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A couple of things. LTR??? RTR??? L2R, R2L! These are the paths across the channel. A traverse has a starting point which begins at the "R"ight trend line. For any new channel, Pt1 is the first reference point for the formation of a channel. From Pt1 there is a traverse "2" the "L"eft trend line...

Last one for today... Thru 76... Kind Regards, MAK!

Somehow, I have managed to confuse and/or articulate exactly what it is that I'm pointing out. Apologies for not laying out the entire details of my train of thought... Kind Regards, MAK!

Two ways to lock in... 1) Exit on the LTL 2) Reverse on the LTL Also the reverse is before BO. Before a BO, there is an FTT, S, R, or LTL. Grob can clarify if I this is incomplete. There are also medium details/sequences of these zones... Thru 73... I've got to T-out... Conference...

I was on the YM... YM PRV specifically... Also, I had been comparing the Red peaks all thru the channel and they were decreasing. The last retrace was not as strong. There was a confluence of several things. On the 5M we were at the most profitable right side of the market (ie. the LTL...

THru 58... MAK!

Thru 46... A quick pt3... MAK!

Thru bar 41... Pt3 is next on the 5M... Still lunch time volume zone. Lateral/Long/Pennant unfolding... MAK!

The difference here is nearly a 9 month spread lock (ie. open and hold through until maturity)... Let the MM and arbs do their intraday thing... Of course money can be made here. If not, the spread would just sit flat through the entire horizon and not converge to zero. Whether or not the profit...

Thru bar 33... YM Stalling... MAK!

Here's a chart for the current contract... I wish I could do it for the previous contract but this chart app is limited. It is certain that it will converge to zero by the Dec rollover. The above guys do the following intraday and is quantified at the following. http://www.indexarb.com/. I guess...

Savant... I have followed your posts closely in many places. They are high quality stuff. DOS??? So COOL! How about a PDP-8! They still use these bloody PDP-8 and it's OS in Penn Station here in NYC! Largely I post to really press in some hardcore thinking. As is evident by what you see, the sea...

Thru bar 26... SOP MAK!

I don't know if that's good or bad... LOL! Since maturity only occurs 4 times a year. Presumably there's some compexity with regards to names dropping in & out, divisor adjustments etc... Just kind of ran the thought course on the two since it is a certainy that Futures and the Index converge at...

I am absolutely new to the idea of pairs trading in any sense. If the objective is spread tightening, would it make sense to just pair something like the YM and the actual underlying stocks since their spreads absolutely converge at the YM contract's maturity??? This is in fact a curiosity...

Thru bar 20... MAK!

NICE! MAK!

Thru bar 03... Excav8r... You the man. Thx. RITA folks our prayers are with you. MAK!

Additional context here. The above is with respect to the intial entry and reverse points. In the broader context of channels, the RTL is the ever present right side of the market. Each fractal zoom has a right side of the market. Because we are at the level of channels, the "R"TL is our "Right"...

FWIW cont... DAILY... I have yet to adjust the channel container of the current traverse. Volatility today increased the traverse channel. You can go back several posts in this thread and see what was adjusted since the first posting. My admittedly biased orientation is showing here...