Ask HN: What are you working on (September 2024)?

https://www.sketchtv.lol/

https://github.com/swax/SCDB

Just a fun little CRUD app built with Next.js, MUI, Prisma Postgres. I'm adding Halloween sketches now, if you know some good ones feel free to add them, or anything else :)

Since launching https://grizzlybulls.com in January 2022:

Model | Return | Max drawdown

-------------------

S&P 500 (benchmark) | 21.51% | -27.56%

VIX TA Macro MP Extreme | 64.21% | -16.48%

VIX TA Macro Advanced| 59.13% | -19.12%

VIX TA Advanced | 35.20% | -22.96%

VIX Advanced | 33.39% | -23.93%

VIX Basic | 24.29% | -24.23%

TA - Mean Reversion | 22.30% | -19.92%

TA - Trend | 27.07% | -24.98%

This is an unleveraged, apples to apples comparison. These are not high frequency trading models. Most of them only change signal once every 2-4 weeks on average. During long signals, the models are simply long the S&P 500 and during short signals, they go to cash.

One of the pros of this macro swing-trading/hedging style is high tax efficiency, by holding a core ETF long position that never gets sold and then selling S&P 500 futures (ES or MES) of equal value to the ETFs against the long position. This way your account will accumulate unrealized capital gains indefinitely and you'll only pay tax on the net result of successful hedging. The cherry on top is that the S&P 500 futures are section 1256 contracts that are taxed at 60% long term / 40% short term capital gains rates regardless of the duration they are held.

The models use a variety of indicators, many of them custom built. Most important are various VIX metrics (absolute level, VIX futures curve shape/slope, divergences against S&P 500 price, etc), trend-following TA metrics (MACD, EMV, etc), mean-reversion TA metrics (Bollinger Bands, CMO, etc), macroeconomic (unemployment, housing starts, leading composite), and monetary policy (yield curve inversion, equity risk premium, dot plot, etc). They've been backtested very cautiously to avoid overfitting to the best of my ability.

- Ride Sustainably with the World's First Repairable Battery

- Refillable in 5 minutes (just buy $150 worth of new cells every 3 years or so, when they're depleted)

- Be Worry-Free thanks to the Fireproof Casing! There's been waaaaaay too many lithium fires!

It's launching as an IndieGogo in one week and there is an offer for early-backers here https://get.gouach.com/1 for a 25% discount on the battery!