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When did you last take a class on stats? Maybe your professor was not good. Moreover, stats is to rule things out, not to rule things in. In other words, stats is to disprove/reject theories not to confirm them. It could also lead one to find truths, but it does not find truths.

The issue is not the edge. Other things: people freeze, their greed gets them, they fear kicks them out, ... The list is long, but one get the idea.

If you have other screen names in here, writing styles, typos, and particularly some ways to explain technical words could be a give away. Is the profit factor on this one 95:1?

You made one mistake already -- "empty book". "Books" is an example of expressions that traders and gamblers use, but that engineers use to refer something else such actual books.

You have good intentions, which is good. The global warming is just a theory. Those who support it benefit from it (research dollars). As I mentioned above, even if it were to exist, tax payers take the bill for any tax and research dollars, and the problem cannot be fixed even if it were to...

Are earnings negative?

SPY at 180.65. Model: cover the remainder. +0.30. RR +1.50.

SPY at 180.84. Model: take profit on half, with plan to put it back if SPY gets to 181.35 today. Drawdown 0.04. Reward +0.21. RR +(0.21/.04) ~ 5

SPY 181.05. Model signal: add 1/16. Total 1/4.

SPY at 180.95. Model xx signal: take longs off. 1/16 size on short side.

You cannot control something that does not exist (global warming). Price for carbon makes sense for better air quality ,not for global warming. Corporations will put the tax in the price of the goods and services, and pass the bill to the customer. End result: public will pay the bill...

You are asked to leave this thread, to never return, and to put me on ignore. Moderators: please remove his posts and the posts of others who disturb this thread.

I understood and knew what you meant. That is why I gave you the example of the mean. I also knew that is what some readers would understand, but it is flawed understanding. You do not seem to have understood yet. If someone wants that I give another example, let me know.

The long side is essentially no alpha playing. The alpha is played when he turns to the short side, so what matter are the stats of the short trades. The mean of short trades, their variance, win/loss ratio, profit/loss factor, and the drawdown would help assess it.

You answered the purpose of my question. Thanks.

What about tomorrow's possible morning gap? How would you handle it? When do you enter and exit market?

Do you trade for yourself or you manage OPM? Did you notice the rise in VIX but less selling in market? The vix premium sellers seem to be hedging with xiv futures. This could explain premium buying with less selling in stock market. If there is a gap tomorrow, which side would it be on...

SPY at 178.89 (earlier, in AH 178.87). Model signal to close. +0.11. RR=13/25 ~ 0.5.

Thanks! :)

SPY @ 179. A model that estimates sellers and buyers says that market is sitting at around mid point with 0.33 up and 0.37 down for where buyers and sellers would be according to model. A test for this model is to journal a short of 1/8 size.