Commentary, Methodology

2/22/21 Current Signals xCC/o2>c0

There were a bunch of terminology changes over the weekend as I wrote a trading algorithm for the Quatz which is renamed from Kwatz. Returns look really good. I submitted an article to SeekingAlpha about it. yKwatz is renamed to oQuatz and tKwatz is now cQuatz. The new letters indicate where the virtual sell is.

These things are tricky to keep straight, I think I’ve made several mistakes with them over the last week or 2.

Friday closed at o2 which has a negative CO and poor win rate. That was not a buy. Today, the cQuatz will be c0 for the open, that is a buy because of the win rate.

The z in Quatz stands for Zombi. The strategy is slightly different than the others in that performance is calculated for the portfolio and not initially allocated to the individual stocks. I think this is a better way of doing it, but now a new step has to be added to reallocate the portfolio gains to back to the stocks.

It will probably take a day or two to sort out the reallocation.

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