The Quarterly Machine

Quarterly equity strategy powered by machine learning. Publishing picks and tracking results in real time. Not financial advice.

[The Quarterly Machine @QuartlyMachine]

The Quarterly Machine is now live!

This account publishes the selections and performance of a fully systematic, model-driven equity strategy.

Only 10 stocks, each quarter.

Here’s how it works🧵

[The Quarterly Machine @QuartlyMachine]

It’s been a while since I posted an update (apologies to my 29 followers).

The model continues to outperform SPY this quarter by almost 6% with the model returning 21.62% quarter to date.

#AlgoTrading

[The Quarterly Machine @QuartlyMachine]

Premarket $MSFT is up 1.4% and wouldn’t surprise me if we see a 2% day. That being said very small sample size and only 7 trades means it could go either way today!

[The Quarterly Machine @QuartlyMachine]

Fun Fact: $MSFT has only closed -3% two consecutive days in a row 7 times since 2010.

Average returns and win rate following that second close below -3%

1 day: 2.7% (57% win rate)
5 days: 3.4% (100% win rate)
1 month: 6.4% (86% win rate)
3 months: 17.3% (100% win rate).

Small sample size, but if we do get a sub 3% close again, could indicate a move back up to 440 over the next week.

[The Quarterly Machine @QuartlyMachine]

@mapleblooded I’m sorry, but do you think Mark Carney caused the 2008 financial crisis?

[The Quarterly Machine @QuartlyMachine]

Fun Fact: $MSFT has only closed -3% two consecutive days in a row 7 times since 2010.

Average returns and win rate following that second close below -3%

1 day: 2.7% (57% win rate)
5 days: 3.4% (100% win rate)
1 month: 6.4% (86% win rate)
3 months: 17.3% (100% win rate).

Small sample size, but if we do get a sub 3% close again, could indicate a move back up to 440 over the next week.

[The Quarterly Machine @QuartlyMachine]

Love seeing morons getting absolutely ratioed

[The Quarterly Machine @QuartlyMachine]

@thevivafrei If your favorite baseball team is based on your homophobia, you’re probably a fucking dumbass.

[The Quarterly Machine @QuartlyMachine]

@Fair_and_Biased @BobEven05068175 Sesame Street was extremely controversial for showing integration in an era of segregation - as a kid you didn’t register that.

If you were a parent in the 60s/70s I have no doubt you would have considered it “extreme” due to its themes of racial equality and integration.

[The Quarterly Machine @QuartlyMachine]

@megbasham You’re going to be remembered as a hateful piece of shit. That’s your legacy.

[The Quarterly Machine @QuartlyMachine]

@Templarpilled Thousands of kids died at these schools dumbass.

[The Quarterly Machine @QuartlyMachine]

@GadSaad And we’re supposed to be sad you’re leaving?

[The Quarterly Machine @QuartlyMachine]

@LaciMarieKnight I mean they are an incredibly legitimate polling account - you just don’t like how they tweet and recent polling results.

[The Quarterly Machine @QuartlyMachine]

$MSFT above $440 this morning. Not the only one to call this though - the writing was on the wall.

[The Quarterly Machine @QuartlyMachine]

Why I think $MSFT is going up around 5% over the next month or so:

For short-term swing trading, I use a couple indicators that I think create a robust system. The Ensemble Technical Indicator (ETI) is a composite indicator of several popular technical indicators (available for free on TradingView) and the Stochastic RSI (5,5,14,14 for my settings to make it a little less noisy).

A set-up that implies a trend continuation (for longs) is when the ETI remains above 0 (overall bullish) and the stochastic RSI crosses up over 20. Right now $MSFT is below that 20 mark but if it crosses over that 20 mark while the ETI remains above 0, then I think we're in store for big gains.

[The Quarterly Machine @QuartlyMachine]

@JonFraserTF @WendysCanada What changed???

[The Quarterly Machine @QuartlyMachine]

@BarbaraBalCPC thinks an anonymous account needs a “cover” for replying to moronic right wingers.

Nor does she understand how NGOs work in conflict zones.

Not surprisingly this is the level of critical thinking that the CPC absolutely adores.

[The Quarterly Machine @QuartlyMachine]

@Martyupnorth Colour me surprised, Marty is a racist piece of shit.

[The Quarterly Machine @QuartlyMachine]

@BarbaraBalCPC We should all be concerned someone so dumb was allowed to be a cop.

Sit down Barbara, think real hard for a few minutes why aid groups would have to work with the group in power in that area. Put that big police brain of yours to work.

[The Quarterly Machine @QuartlyMachine]

@AlexpiersonAMP Will bookmark this tweet so I can show people how partisanship makes people incredibly stupid

[The Quarterly Machine @QuartlyMachine]

@Martyupnorth lol y’all are such fucking babies. Want to leave Canada but keep all the benefits of being Canadian. Absolute fucking cowards and charlatans

[The Quarterly Machine @QuartlyMachine]

@RRR0BYN You could have just tweeted “I’m a racist piece of shit” and that would have been much more straight to the point.

[The Quarterly Machine @QuartlyMachine]

Portfolio Update📊: For the first time this quarter, our machine learning-based portfolio closed with a 20%+ profit (20.4%) - outpacing SPY by 6.37% quarter-to-date.

#Algotrading