42% 0.06% 15.37% 10.77% 41.37% 0.58% -2.23% 20.16% 10.36% -9.10% 6.46% 0.77% 142.38% 2015 3.40% 6.32% -3.12% 16.11% -5.56% -18.03% 60.72% 49.02% -0.12% 1.58% 2.26% 0.88% 139.91% 2016 41.98% -9.73% 22.31% -3.03% -5.94% -5.32% 2.17% -3.81% 0.95% -0.30% -3.30% -25.19% -3.15% 2017 -3.79% 16.86% 0.23% -7.49% 0.12% -10.86% -0.68% 11.91% 14.73% 6.29% 26.87% 6.57% 70.50% 2018 -1.15% 34.80% 14.59% 14.94% -14.16% 6.58% 5.65% 20.32% 6.20% 91.33% 9.30% -1.80% 345.20% 2019 17.18% 9.55% 13.79% 7.75% 12.94% 3.87% 84.63%

Yes, LOL, lack of liquidity.

Yes, LOL, lack of liquidity.

After the 135k% profit in 2000 certainly, hasn't done anything close to that ever since, sure there's 2001 making tens of thousands of percent but never saw the 135k% Annual return in 2000 coming..It's no wonder Dr Koch got mad at me for pointing this out.

After the 135k% profit in 2000 certainly, hasn't done anything close to that ever since, sure there's 2001 making tens of thousands of percent but never saw the 135k% Annual return in 2000 coming..It's no wonder Dr Koch got mad at me for pointing this out.
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