Cycle Trading

[No-Quarter]

Hey, thank you for sharing. Good stuff.

Here is what I am working to refine and simplify for my own use.

For XLB, I use UYM, which is 2x XLB.
For XLC, I use GGLL/GGLS, which are GOOGLE single stock ETF's, 1x/-1x Google.
.....NOTE: GOOGLE makes up ~20% of the XLC ETF, and no ETF I have found exists for this sector that is greater than 1x.
For XLE, I use NRGU/NRGD, which are 3x/-3x XLE.
For XLF, I use FAS/FAZ, which are 3x/-3x XLF.
For XLI, I use DUSL/SIJ, which are 3x/-2x XLI.
For XLK, I use SOXL/SOXS, which are 3x/-3x XLK.
For XLP, I use VDC, which is a 1x XLP.
For XLRE, I use DRN/DRV, which are 3x/-3x XLRE.
For XLU, I use UTSL, which is 3x XLU.
For XLV, I use CURE, which is 3x XLV.
For XLY, I use WANT, which is 3x XLY.

My 11 sector matrix looks like this;
UYM
GGLL/GGLS
NRGU/NRGD
FAS/FAZ
DUSL/SIJ
SOXL/SOXS
VDC
DRN/DRV
UTSL
CURE
WANT

For simplicity, when I buy, I put the same dollar amount into each.

For the sectors where I have a bull and a bear ETF pair, I am often able to ride it both ways.

I trade with TDAmeritrade. I am in the process of creating a Think-or-Swim (TOS) conditional buy rule ‘script’ that will automate the buy event for me using my BUY rules. When I see the daily chart approaching a possible entry point, I will estimate how many shares my dollar amount will buy, then place this conditional buy order for that number of shares and then wait.

I am also working to create a similar SELL rule script.

Once I finalize my process using TOS scripts for BUY and SELL and have a few trade cycles completed, I will post the results. My backtesting of all this has been very encouraging though. GLTY