🤖 Dev Trader 🤖

Wow, $QQQ printing the ATR 10x from 50-day extension today - usually only ever see this on individual names

@SystematicPeter This is awesome! How are you able to separate your strategies in TWS view like that? I'm currently relying on tagging my trades thru the IBKR API with the "orderRef" field and then using a custom reporting tool

I don’t trade one momentum strategy. I trade momentum as a portfolio across multiple timeframes. In this video I show my live IBKR platform and explain how I combine monthly rotation, swing breakouts and intraday momentum using systematic rules, diversification and automation.

🔥 "Leverage for the Long Run" Ganador del Charles H. Dow Award 2016, este paper rompe todo lo que pensás sobre apalancamiento Analizan qué pasa si en lugar de hacer buy and hold del S&P 500 desde 1928, usás leverage SOLO cuando el mercado está arriba de la media móvil de 200 días, y te vas a bonos del tesoro cuando está abajo Lo más interesante es que rompe el mito de que los ETFs apalancados se van decayendo con el tiempo por naturaleza. Lo que mata al leverage no es el tiempo, es la volatilidad alta y los mercados en serrucho. Cuando aplicás leverage en zonas de baja volatilidad con rachas de días positivos seguidos, pasa todo lo contrario a lo que la gente cree El número es una locura: $10.000 metidos en 1928 con buy and hold del S&P 500 te quedan en $39 millones. La misma guita con la estrategia 3x leverage rotation te termina en $28 billones, con drawdowns más chicos y mejor Sharpe La clave es simple: arriba de la 200 MA, leverage on. Abajo, cash. Nada más Link al paper en el primer comentario

Lost access to data while I was testing a strategy on a dev account with alpaca because of their system migration. They confirmed I can’t recover it. Guess I need to take more ownership of my own data tracking without relying on broker systems

So far so good from the breadth entry. Stops up to breakeven on this one and added more

Short-term breadth turning back up here (updated from Friday close). Systems are adding some long stocks

@thechartist Nice. Can you share what each of the sub-strategies represents/targeting what universe and what type of trading strategy?

1/ Some more info regarding the AI explorations... Some background: I have revisited a multi-strategy ETF system that I built back in late 2023. Initially, it was a combination of 6 sub-strategies (S1 - S6), and it was then built out to 10 sub-strategies (S1 - S10). I traded it until I went away on our big trip in late 2024 I have now come back to look into it some more using AI before switching it back on.

@_chasingalpha @TheShortBear Exactly this. Go back and forth with it a few times iterating on the plan before implementation. "Analyze the repo for references, and interview me if you have any questions" is key phrase. Spend time writing super thorough prompts & generate relevant markdowns in your repo helps

@TheShortBear Spend more time on the plan for big items. The bigger the change you want to make, the more important it becomes to spend time on this step. It can follow a written architecture much better. That also allows you to bring clarity into the product/tool you are building.

Best biggest issue to me with AI coding these days is the loss of context and lack of true understanding. Like for example it will sometimes rather build a full pipeline with many different steps, all creating potential conflicts and more breaking points, then using API points from data providers. It has full context as to the data providers and infrastructure of the project via context.md and more but still will do it. As you work on another part of the project it will over time change some files that are linked on another side and miss the implications. it has a hard time understanding the full web and interconnections. It creates a project that swings left and right pulling on the pieces as you try and make ground. It leads to constant back and forth counter coding to make progress. How did you all solve this issue?

@SystematicPeter Love this, I made something similar yesterday. LLM based "automated research department" in a folder. I add specific questions to priority in the backlog if I want, or let it continue executing priority research tasks on its own, running while I'm away, leaving suggestions for me

Most traders treat LLMs like a black box. Open a chat. Ask for a backtest. Patch the output. Come back tomorrow. Start from zero again. Then they wonder why their research is inconsistent. That is usually not an LLM problem. It is a process problem. This is the framework I use to stop LLM research from drifting across sessions:

15 Momentum Leaders Hold Green Despite Market Reversal, Each Surpassing RVOL Exceeding $100M Dollar Volume, including $PLTR $LUNR — Aerospace & Defense $CRCL — Capital Markets $COIN — Financial Data & Exchanges $PTEN — Oil & Gas Drilling $DVN — Oil & Gas E&P $OXY — Oil & Gas E&P $PR — Oil & Gas E&P $SLB — Oil & Gas Equipment & Services $XOM — Integrated Oil & Gas $CVX — Integrated Oil & Gas $KMI — Oil & Gas Midstream $VG — Oil & Gas Midstream $FSLY — Application Software $PLTR — Infrastructure Software $T — Telecom Services @finviz_com

@saylordocs it's going down

Can anyone please explain me in simple words what the hell is going on with Gold???

Supply & Demand Tight Ranges & Volume Drying Up = Fuel For Expansion. Spent the morning going through a bunch of big winners and thought it would be helpful to share some of the charts. Each of these had periods of extreme price contraction, with ranges getting very tight and volume nearly going dead before major expansions. Layering in clear catalysts, themes, and market narratives takes this type of setup even further. $FTAI 12/29/25 $APP 9/10/24 $MSTR 2/23/24 $BTU 9/12/25 $IREN 9/8/25 $RKLB 10/1/25 $TSLA 6/25/24, 11/29/24, 9/10/25 $ABAT 9/17/25 $SLV 11/6/25, 11/25/25 ETC ++ $LAR 12/24/25 $ONDS 12/29/25 $SOUN 2/23/24, 3/11/24 $SOUN 11/20/24, 12/3/24 $BABA 2/6/25 $BIDU 9/15/25 $OKLO 9/8/25 $TSEM 9/26/25 $MU 9/3/25, 9/26/25, 10/15/25 $SMCI 5/15/23 $PLTR 5/16/23 $USAR 9/22/25 $FIGR $CRCL 6/12/25 $CRWV 4/30/25 $RR 8/21/25, 9/10/25 $AFRM 11/21/23 $CVNA 6/6/23, 7/3/23 $OPEN 8/7/25 $SOLS 1/6/26 $IONQ 9/8/25 $AMPG 12/20/24 $ALAB 9/3/25 $SNDK 9/26/25, 12/31/25 $BITF 9/30/24 $BKKT 9/26/25 $COIN 6/17/25, 7/7/25 $LEU 5/22/25, 7/9/25, & 9/8/25 $ASST 5/16/25 $NUAI 10/8/25 $HUT 9/30/25 $TMC 4/22/25, 5/14/25, 6/6/25 $MP 9/12/25 $KTOS 9/9/25 #ETH $ETHA 5/6/25, 6/5/25 Many more examples could be shared, but these are the ones that stood out while combing through my watchlist. Of course, this is hindsight analysis, but it is necessary to train your eye to spot these setups in real time and stay sharp.

Stocks up and green on a big red index day $ETU $ICHR $TTMI $UCTT $SKYT $CLSK $RIOT $METC $MP $NNE $SLV $GDX $AEVA $AXTI $PL $EOSE $ACHR $RKLB $OSIS $SNDK $INTC

Some quality stocks feeling tempted to buy some on today’s dip, what’s on your list? $CRDO $DAVE $LITE $APP $AMKR $ALAB $CLS $ZETA $SHOP $SEZL $ONDS $PATH $AVGO $APLD $HUT

Liquid Leaders DAILY-structure Pullback sorted by RS Rank. $CIEN, $STX, $AMD, $TER, $MDB, $CAT, $CRWD, $COHR, $IBM By @TradersLab_

Stopped out of $CHAT w trailing stop on selloff this week Sold $SSO puts today (small exposure) Still holding $GLD and $SLV long here, plan to sell under the 50 day, if and when Also still holding remaining partials on $PLTR & $TSLA Otherwise no breakout trading for me lately

@SystematicPeter Good tips. I'm using Alpaca API for stocks since you don't have to use IBKR client restart everyday. Can run fully autonomously on a cron job on an extra computer lying around, and check in on things at my leisure. Also Cursor, Claude Code, and Codex are great over ChatGPT alone!

Want to automate your trading but don’t know where to start? It’s much easier (and safer) than it looks. Think in levels of automation. Start slow - swing trading on daily charts. V1 workflow: Run a small autotrader script at two checkpoints: before the open and before the close. If that’s too much, start with just before the open. This cadence keeps you in control - you review signals, place orders, and supervise execution. How to automate in practice: - Broker: Interactive Brokers - solid universal choice for systematic traders. - No code: RealTest by Marsten Parker + OrderClerk. Great for swing portfolios. - Light code: Python + ib_insync + SQLite. With ChatGPT, you can build a working MVP in days. Minimal architecture: - Strategy writes signals → CSV/SQLite (strategyID, symbol, side, size, limit, stop) - Autotrader loads, sizes, sends orders via IB, logs every action - After close → reconcile fills, update positions What not to start with: Always-on intraday bots. That’s another level with latency, slippage, and infrastructure risk. Start small. Ship a boring V1. Automation isn’t about coding — it’s about consistency. Need more tips? Ask below 👇 #systematictrading #automation #python #trading

@RealTQQQTrader Awesome, thank you for sharing & interview that you did. Remind me of 7 systems strategies from a book by @laurensbensdorp . Each system filling in the gaps of the others!

My strategy fares much better compared to buy and hold of TQQQ(CAGR as well as drawdowns) in majority of the time frames(especially longer and medium term). Here are some charts showing that. There is nothing wrong in holding TQQQ as long as you understand what to expect of that during bear markets.

@Quant_Kurtis Nice. What etfs are in the non-equity basket?

Do something different. That's my motto at YorkTech. This model is an alternative to the 60/40 and it only uses common long-only and non-levered ETFs. 🔹 60% is equity where it toggles between normal and 'risk on'. 🔹 40% is non-equity and up to 4 holdings are selected based on momentum. The turnover is moderately high. The equity ETFs are held just under 2 months on average. The non-equity ETFs are held 6 months on average. The benchmark is SPY/BND 60/40. The risk is that equity and non-equity could all collapse at the same time just as we saw bonds and stocks go down in 2022. And the non-equity might not go to cash fast enough. Still, I think this has promise as an SMA or ETF for the right firm.