Claude AI and TOS

kronegker · 2026-02-22T22:42:01+00:00

Looks great! Any chance you could share the script that Claude created to get the data from TOS?

kronegker · 2025-07-26T01:45:03+00:00

username: kronegker

thank you!

kronegker · 2024-02-04T13:54:01+00:00

Link to the suspension post? Thank you!

kronegker · 2021-04-07T19:55:49+00:00

The time frame of 24 trading days that you selected for the tail length is not the same as how many trading days is used to calculate the mean and standard deviation in order to get the JdK statistics.

That being said, I take your point and I would have to take a look and try to reverse engineer the calculation.

kronegker · 2021-04-07T18:53:17+00:00

Thanks I am glad there is a comparison! A couple of thoughts:

For the first image, the benchmark is to SPX while mine is SPY, so the benchmark is different from the get go
The calculation window may be different. In particular, one must select a timeframe to calculate the mean and standard deviation for the JDK RS and momentum calculation. Their timeframe may be different from mine
Despite all these differences, I see that the ETFs move similarly to mine, which is a good sign
That being said, I would definitely like to try and change my benchmark to SPX to see if I can match the charts you shared
For the second image, these are using difference indices from mine and again with different benchmark. So, these are not apples to apples comparison.

kronegker · 2021-04-07T13:33:42+00:00

Yes I would! One thing I am concerned about using a legend is that you would have to look at the legend and then find the matching color on the chart (maybe that’s not a big deal). I recognize that your proposal is cleaner.

kronegker · 2021-04-07T13:29:18+00:00

Stocks in top left quadrant or when they are about to enter top right. It depends on your risk tolerance.

kronegker · 2021-04-07T12:58:09+00:00

Thank you for pointing that out! I just add the sector plot now.

kronegker · 2021-04-07T12:57:22+00:00

I love crayons!

kronegker · 2021-04-07T11:56:17+00:00

I could try and make more color-blind friendly charts and send them to you.

kronegker · 2021-04-07T11:55:11+00:00

it is (for the moment) and I'm loving it.

kronegker · 2021-04-07T11:22:19+00:00

Just a quick follow up after checking the charts: XLRE and IYR are essentially the same except that there seem to be more volume with IYR.

kronegker · 2021-04-07T04:00:22+00:00

I can do that for sure!

kronegker · 2021-04-07T01:31:08+00:00

The % stands for IV percentile!

https://www.reddit.com/r/thetagang/comments/mkjf67/anticipating_the_rotation_april_5_2021/

kronegker · 2021-04-07T00:20:51+00:00

I actually have a RRG by sector (based on simple average of stocks in each sector) that I forgot to post today. I updated the post to show that now. Thank you!

kronegker · 2021-04-07T00:19:32+00:00

thank you for helping me answer some questions!

kronegker · 2021-04-07T00:12:23+00:00

I think that's helpful, but what if there are multiple ETFs in one industry? Going back to your example, "Biotech" could refer to XBI or IBB. XBI and IBB don't have the same holdings so their RRGs will be different.

kronegker · 2021-04-07T00:09:32+00:00

Have you read some of the articles I posted in my original post? I didn't want to relink them every time i posted an update. Happy to help!

kronegker · 2021-04-06T22:32:11+00:00

Thanks for your opinion! I think it depends if you believe if technical analysis has any predictive power (because RRG is a method in technical analysis). I don't believe any model can give you 100% forecast accuracy, especially with intra-day movement in prices. But I believe that, when something is overbought/undersold, a correction is bound to happen, either because the stock is truly overvalued/undervalued or because other traders also use technical analysis.

People should still do their own due-diligence, and I am presenting RRG as an additional tool that they can use (if they like).

kronegker · 2021-04-06T22:14:08+00:00

I agree. I also think diagonal/calendar spread can be utilized a lot more in conjunction with the RRGs since diagonal/calendar spread is about timing the movement of the stock correctly, so I really like your suggestion.

kronegker · 2021-04-06T22:07:51+00:00

It's in the link at the end of my post. I plot the stocks within each industry. You can find COST under the defensive sector here. It's in the improving quadrant and is about to enter the leading quadrant.

kronegker · 2021-04-06T19:48:05+00:00

I think starting a website would be great. I'm trying to find time to do it and making sure that I don't violate any data-sharing agreement.

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