Stock Market Trading Algorithm
Since July 2017, my objective has been to achieve a monthly return of 14%.
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Financials
| 2025-07-01 | -1.24% | Paper trading for the past month earned 15.7% for the month. I also fixed a bunch of issues. |
| 2025-06-01 | 0.038% | I've spent most of the month optimizing the code to execute in the over night window so that it can make trades in the morning on a daily basis. Paper trading for the last week earned 11.40% annualized which is in line with back testing. |
| 2025-05-01 | 0.028% | Real world back testing of 30 years outside of training data yielded 15.43% annual rate of return. it's only up from here. |
| 2025-04-01 | 0.021% | Entire stock market training is underway. First model is profitable averaging 90% a year rate of return. |
| 2025-03-01 | 0.032% | Making progress on training against the entire Nasdaq, but it's taking a long time. |
| 2025-02-01 | 0.034% | Database failed again. Lost another month. Building another database for stability. |
| 2025-01-01 | 0.034% | While the Database went down last month, it was at the end of the month, so work slipped into this past month. I added monitoring to be ahead of any issues next time. It's back on track calculating the Technical Algorithms for the NASDAQ market. |
| 2024-12-01 | 0.04% | Database went down. Spent 2 weeks getting it back up. Causing a slip in schedule. |
| 2024-11-01 | 0.04% | Full send into the Machine learning approach. Yet another loan on the books. |
| 2024-10-01 | -0.03% | Manual trading strategy is not holding. So I've explored other approaches and have ended up back in the Machine learning approach. Which means I will just have to grin a bear the cost of getting this up and running. |
| 2024-09-01 | 0.11% | Upgraded the database for performance, which took most of the month. |
| 2024-08-01 | 5.57% | Mix of Paper Trading and Live(cash) Trading all of NASDAQ for the month of July using the manual trading strategy, on the IBKR exchange. |
| 2024-07-01 | 7.97% | Paper Trading all of NASDAQ for the month of June using the manual trading strategy, on the IBKR exchange. |