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While the indexes have some 'personality' during 'normal operation' all want through one door if they sell off. Where is the diversification? Another point is how index futures compare to currency futures. I have added the EUR and the JPY futures to give a relation overview.

murray optioncoach I have attached a one week comparison. In a crash it makes no big difference what you have...

02/26/07 +16.2% 02/27/07 +5.9%

ER2 signals & tactics today.

Various Index futures compared: YM, ES, NQ, ER2, DAX, ESTX50 Interestingly YM, ES are moving faster than NQ, ER2 (see attached graphics).

Various Index futures compared: YM, ES, NQ, ER2, DAX, ESTX50 Interestingly YM, ES are moving faster than NQ, ER2 (see attached graphics).

Many trendlines have been broken... ... in addition to a big down gap this morning.

VIX up and running!

Up-Trend could be broken...

MTE ktm I agree with you. VIX (VBI) and futures/options are very loosely coupled. I a specific sense also RUT and ER2 or NDX and NQ-futures are also not identical in there movement. Generally; To backtest on the index give only gives a first impression about what would be possible...

JLB123 I think that if you have 'enough' time then go for lower deltas and "significantly higher" strike prices. If your backtesting justifies that - do it! Everything else is clever money management. I also think Austin is right - make a complete backtesting on puts as well to...

Today I took a closer look at the potential of the VIX. VIX presents volatility of SP-Options. The VIX itself is very volatile and has very nice long swings. I have attached a graphics which shows that on a 1 year basis. So even we have very low readings of the Indexes volatility the...

AAPL is long from 86. Trailing stop is at 88 already.

Signals on IWM on a .25% grid over 10 days Enter at .25%, exit with a .25% trailing stop (on grid), no profit target. Another tactics (hindsight) was to countertrend trade every .75%move with a .50% target and a stop at 1.0%.

Best tactics on this picture: INDU Enter if .5% are reached, trail .25% and take profit at 1.75% or Enter if .5% are reached, trail .5% and take profit at 1.75% -------------------------------------- SPX Enter if .5% are reached, trail .5% and take profit at 1.5%...

Attached graphics (see below)

Market Direction is UP for INDU, SPX, NDX and RUT Attached graphics shows a comparison of that indexes on a 0.25% grid and a 10 days timeframe.

My fist impression is that you apply a systematic approach. I agree with you that buying Calls is a good strategy if - general markets continue to point up longterm (as they actually do) - timing is correct (i.e. buying on dips etc.) - volatility estimate is correct (VIX is extremly low...

Volume of WFWL was only 3500 shares (liquidity issue). Price of HMSG only 0.0074 (commission/trading cost issue). What is your strategy? Do you have a trading plan? What about money management?

To see movements in charts? There is no reading necessary. BUT: To become a successful trader a lot of reading - as an ingredient of learning - is necessary. In addition with the WEB 2.0 also writing, producing content (pictures, videos, analyses), collaborating, etc. is important. There is...