Trade like Sgt. Schultz

The worst trade of my “career” came in the midst of solid success. I entered a trade and promptly watched it go nuts. It peaked up about 22%. On its way up, I realized it was showing all indications that it was going up with no end in sight. I had seen this happen before, and I knew what was going to happen next. So as it went up, I tripled my position. Might as well cash in on a winner, right?

The next morning, I closed out the position down almost 15%. I took a massive hit to my equity because I “knew” the stock was going to go up. I had been fooled by some modest success into thinking I could wing it. It was rather devastating, yet I remain thankful for the experience. It was the first trade in which I totally deviated from my system, and I got nailed. And when I say I deviated from my system, I mean I deviated massively. I threw out my money management rules and exposed far more money to a single trade than my system allowed, thus increasing my risk. And I expanded my position at a price point that was much higher than my system allowed.

In so doing, I learned (all the way down to my bones) an absolute, essential rule for system trading. I know nothing. Nothing at all about an individual trade. All my knowledge is at the system level. I have an edge, but it has nothing to do with any specific knowledge of any particular trade. Rather, I know that if I follow my system over enough time and enough trades, the odds tilt in my favor. (At least, that’s the hypothesis under test.)

Let’s say you are holding a bag with 100 marbles, 55 of them red and 45 of them blue. You reach in (without looking) and pull out a marble. It is red. You then return the marble to the bag and shake the bag up. You do this 5 times and each time you get a red marble. Your knowledge of what just happened (you got a red marble 5 times in a row) and your knowledge of the overall system odds in no way means you know the next marble will be red. Or blue, for that matter. Your knowledge remains strictly at the system level: that over enough trials you will tend toward an average of 55% of the marbles drawn being red.

Statistics 101, yet in the heat of a trade, it is surprisingly easy to forget. If you want to learn system (or mechanical) trading, I suggest you trade like Sgt. Schultz. When looking at an individual trade, always remind yourself, “I know nothing.”

Happy Birthday, Jay!

Wishing a blessed birthday to my sweet love and and my best friend. May God grant you many, many more. I love you.

Nicolas versus the footboard

It is never good when a child comes running to me yelling, “Someone’s bleeding! There’s lots of blood!” Since it was Jonathan doing the yelling, I quickly narrowed it down to four possibilities. As I ran toward the other side of the house, I heard the wail. It was Nicolas.

I found him in our bed bleeding from the mouth (thankfully our comforter has a fairly busy pattern with lots of red). Bleeding, as Jonathan had mentioned, a whole lot. As I grabbed him and headed for the bathroom I asked Abigail what had happened. Turns out Nicolas had decided to bounce on our bed (a huge no-no) and had a grand time up until the moment when his mouth met the footboard.

His lip continued oozing blood for a couple hours, and I ended up at the store buying yogurt, yogurt smoothies, and pudding. Tricia and I sought to offer him whatever comfort we could. Sometimes, children face consequences from their parents for bad behavior. Other times, the parents don’t have the chance to intervene, and the outcome is much worse.

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Such excitement!

While this may not prove vastly exciting to all our readers, I feel I have to announce that today we have embarked upon what is to us a wonderful chapter in our home improvement efforts, and one which we believe will greatly increase the aesthetic appeal of our new casa: the painting of the walls!!

For 4 months we have lived with a huge and shall I say, very much outside what we consider our taste, assortment of paint colors in this house. Everything from very sad-looking, dingy beige (not a nice, pleasing shade of cream for all of you out there who are quite happy with your more neutral-toned walls!), to a neon yellow to some color that I don’t think I could actually find in a store even if I were looking to match it – it’s an awful green paired with a blue splotchy ceiling in the boys’ bathroom. Just hideous. Given it’s one of the smaller rooms we have to tackle, and since it also needs some other attention beside just color improvement to make it functional for our little guys, we’ve chosen it for our first room makeover candidate. Here are some “before” photos for you to enjoy….stay tuned for the photos of the finished product!

Here is the sink area which has always been lacking a mirror and light fixture (the small blue circular area is where we had wire pulled so Jay can install the vanity light fixture), but has plenty of green wall to enjoy:

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And here you can fully appreciate the green/blue color scheme in all its glory (actually, it looks worse in person IMHO), and see another area where we had wire dropped to allow for Jay to install a tub light:

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Rub A Dub Dub…

three boys in a tub!

One of the features we love about our new house is the really great configuration of bedrooms/bathrooms, particularly well suited to our family, especially given the genders of our children. Two of the secondary bedrooms have what I believe is referred to as a “Hollywood Bath” between them (NOT Jack ‘n’ Jill, as I’d formerly called it – see, you learn something every day!). So, the room on one side houses our two bigger boys, and on the other side of the bathroom sits Josiah’s nursery. Now that he is big enough, all three of them love to take baths together in the “boy bathroom”, and play with lots of toys, and make lots of noise, and splash lots of water, and well, that is just what little boys do, as I’m learning. But after all the noise and water everywhere (including on Mommy and Daddy!) comes one of my favorite things as a parent – snuggling clean, sweet-smelling little boys in soft towels. Here is a shot of them having fun in their bathtub:

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The present tense(less)

I think this post wraps up my brief history of trading and moves us into the present tense. Thankfully, the present is less tense.

Picking up the story from where I left off, I began working on an entirely new system toward the end of the summer in 2006. There were numerous fits and starts along the way, and I ultimately changed to Interactive Brokers to put more emphasis on good, cheap execution and less emphasis on real-time data. I used Collective2 to do a lot of experimentation, which proved surprisingly helpful. By December I had all the elements of a new system in place and coming into the new year I’ve started fully trading it.

For now, you can see the results on my Collective2 system 1Day, which was used to try out a lot of ideas, but since the beginning of 2007 is simply tracking my actual trades (though to a different scale, as C2 forces you to start with $100k play money).

1Day

The great thing about my current approach is that it is easy. Well easy to execute on a daily basis… it was rather hard to develop. And that is the key lesson I believe I learned from my previous stressful success. Sustainable success isn’t going to come from a system that is massively difficult to actually trade. A good trading system should be like a good compressed codec, to use a techie metaphor. Take MP3s. The codec is designed to be front-loaded. All the time goes into the encoding. The decoding is quite easy and can easily be performed in real-time with minimal processing. The encoding will max out your CPU and takes quite a bit of time.

Likewise, developing a system is hard work, and as I believe I’ve amply demonstrated, takes a lot of time and involves a lot of failure (at least in my case it did). Actually trading the system, however, can be fairly straight-forward. I’ve got a spreadsheet that I use each night to download the hits on the six screens I use, and then ranks them and puts them in a format to be uploaded to my broker. It takes about 5 or 10 minutes a night to do my trades. Encode hard. Decode easy.

So my new system succeeds at lowering the stress level… time will tell if it remains profitable.

New Headboard for Abigail’s Bed

Early last year, we returned our second borrowed twin bed to Peter/Katie for sweet Sarah to graduate into. (Thanks, guys, for the several-year-loan of your wonderful beds.) At that time, we knew a move to a smaller house was in our future, and in preparation for losing that 5th bedroom/guestroom, we moved our comfy queen-sized bed into Abigail’s room, since 1) it was the only bed we had to give her and 2) we planned to eventually allow her room to function as a guest room and a queen bed is more conducive to guests than a teensy twin!

This meant she had to say goodbye to the headboard I’d painted for her “big girl” room several years back, and so I began searching for a queen sized headboard/footboard to “girlify” her new nest. (Note: I have decided that hunting for furniture bargains is a HUGE hobby of mine. Big shocker to my husband, I know! I love being able to furnish our home for a fraction of what it would cost me to walk into a store and pick out pieces sold there.) Anyway, I gave myself a reasonable, yet modest budget ($25-50) and searched for something that could be painted. And while I came across lots of very acceptable choices it seemed impossible to find something “sweet” that didn’t look generic, or as if it were more suited to an older person than for a little girl. The other thing I discovered as I searched was that while double and full sized headboards were everywhere for the taking, there were far fewer queens to choose from. (The double size has been around forever, the queen, not so long.)

After doing some calculations and making some inquiries, I determined that one could, if one was not super picky, try using a double-sized headboard on a queen bed. And probably make it work. This made the search a little easier..and just before Christmas I found the perfect headboard. It was wrought iron with beautiful scrolls and flowers that gave it a younger feel than many of the other headboards I’d found. I bought it at this place (neat bit of trivia on this store is that the owner’s name is Horne too…so they are always happy to see me when I go in!) and came in under my budget ceiling. Always nice. Last Thursday, after a few weeks’ stay in Grammy Ruth’s guest room (where I’m told it was very happy!), we brought the headboard home and set it up with Abigail’s bed, and we LOVE IT!! When the weather gets warmer, Abigail and I will drag it back outside and have fun painting it white, per her request.

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Besides pairing a full-sized headboard with the queen-sized bed, there is one more “trick” I used in setting up Abigail’s bed, and that regards the quilt on top. When she moved into her big girl room at 22months, we purchased this adorable quilt shown with the patches of little girls in various scenes all over it. It was a twin-sized quilt intended for her then twin-sized bed. But, as I mentioned earlier, we are now dealing with a queen bed. While I do hope to someday acquire/make new, queen bedding for the room, I wanted to use what she had for the time being, and we have done this rather successfully, by simply taking a queen sized quilt, flipping it over to its plain white side, and laying it on the bed, then draping her twin size on top. It may have been Stephie who suggested this wonderful idea to me, and if so, kudos to her! At any rate, the twin quilt perfectly fits across the top side of the queen bed, you can see the edges in green where it ends. It works beautifully…and perhaps it will be a helpful tip for any of you possibly trying to use a twin quilt/spread on a larger bed!

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Household Unpacking and Organization, Part 1 of Many

Since I have been away from our blog for a bit, I thought I should try and update you on some of my progress around our new place. For those who are easily bored by pictures of household belongings neatly displayed on shelves and photographic proof that at least SOME of the rooms in our home are slowly becoming decluttered, just go ahead and skip this post.

The two areas in our home that have been the MOST cluttered, messy and disorganized since we moved in are Abigail’s room and the kitchen. In the case of Abigail’s room, all toys were pretty much dumped there, the kids generally used it for playing, and I just did not make an effort to cull through, separate and organize all their playthings. Lack of organization makes it hard to keep a space anything close to tidy. So, week after week, the mess got worse, Christmas busyness put some necessary jobs on the back shelf, then travel and final move out from the old house put the work off even longer. Hence, her little girl “sanctuary” has been anything but, for many weeks now.

Until last week, when during our snow day the kids and I went crazy working in there and moved boy toys to boys’ rooms, unpacked everything that belonged to Abigail, and went through carefully getting rid of things we might not need before setting her room up. Getting her things in order also involved going through the many children’s books we own, sorting them into proper age groups for our family, and also poring over all games/puzzles/creative, crafty toys and doing likewise. So, like many an organizational task, it touched on so many more places in the house than just the room we were “working on”.

While I wish I had some before pics to show you, so you could easily see just what a miracle has been wrought in Abigail’s space, at least I have some “after” shots. Here is a shot of as much of her room as I can easily capture in one camera shot given walls, doors and angles:

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Here is the saving grace in her room, and what I spent most of my time getting set up to be both as functional and as pretty as is possible for me: two floor to ceiling built-ins of shelves. The shelves are adjustable, so we had the joy of rearranging them to suit the best placement of her things. (The rearranging was NOT easy or quickly achieved…but I’m so happy with the finished product.) We were able to store most of what she uses/plays with on a regular basis in this space. Here is what we came up with:

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So for now, we are done in Abigail’s room. She has asked for the walls to be pink someday, which sounds like so much fun. And sometime in the future we will work out curtains and some other things. But for now, we are very pleased with the state of her room. I walk in there at least once a day and tell her, “I feel so happy in this room. It’s so peaceful and serene and NEAT!” And she smiles and giggles and proceeds to entertain me with her latest story or account of some such that has happened in the land of stuffed animals, blankies, horseys, and dollies.

Some losses are better than others

Remember Jonathan’s misadventures? A milestone was reached yesterday when the last of the four damaged teeth came out of its own volition and in its own time. He still has a fake tooth serving to reserve a space for the future adult tooth, but it looks like we are closer than ever to the end of this sad dental saga.

All that remains, these many months later, is to sort out the insurance settlement…

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