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  1. Q

    Can Real-time = Backtest? Let's see.

    make that 4000, not 3000.
  2. Q

    Can Real-time = Backtest? Let's see.

    Buy 3000 XIV at market just before close today (i.e., a few minutes before 4pm).
  3. Q

    Can Real-time = Backtest? Let's see.

    Close entire long XIV position today just before close.
  4. Q

    Can Real-time = Backtest? Let's see.

    Summary of WEEK 2: Monday, January 9................ +$1,200 Tuesday, January 10............. +$1,500 Wednesday, January 11......... -$1,300 Thursday, January 12............ +$1,100 Friday, January 13................. -$2,100 Net for WEEK 2 = +$400 YTD TOTAL GAIN $ = +$3,740 YTD...
  5. Q

    Can Real-time = Backtest? Let's see.

    Monday, January 9............ +$1,200 Tuesday, January 10......... +$1,500
  6. Q

    Can Real-time = Backtest? Let's see.

    I think I'll start posting a daily P/L for this strategy on this thread starting with today - I might miss some days here and there, but anyone could easily look up the calls to see how they're doing. So, after a $3,340 weekly gain to start the 2012 last week... Monday, January...
  7. Q

    Can Real-time = Backtest? Let's see.

    Summary of WEEK 1: Gain $ = $3,350-$10 = $3,340 Gain % = $3,340 / $100,000 = 3.34%
  8. Q

    Can Real-time = Backtest? Let's see.

    Here's to this journal's real-time results living up to even HALF of the backtest results. I'll be posting calls real-time on this thread (except for those first 2 trades that have already occurred) and keeping a tally of how it's working. This strategy trades the volatility ETN's...
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