Recent content by windsurfer

Toonerdy--- I have a similar experience. I am short a number of VXV futures and long 10 VIX 16 calls per future. The maximum loss and therefore margin should be $5k per future. I have excess liquidity of 3 times what the margin SHOULD be-- and yet just moments ago I got an IB general notice...

thx. It would be nice if someone would pick it up. I do some credits e.g. I'm currently short CL Dec 105 C, long 110 C but I mostly do short strangles (e.g. I'm short both GC Dec 1550P and 1950 C). Anyone want to pick up the thread?

what does "strong 1 year bump" mean?

Thx Robert. You'll see in my message last April that I did a test of the clone beta and got insufficient profits with all products. I can't retest now- the code expired. However, in looking at JC's recent results (adjusting for slippage and commissions), I am not surprised that the EC is...

I must misunderstand your question. Assuming trading in normal hours, I would have thought the variables are the product and the number of contracts being traded. If it is the SP you are trading, $100 is too low. For <5 contracts of the products I trade, I would suggest: -ES $30 -YM $20...

I know Art welcomes comments on his Czar system. I have a comment on the calendar bias. My comment is based on the 2009 Stock Traders Almanac: It has long been known that markets go up on the first day of every month (except August). This tendency is huge- a system that bought only that...

Regarding Fed announcements, I update my systems once a year with "blocked trade days" that tell the systems not to trade on those days. This takes about 10 minutes. I see this instruction as part of the systems. btw, those who say system trading doesn't work should revise their words to...

pure truth, for some systems, like that one, they don't have actual trades listed. For others, they have just actual trades. I'm not sure why it is one way for some, but not another. I trade a system that only lists the results as computer generated even though it is actually traded by...

travis, The actual results are listed under Trades. The system you picked trades 1 ES contract- no reinvestment. If there are client trades, it lists the average trade result of its clients. If it is computer generated, it hits the results with $50 per round trip trade for slippage and...

there are systems that work. Places like www.attaincapital.com and www.striker.com list the actual trading results of a number of systems that they have screened and that they now trade for their clients.

I sympathize with this statement of Art's: "I haven't been able to make money off my gut doesn't mean that i don't sometimes correctly call a market overview or that my perspective is worthless. i just have a glitch that makes me self-destruct whenever i give myself permission to open those...

see http://www.elitetrader.com/vb/showthread.php?s=&threadid=149700 for a profitable system for ES. But it is only 1 trade per day.

what is the site where you list your books?

Thank you, Robert. I have been watching the Clayburg daily videos- which on average seem to make about $4k/day. When I asked for a performance report (because the one on the site is way out of date) I was told no- just watch the daily videos. I downloaded the free system code and tested...

Beth, Although Art publishes currency data, my personal view (see April 24) is that Art Collin's system should only be traded for the ES and ER2. The currencies are best seen merely as a confirmation of the system validity. My view is consistent (I believe) with the conclusions of Art's...