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Ive made a quick simulation, if I write every month a put for a premuim of 20% I would get to a bankroll of 2150 at the end of this year 19,000 at the end of next year That the compounding power (no loss assumed in that period) Can the VIX stay above 12.0 for the next 1 1/2 year?

04/24/07 $-83.35 04/27/07 -71.75 Unrealized gain $11.60 in 3 days. Thats 13.9% on 83.35 or 2.3% on the margin of ca. $500

The put option has settled at 0.3587 on Friday.

Very clear uptrend for the YM. Even for that uptrend market a countertrend strategy is possible: 1) Short every 30 point move 2) with a trailing PT of 30 points 3) Stop loss at 80 points.

pma Sundog Trend direction is UP as both of you said. The consequence is like Sundog outlined. Buy pullbacks! - very stong up -> dont jump on the train (even sell some exposure) - pause, somewhat weak -> buy that dips ('train stations entry') The position size will grow with that...

I am back above my daily average %profit target with a big gain. 04/27/07 +59.4%

artes Thank you! Ive just watched the presentation of Kevin Baldwin from the Institute for Financial Markets; execellent education https://interactivebrokers.webex.com/ec0507l/eventcenter/recording/recordAction.do?theAction=poprecord&confViewID=300707785&siteurl=interactivebrokers...

04/26/07 +15.7% Risk ca. 45 - 50% of the account. Max. loss probablity was 30% during the day. Its a hard time, but average growth is 1.9% on a 77 day streak. 1.9% per day from the beginning on average. My target is to reach the 2% target average growth per day soon. May be...

Still not wiped out. But big loss today! 04/26/07 -51.4% What I missed today is ACCEPTANCE. There is no need to throw money into a loosing position, just to make a big loss looking not so big. There are days when I have to accept losses. Hard for me, but extremely important to...

Sundog Thank you! Ive made an analysis for the YM as well. YM is long from 13000 with TS 12980 Market direction is UP Stops can be trailed with 50 points on the 10 point grid, but obviously some backtesting is needed to confirm. Apprechiate your thougths?

ES trended sideways yesterday. Next signal when a) 1492 is crossed to the upside or b) 1485 crossed to the downside Trend is UP looking at longer timeframes.

04/04/07 +21.2% Risk has been greater than 50% of the account.

sellvol Yes Im thinking of a sideways to up-movement in the Vix-Future while holding the position. Vix closed at 13.02 May futures closed at 13.22 Put strike is 1.22 points or 10.1% below future price. VIXQN 2007-05-16 option expiration VIX MAY07 12 P -2 * $0.416736 * 100 =...

Janis Thank you! I agree with you! We are in a long term uptrend (since 2003, montly, weekly, daily), but markets are not 100% predictable nor 100% random and can surprise. That forces a trader into a re-action mode (which might be a "counter"-mode to other professions and learned...

Sundog Thank you for your analysis. I agree with you. Shortterm (last 3-4 days) the ES entered into a sideways market Entry when 1493 is crossed to the upside or 1486 is crossed to the downside. Possible exit system on a 1 week timeframe after entering long or short is to apply a...

Aapl is in an up-trend Trailing stop is currently at 93.0 Don't reverse at 93! The trend is too strong.

NDX is positive. Long since 1850 TS 1845 1845 is also reverse point TS will be then 1850

RUT is postive. See attached chart. We are in a sideways movement. Most likely the trend will continue.

Im doing at lot of things in parallel at the moment. My play on the VIX is that I have a short put position since some days. Its following: -2 Put 05/15 Strike 12 VIX future for May is currently at 13.65 Option traded last today at 0.40. Im in positive terrain since a couple of days...

04/23/07 +18.55% Im happy with todays results. Ive been watching the DAX to find out that the markets will enter into a sideways movement. I capitalized on that writing a straddle. Im far below my record high, since Ive made novice or newbie mistakes, but my average growth since starting...