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In the last video (Update 35), Dr. Seheult discusses a study showing that quercetin is effective at getting zinc into the cell, see excerpt below.

I bought zinc and quercetin for myself and relatives. As to the likely benefit, it's best to do your own research and you can get up to speed with the lectures of Roger Seheult, MD, Associate Clinical Professor. I suggest to watch these three in order: Coronavirus Epidemic Update 32: Important...

Other than for energies, intraday margins are still intact at TradeStation; as of now $2,090 for ES. At Interactive Brokers, it's currently $14,651 intraday initial for ES. To trade obviously there has to be drawdown cushion as well, but this goes on top of required margins and isn't part of...

I tried selling a box spread. While I seem to get a 200K cash credit, the same amount would be added to both initial and maintenance margin. So at least on a Reg T margin account, it doesn't seem to increase buying power?

The change only seems to apply within the Abgeltungsteuer. But this type of tax can easily be avoided by use of the Günstigerprüfung. Mark the corresponding box in your tax forms and you'll pay either Abgeltungsteuer or your personalized tax rate on all your income, whichever is less. And since...

There are some ETFs that aim to replicate the put-write index. Those or other vehicles might help with tax considerations depending on your jurisdiction. For long term portfolios, I find these ideas interesting: https://www.etf.com/sections/daily-etf-watch/putwrite-etf-family-planned I.e. you...

CBOE came up with their PutWrite index in June 2007, so does have some out-of-sample going into GFC. They calculated the daily prices of PUT back to June 1986 which gives you some idea about Black Monday. Actually looks pretty good long term and outperforms the S&P 500 total return index in both...

Ray Dalio manages monster AUM and much of it is now in All Weather, a passive portfolio that's somewhat better than the standard 60% stocks 40% bonds. It mostly applies a bit of leverage to the bonds to put them on equal footing with the stocks when it comes to portfolio construction. That helps...

1) Yes. 2) I can rule out such issues. I know the quirks of the software I use and how to get it right. 3) As mentioned, the wheel wasn't reinvented. However, I believe I did my homework and I'm adding value. Cheers.

It's easy to substitute $50K initial capital with $200K, which reduces all percentages in the report that are based on initial capital, to one quarter. Instead of 20% drawdown, you now have 5% drawdown. Easy to reduce leverage because report is without compounding. The returns in % decrease...

Please see my above answer, there are bull and bear markets in the backtest period. The backtest uses all data since instrument inception. Not ideal but looks feasible. Thanks for the idea.

No delays modeled and no tick data used. It's low frequency (not scalping) on multi-minute bars. Yes, the same $50K lot size every time, although both sub-systems can have an overlapping trade, which would somewhat correspond to strength of the signal. First, I assumed 09:30 to 16:00 New York...

You do have a point here. Consider it from this angle: $10K was the worst DD since early 2009. You start trading at the worst possible time, that's what you get. However you may as well start with $50K and then not increase leverage for a while, which reduces DD in % as the account grows...

Pattern day trader rule doesn't allow you to daytrade U.S. stocks with less than $25K.

The idea was to demonstrate the strategy to an interested party. What you see in your own account always has more validity. Everything in life is risky. Maybe I find someone I trust over time. But yes I agree, there are ways to keep the code and execute it for a business partner or prop firm.

I think my assumptions are conservative when I look at bid/ask spread during regular trading hours. That's 1 cent per share round-turn for spread, plus 1.5 cents commission which is higher than what IB charges all-in fixed pricing. Please keep in mind average trade is high, so there is leeway...

Year-to-date, 2017 backtested return on $50K capital is $24K after costs. No hysteresis. Not sure what you mean with percent in/out but to clarify, performance report is un-compounded. It uses a fixed lotsize of $50K per trade (per sub-system, so leverage up to 2:1).

Asset class is shares. Free variables are 7 per sub-system, although 3 are non-critical and used for simple volatility-based stops and targets. As for impossible to run this strategy, there are scenarios that would make it less profitable. Like a hike in margin requirements, or lack of shares...

Not wise to post too much in the open. To be fair, the wheel wasn't reinvented. Yet I think my implementation is solid, particularly on the risk management side.

The $77K figure is commission and slippage combined, and cumulative since early 2009 so yes it adds up. If you look at it another way, even after 2.5 cents per share deducted per round turn, the average trade per share is still 14 cents which is good for daytrading.