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  1. J

    Fully automated futures trading

    I enjoy reading how almost callously you regard your losses lol.
  2. J

    [2015] Futures P&L

    It's obvious you're busy with the legal stuff but what other reasons do you think contribute to the recent drawdown?
  3. J

    Leather jacketed,nike air wearing day trader blamed for flashcrash

    I feel like the only thing that is unbelievable is that the SEC/CFTC literally have no bigger fish to fry. It'd be fantastic if another Madoff were uncovered during the course of prosecuting Navinder, to show (yet again) that the regulators truly have no idea what they're doing.
  4. J

    Leather jacketed,nike air wearing day trader blamed for flashcrash

    I feel like ET may have already ingested, digested, and regurgitated this on a different thread already. Just saying'...
  5. J

    Trading ES, reverse trade based stops

    At best, buy and hold over the period netted 30 points.
  6. J

    Trading ES, reverse trade based stops

    110 or so points in 5 weeks on 70 round turns. On what is a pretty simple strategy (though there may be more to it that romik isn't leading onto).
  7. J

    UK trader arrested for May 2010 U.S. Stock market flash crash

    This case is such complete and utter horseshit. 5 years after the "flash crash," and this is the guy they're holding up as its poster boy? lol, really, this is THE BEST the SEC and CFTC can do? They're going to crucify this kid for no other reason than to pat themselves on the back, and show...
  8. J

    [2015] Futures P&L

    Did you scale back to 1 lots?
  9. J

    [2015] Futures P&L

    Oof.
  10. J

    Trading ES, reverse trade based stops

    So tight!
  11. J

    Trading ES, reverse trade based stops

    Nobody except for parabolic Lucies
  12. J

    [2015] Futures P&L

    This week was a net win, you heard it here first..
  13. J

    Trading ES, reverse trade based stops

    In any testing I've done, trailing stops end up being a "scratch" over the long run. Fantastic job holding this short, bravo!
  14. J

    [2015] Futures P&L

    Interesting analysis, thanks for sharing.
  15. J

    [2015] Futures P&L

    Also, what if nothing is wrong, and these are just the ebb and flows of your strategy? If you're executing well, maybe the volatility in your equity curve is just the price you pay?
  16. J

    [2015] Futures P&L

    Always this week, then
  17. J

    [2015] Futures P&L

    Always next week...
  18. J

    [2015] Futures P&L

    Did you crank out another win?
  19. J

    Trading ES, reverse trade based stops

    Let's fast forward a bit to 1000 round turns completed, with an average profit of 1.5 points/round turn. Is it at THIS point that one could say this strategy has an edge? And if so, why?
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