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    SPX Credit Spread Trader

    I did study on the OEX ( it applies also to the XEO) for the last 40 months history , from Sept 02 to 12/16/05. One month = option expiration to option expiration Here are some of my findings if you are interested: The biggest monthly loss was -44.54 . It happened on 9/20/02 and the 2nd...
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    SPX Credit Spread Trader

    SETTLEMENT for Dec 2005 1274.84
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    SPX Credit Spread Trader

    also my main reason is in the past 8 years there is only one year (the big bear 01/02) that Jan was lower than Dec . Actually in the past seven years Janu settlments were down 2 out of 7 times: gain loss Jan 1999 = 43.36 Jan 2000 = 30.69...
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    SPX Credit Spread Trader

    Here is the performance of November, December and January for the last few years. How many points went up or down from settlement value to settlement value. Dec 98 = + 17.73 Dec 99 = +9.54 Dec 2000 = - 52.93 Dec 01 = +3.3 Dec 02 = - 5.21 Dec 03 = + 53.47...
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    SPX Credit Spread Trader

    This what the Japanese meant by the saying :let him climb to the roof and take away the ladder.
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    SPX Credit Spread Trader

    When we put a trade on the SPX , be it IC or credit spread, we hope that the index stays range bound . Less worry , no need to adjust, and no need to close the position with a loss. Unfortunately what we hope for and the reality are two different things. Here are some of the statistics on the...
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    SPX Credit Spread Trader

    Here is a continuation of the SPX finding for the down side: The down side out of total 37 months the SPX was down 15 times ( sorry in my previous post i might put 17 months The SPX went down 4 months in a row= 0 times The SPX went down 3 months in a row= 0 times The SPX went down...
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    SPX Credit Spread Trader

    correction the no of months down out of the total of 37 months should have been 15 not 17 sorry abou that labib Imtanes
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    SPX Credit Spread Trader

    I have been studying the history of the SPX, and XEO for the last 37 months ,37 cycles from settlement to settlement. I used CBOE website for the setllement values and yahoo finance for the closing values. I have these files on word documents. I compiled some statistics regarding these two...
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    SPX Credit Spread Trader

    Hello Coach Phil: 11/26/05 Thank you for the excellent forum, especially for emphasizing on the essential aspect of all trading which is money and risk management. I have a question regarding the credit spread and if it can be replaced with...
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