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Model - SuperBands With Linear Regression Analysis
Created by Q BWO1000 on 12/8/2018
, last modified on 3/7/2019
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SuperBands With Linear Regression Analysis

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SuperBands with Linear Regression Analysis Once the Top 25 Performing Limit Order Wealth Script from Wealth Lab Pro, Glitch introduced me to this website so I could contribute this algorithm to Quantacula.

The Dip Buying Performance is functionally designed for NASDAQ-100 Instruments Equities Only and Not for ETFs or Futures. Just Stocks.

Presented to the Kentucky Math Association in May 2005 at Centre College while I was a Junior now a Financial Economist, Mathematician, and Computer Scientist.

You may follow This Quantacula Studio Algorithm as it was meant to be used in NASDAQ-100 and Former NASDAQ-100 Stocks: https://collective2.com/details/122300076


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A remarkable strategy, almost as remarkable for its failure to perform since 2009 as it is for it's amazing run in the decade previous. Do you have any analysis as to why it has failed to perform reasonably during this current bull market compared to the bull market 2003-07 during which you developed it? Clearly it performs best during market downturns, but I would welcome your insights into this strategy and how it might be revamped to work again. I particularly like that it seems negatively correlated with the market as a whole, even today (2018 was an up market for this model).

A remarkable strategy, almost as remarkable for its failure to perform since 2009 as it is for it's amazing run in the decade previous. Do you have any analysis as to why it has failed to perform reasonably during this current bull market compared to the bull market 2003-07 during which you developed it? Clearly it performs best during market downturns, but I would welcome your insights into this strategy and how it might be revamped to work again. I particularly like that it seems negatively correlated with the market as a whole, even today (2018 was an up market for this model).

There weren't many dip buying opportunities in 2017, but 2018 was up just as much as my highest performing model, and, this is the version as it was in 2005. I had to make requests to make the model way more profitable and feasible both technologically and for use with a commission free broker so do some more analysis of it and think before you post, bitfool.

The 2018 return I'm getting with the Quantacula Studio is just as outstanding as my ETF Pairs Arbitrage strategy offered on wealthsignals.com at https://www.wealthsignals.com/Strategy/Detail/ETF-Pairs-Arbitrage-9IP7Vx and earned around 86+% in 2018 using a 2.75% of equity position size and a maximum of 80 open positions allowed at a time with a 2:1 margin factor using IQFeed Data with extended data going back to 1988 for use in the NASDAQ-100 equities instruments only.

Incidentally, I see you're a webuser of the site so just know there were 5 years from 1997 to 2002 that all had either 1k+% returns or multi-thousand percentage returns using all of the symbols that have ever been listed in the QStudio Premium Universe of NASDAQ-100 equities.

There weren't many dip buying opportunities in 2017, but 2018 was up just as much as my highest performing model, and, this is the version as it was in 2005. I had to make requests to make the model way more profitable and feasible both technologically and for use with a commission free broker so do some more analysis of it and think before you post, bitfool. The 2018 return I'm getting with the Quantacula Studio is just as outstanding as my ETF Pairs Arbitrage strategy offered on wealthsignals.com at https://www.wealthsignals.com/Strategy/Detail/ETF-Pairs-Arbitrage-9IP7Vx and earned around 86+% in 2018 using a 2.75% of equity position size and a maximum of 80 open positions allowed at a time with a 2:1 margin factor using IQFeed Data with extended data going back to 1988 for use in the NASDAQ-100 equities instruments only. Incidentally, I see you're a webuser of the site so just know there were 5 years from 1997 to 2002 that all had either 1k+% returns or multi-thousand percentage returns using all of the symbols that have ever been listed in the QStudio Premium Universe of NASDAQ-100 equities.

Providing link to WealthSignals

Providing link to [WealthSignals](https://www.wealthsignals.com/Strategy/Detail/ETF-Pairs-Arbitrage-9IP7Vx)

One last thing I'll say, is that there was no failure in the upmarket bc dipbuyers are not for upmarkets. Keep that in mind..

One last thing I'll say, is that there was no failure in the upmarket bc dipbuyers are not for upmarkets. Keep that in mind..

Thanks for the input, I'd agree that seems to be the case nowadays (dipbuying works better in downmarkets). It was just my observation that we had an upmarket from 2003-07 and your SBwLRA had great returns then. And if it would have returned 1k+% during the raging tech bull market years (1997-99), that was amazing, and in a very strong upmarket. I haven't studied the anatomy of dips the way you must have, so that's why I raised the question... something must have changed in the market if this strategy was so remarkably profitable prior to 2009 and much more modestly profitable since then. I'm glad to hear 2018 has been a good one for your models.

Thanks for the input, I'd agree that seems to be the case nowadays (dipbuying works better in downmarkets). It was just my observation that we had an upmarket from 2003-07 and your SBwLRA had great returns then. And if it would have returned 1k+% during the raging tech bull market years (1997-99), that was amazing, and in a very strong upmarket. I haven't studied the anatomy of dips the way you must have, so that's why I raised the question... something must have changed in the market if this strategy was so remarkably profitable prior to 2009 and much more modestly profitable since then. I'm glad to hear 2018 has been a good one for your models.

Thanks for your insights, I've played with it some more and agree that it's an impressive strategy even today. And with a commission-free broker, even better. Well done.

Thanks for your insights, I've played with it some more and agree that it's an impressive strategy even today. And with a commission-free broker, even better. Well done.

So a Good Start to this Algorithm's Superior Version and Am providing link to this strategy where you can follow it in NASDAQ-100 and Former NASDAQ-100 Stocks: https://collective2.com/details/122300076

So a Good Start to this Algorithm's Superior Version and Am providing link to this strategy where you can follow it in NASDAQ-100 and Former NASDAQ-100 Stocks: https://collective2.com/details/122300076

Best wishes for your new strategy on C2!

Best wishes for your new strategy on C2!

Thanks, Glitch! Hopefully we could get this going simultaneously on WealthSignals and C2! Detected Positive Slippage Not From Market Orders! ;)

Thanks, Glitch! Hopefully we could get this going simultaneously on WealthSignals and C2! Detected Positive Slippage Not From Market Orders! ;)

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