Search results

PART TWO Date: 19900119 Price: 339.15 %Change: -3.14 %Change LOWEST: -3.75 %Change HIGHEST: 2.73 Date: 19900216 Price: 332.72 %Change: -1.90 %Change LOWEST: -4.77 %Change HIGHEST: -1.26 Date: 19900316 Price: 341.91 %Change: 2.76...

Here is the data back to '86 with the lowest and highest % moves from the previous month: PART ONE Expiration to expiration changes (at Close) for SP-500 Start 19860117 Price: 208.43 Date: 19860221 Price: 224.62 %Change: 7.77 %Change LOWEST: -2.37 %Change...

Hmmm after looking at the results again, it actually did pretty damn good considering the SP500 has gone nowhere. Chunky drop during the 9/11 period, but so did everything else. Props to oil_trader for posting this. :cool:

Here it is. It is essentially oil's code, just re-formatted: {$NO_AUTO_EXECUTE} var hExt, hExtSMA, ExtPane, SecrSMA: integer; var Bar, p: integer; SecrSMA := SMASeries(#Close, 10); //**NOTE** VIX--X is TC2000. Use ^VIX for most others hExt := GetExternalSeries( 'VIX--X'...

Interesting. Thanks for posting this. Not spectacular, but it does grind out some profits. (sorry about the formatting) Last Five Years Long + Short Long Only Short Only Buy & Hold Starting Capital $200,000.00 $200,000.00 $200,000.00 $200,000.00 Ending Capital $228,579.98...

Cramer called a bottom. :p

I think science has it about right. At least with the stuff I trade, you can consider that you have two systems - a backtest system, and the real system. Yeah they may have the same rules, but data errors and problems, bad/no fills and poor/no liquidity right at your buy/sell levels, goofy...

$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$ :D

Buy the dips, baby! *do I sound like Eqt now?* :D

IMHO IB is the best broker for the typical retail stock and electronic futures and options trader. If you work with homebrew automation or add-ins they are essential. Over 3 years and many thousands of trades I rarely have a problem, and have only needed CS once (and they responded quickly...

Not the case at all, and way off the mark if you are directing this at me. We are talking about two different things here. Not that some people can't believe in other's success. Hell, I believe Multi - he sure has the account, anyway. My "delusional" and "con man" comments were tongue and...

Well, you're either: delusional, or a con man, or just about the best damn trader around! :D I'll let others discuss your success, but for now... Good luck and good tradin'!!! :cool: C

I agree, it's only part of the picture. But it does illustrate how even the old quiet (lately) SPX can tear up and down month to month. It also doesn't show how bad it might have been between the months. People that try this strategy might want to go back and simulate how they would have...

To me it's all about the dollar risk/reward for THAT trade. Every trade. Every single time I put on any position. What is my MAX loss? That is what is on my mind. To me the max theoretical loss, IS my max loss - not the loss I will get IF I can get a hedge on fast. With options, anyway...

Here it is! For data miners and SPX traders, here are the Expiration-to-Expiration percentage changes for SP500 for the last 10 years. Note that if you were trying to stay out of trouble with your OTM spreads, you would be scrambling like crazy and subject to huge whipsaws during some of...

There certainly isn't a need for personal attacks here. This is an interesting journal. Let's let it continue. I too, don't like the strategy. Way back I posted the expiration-to-expiration moves of the SPX over the last few years. It's easy to see that, if you were somehow not able to...

http://www.buttontrader.com/index.asp

Way to kick ass, Multi!!! I still think it was too much risk, but hell, you got the MONEY! :D C

Good luck Multi. You certainly got balls! Go get 'em!!!! :cool: C

Ain't that the truth! :(