
Fly Me #3 "The Resurrection" Sports Talk,Good Tunes,Great Times, Anything Goes
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DiggityDaggityDoSBR Aristocracy
- 11-30-08
- 81454
#89391Comment -
DiggityDaggityDoSBR Aristocracy
- 11-30-08
- 81454
#89393Soldiers unite
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KVBSBR Aristocracy
- 05-29-14
- 74817
#89394The KVB NBA ATS/ML Fund has picked up...
579 OKC -7.5 (+100)
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KVBSBR Aristocracy
- 05-29-14
- 74817
#89395...We can use this type of spreadsheet to back test market results and analysis. Here we're using SMA but we can use other technicals as well on these market tracking Fund.
We can set a tolerance as well. Say you went 5 trades after a signal, or 8 trades, or until you make a unit, etc...
The last two blue columns are our signals, the next four over are our units and averages used in the charts. The second column is simply the Contrarian Fund play results in order. You can see the first play was a win and the next five were losses (the 3rd column shows the running units at -4.05 after the first 6 plays).
The red column will represent the sell signal trades when testing. The sell signal is not telling us to just sit back and count the money we saved by not buying the Contrarian Fund plays as it dropped, that’s the “penny saved, penny earned” NEUTRAL signal. That’s down the road. The sell signal tells us to Fade the Contrarian Fund, let’s get aggressive.
The formula is in the picture and shows that all Fund wins (.91, .93, .95, .98, etc) will become -1 and any Fund losses will automatically be listed as .95 in the Fade column. The overwhelming majority of lines are -105 and the disclaimer is that all loss signal tallies will involve only -105 lines for this study.
As we are now going to aggressively trade, low vig is essential anyway and be happy if we get away with better.
Ok, so let’s look at this year, as we have posted data, then we’ll move on to past years.
As we saw in the post referenced above, for 2019-20, the NBA Contrarian Fund has had 3 signals: sell, buy, then a sell…
I apologize for the wider tables here, but we’re looking at the 3 signals, and then the results of any number of trades up to 15 games after the signal, or, for shorter intervals until the next signal (does not apply so far as there have been more than 15 games between signals).Individual Signals 2019 Trades: Signal 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 sell -1 -0.05 0.9 1.85 2.8 3.75 2.75 1.75 0.75 -0.25 0.7 1.65 2.6 3.55 2.55 buy -1 -0.05 0.9 -0.1 0.85 1.8 0.8 -0.2 0.73 1.68 0.68 -0.32 0.63 -0.37 0.58 sell -1 -2 -1.05 -0.1 -1.1 -0.15 0.8 1.75 2.7 3.65 4.6 3.6 4.55 5.5 4.5 Totals: -3 -2.1 0.75 1.65 2.55 5.4 4.35 3.3 4.18 5.08 5.98 4.93 7.78 8.68 7.63
The Totals are not buy/sell splits; they are Totals for number of trades. The first trade, or game, after each sell signal above won, so fading it lost, and the first game after the buy signal lost, so buying it lost. If we had chosen just the one game after each signal to make our trades, we’d be down -3 units so far.
Now, if we had chosen to buy or fade the next 5 games after each signal we would be up +2.55 units so far: 2.8 units after the first sell, .85 units after the first buy, then a loss of -1.1 after the second sell signal. Notice, that the first two Contrarian Fund plays after the last sell signal won, as fading them gets to -2 after 2 trades.
When things get volatile, we stand to make more trading, and less so in the sideways markets, so a later study will involve some sort of measure of volatility to give us an idea of just how far out we should trade when a signal occurs.Wouldn’t it be great to know to trade 6 games after the first sell, 10 games after the buy, then 14 games after the next sell (the shakeout crash)? Sure it would, but that’s pretty specific.
Like I said, we’re using 10 and 20 day SMA’s, lagging indicators, to try to predict market momentum and this is sports betting so let’s put ourselves in a position to really take advantage of any market momentum.
Let’s run them all, like 15 separate Funds, for a unit each. That means we put 15 units on the first game, 14 on the second, 13 on third, etc. until we hit another signal or bet 1 unit on the fifteenth game.
Let’s add up the columns from the table above…
All three signals went the full 15 trades, meaning there were 120 Total 1 unit bets churned for each signal and you can see the ROI.2019 Signal Units # Bets ROI % sell 24.3 120 20% buy 6.61 120 6% sell 26.25 120 22% Total: 57.16 360 16%
Remember how that pesky Contrarian Fund fired off two straight wins after that final sell signal above? That means fading it automatically dropped our units to -29 units with the first two games.
Funny thing though, that was right before the market shakeout and that signal turned out to be +26.25 units with a 22% ROI on the signal.
You see folks, when we zoom in and start trading the markets aggressively, we see that there’s more than one type of market shakeout and at this point patience and discipline have never been more important...
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DiggityDaggityDoSBR Aristocracy
- 11-30-08
- 81454
#89397<iframe src='https://gfycat.com/ifr/ParallelIgnorantCoyote' frameborder='0' scrolling='no' allowfullscreen width='640' height='844'></iframe>Comment -
KVBSBR Aristocracy
- 05-29-14
- 74817
#89398I wanted to include one more piece of information along with the current chart...
Here the the buy/sell splits for the three trades and the P&L that corresponds to the table in the above post...
Signal Trade #: 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 buy -1 -0.05 0.9 -0.1 0.85 1.8 0.8 -0.2 0.73 1.68 0.68 -0.32 0.63 -0.37 0.58 sell -2 -2.05 -0.15 1.75 1.7 3.6 3.55 3.5 3.45 3.4 5.3 5.25 7.15 9.05 7.05 Totals: -3 -2.1 0.75 1.65 2.55 5.4 4.35 3.3 4.18 5.08 5.98 4.93 7.78 8.68 7.63
This is another way to arrange the data and another way to use a meta analysis. When it comes to the chart above, perhaps we can identify slopes, or better yet changes in the slopes, or even the rate of changes in the slope, in the yellow histogram that could lead to narrowing down ranges in which to trade each signal.
Also, I showed a 15 unit bomber method, but what if we did 6, or 10? There would less units churned, less risk, but what about the ROI?
What about limitations? The good news is that the situation are relatively rare.
What if a late game triggers first and its the first trade after a signal? We bet 15 units, but then a play triggers that's an early game and that actually would have been the 15 unit banger, but it has to be 14 unit snow. That situation is so rare, and unless it's the last game of the trade range, the difference isn't much.
If more than one game goes off at the same time or within two hours, we have rotation order, but what if the first game triggers a signal? It's too late to buy into the first trades. We can go LIVE, but have ever noticed how NBA leads sway and games rarely end the way the look in game?
Remember, it's not what they bring, it's how they bring it. We'll get there, I'm just trying to help folks understand just what it is that's being brought, then real life examples will allow you to appreciate how they bring it.
These limitations are such rare occurences and really have little consequence on our numbers, but we will moving forward, address them further if they come up.
I want to work on past years, I almost want to do a video. There is so much to work with here. I'm talking about things like the average number of games between signals and how they vary in different types of markets...again dealing with things like the slope and of the yellow histogram.
There are also other measures of the contrarian markets, a sort of deep looking set of Funds, that grade the markets and show where each is at a given point. Tying it all together can give us a really good picture.
So much to work with, but can you pick up what I'm putting down?
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DiggityDaggityDoSBR Aristocracy
- 11-30-08
- 81454
#89400Instead her right foot slipped and she thumped her head on the bar.
RemarkableComment -
KVBSBR Aristocracy
- 05-29-14
- 74817
#89403I was in gymnastics for years, and my daughter has been doint it for more than 10 years.
I was at her advanced class last night. The instructors are eye candy.
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KVBSBR Aristocracy
- 05-29-14
- 74817
#89404Comment -
KVBSBR Aristocracy
- 05-29-14
- 74817
#89405Did you see them?
Did you see those "Dimples of Venus" ^^^^?Comment -
KVBSBR Aristocracy
- 05-29-14
- 74817
#89407The KVB NCAAB Technical Value Fund has picked up...
783 25-Feb GEORGIA +5.5 (-110) 819 E CAROL +8.5 (-110) Comment -
KVBSBR Aristocracy
- 05-29-14
- 74817
#89408The KVB NCAAB ATS/ML Fund has picked up...
603 25-Feb DAYTON -12 (-105) 633 K STATE +14.5 (-105) Comment -
KVBSBR Aristocracy
- 05-29-14
- 74817
#89409
Comment -
KVBSBR Aristocracy
- 05-29-14
- 74817
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turtledovesSBR MVP
- 08-27-17
- 3398
#89411time to start focusing on baseball
Comment -
turtledovesSBR MVP
- 08-27-17
- 3398
#89412Amplified Cannabis is a Sacramento based cultivator of premium indoor cannabis. We’re super passionate about music, exploring the outdoors and growing the best cannabis possible. We always strive to push the limits. Whether playing a gig, chilling with friends, or getting fresh tracks on a bluebird day.
unknown lineage?Comment -
KVBSBR Aristocracy
- 05-29-14
- 74817
#89413Amplified Cannabis is a Sacramento based cultivator of premium indoor cannabis. We’re super passionate about music, exploring the outdoors and growing the best cannabis possible. We always strive to push the limits. Whether playing a gig, chilling with friends, or getting fresh tracks on a bluebird day.
Now is a good time to pack the bowl.
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KVBSBR Aristocracy
- 05-29-14
- 74817
#89414
https://www.sportsbookreview.com/for...l#post29281339
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KVBSBR Aristocracy
- 05-29-14
- 74817
#89415Forgot one...
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turtledovesSBR MVP
- 08-27-17
- 3398
#89418jane description was wrong, hoping the wifi cross i got is goodComment -
KVBSBR Aristocracy
- 05-29-14
- 74817
#89419
Shit.
Way to go WAGO.
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KVBSBR Aristocracy
- 05-29-14
- 74817
#89421Wait, this video was published by Wago and it's incorrect? You can see on the side of the connector, in the video, it clearly says awg 24-12. Yet the narrator incorrectly says 14 is the smallest wire. LOL.
You are correct...
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KVBSBR Aristocracy
- 05-29-14
- 74817
#89423
Comment -
KVBSBR Aristocracy
- 05-29-14
- 74817
#89424Took the Lakers -330 to close out a three pick open parlay for a +3.02 unit shot.
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