December was hard and I’m embarrassed (and not why you think)

December was hard and I’m embarrassed (and not why you think)
Upset business man working with laptop computer in office, feeling stressed and anxious for possible data loss. Adult Hispanic executive under stress at work for technology problems and software pc virus.

December was a tough month. Spy tomorrow public pressure predictions from November through December averaged about 60% correct. Not the 80% I was proclaiming the months prior. I’m embarrassed and not for the reason you might think.

As we rolled into November, I started using the N2VV again. It’s a good indicator, plus it’s an excellent pressure gauge for the volatility of the next trading day. This gauge is extremely valuable.

If you recalled N2VV was the measure I used in spring 2021, which failed due to a switch that I couldn’t figure out. Over the summer I believe I figured out the switch and I applied it to my new nondependent day-over-day measurements (which N2VV is).

From August on SPY Tomorrow was rocking. I figured out better ways to trade the information, I made errors, yet, it worked so well I could make up a loss in days.

Well, I updated my calculator to again to allow for N2VV class (day-over-day) calculations on my dashboard. Over the month of November and even December, I added more and more of these old calculations.

No matter how you slice it, December was rough with all the market pressure mood changes overnight about the virus and economy. I figured that was the biggest reason for the SPY tomorrow struggles. Nope.

Upon reviewing the ashes of my December losses I saw a big Switch. It happened when I updated the data time periods for collection. It was an obvious switch and I have no idea how to fix it, other than through observation.

I created a new testing environment. It allowed me to test multiple ideas and theoretical switch catalysts. If nothing else, it helped me optimize many of my calculations. Backtesting through November/December I did see a little improvement, which I figure would help moving forward as we put December behind us.

Still, I was not going to open up the membership service. It felt like April 2021 all over.

Since I had this new testing environment I thought I would optimize my non-N2VV class calculations, which I was using during the fall. It turns out as I added more of the old calculations with the new switches, the fall calculation results were pushed to the side. The main one wasn’t even on my dashboard anymore.

I ran the tests and to my horror, the main group 255075 (I’ll rename it) was 87% correct from Nov through December. I guess since it wasn’t matching up (obviously) with my N2VV group, so, I just started to ignore it.

New heartbreak scare. After showing my team while feeling a combination of embarrassment and relief I went home. When I got home I opened up my laptop to review the numbers again, is 87% really true!?

I kept thinking about the big moves in December and the potential opportunities we lost.

After reviewing the numbers it only added up to 65% correct. I tried to figure out why and I thought I made an error. I thought I overlaid the results on the actual day’s results. Of course, it looked so good, mixing up numbers.

It was just too good to be true.

Still feeling like a failure the next day, I knew I did learn something. I’ve not fixed the switches for the N2VV class calculations. I can only use the pressure gauge. I should optimize my fall calculations and move forward.

During the process, I realized what I saw the day before was accurate. 255075 was in the solid 80’s during November/December 2021.

I did more tests and came to the conclusion that a bigger dashboard is not better. The combination of the three calculation results in the 255075 is all I need. Along with the N2VV volatility pressure calculation, I can move forward with an optimized version of my fall calculations. Yes, the optimized version of the original fall numbers are even better after backtesting.

Without optimization from August to December 6th, Spy had 104 overnight pressure readings. The 255075 was correct 86 times (using our scoring system) or about 83% of the time.

That is amazing. I planned to not reopen spy without 100 trades or readings. Still, with all the ups and downs, I need a break.

It all seems like rainbows and unicorns moving forward. Yet, I’m still drained and have the attitude. Prove it.

Show me the money, I want to make back what I lost in December and the losses during the previous 2 years of experiments with these dashboards.

That is what I plan to do. With my tiny little dashboard (in comparison). I’m going to work my way through January. I’ll continue to post pressure readings on the front page of I do this near the end of the trading day. The end-of-day pressure reading often correlates with the next the day’s opening – this is how I make money.

When I meet my goal by showing a profit after the 2 years of experiments, I will open up membership with my head held high.