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"Plentysome" is not a word, so there is nothing to translate.

Because people take certain satisfaction in reaffirming that they are not the only ones who are incompetent.

Does it mean you are still holding these? 10-05-11 03:34 PM S SPX 1140.65 10-07-11 08:31 AM Added S equivalent of SPX pre-market 1172 10-12-11 03:02 PM Short third unit 1220 SPX Looks like you are 217 points in the glowing red zone. That's about 10 times of my max tolerance.

Haven't you been around long enough to know that the market does not move intuitively?

Let me guess, FV is 1426.7258. Plus or minus 30 points.

Ok, whatever that means. Here is what you said: Standing bids at 1172, and 1142. L SPY 121.01 I guess you were stopped out of those?

I thought you were already long at 1200, 1172, and 1142. Looks to me like you are about 95 total points down. What is your pain threshold? It all sounds to me like masochistic martingale.

Let's say you have a model which predicts a specific day when Jesus comes down to Earth. The day comes, and Jesus is not here. Quite undisturbed, you say, "Jesus is probably wrong".

I tested your theory as proposed. I'll be happy to validate any others for you.

I put together the corresponding strategy: -- buy when a) price is at the support and b) volatility is low -- sell when a) price is at the resistance or b) volatility is high I ran this through the optimization engine using Oct 2010 to Aug 2011 as my test period, on the ES data. I found no...

Certainly. I manage an open source project and that's what I am going to use for this test: http://code.google.com/p/jbooktrader/ In terms of R/S, I use exchange limit order book balance, instead of price.

It looks to me that your rules A and B can be consolidated into a single one: buy pullbacks from a trend up when volatility is subsiding. I am going to backtest this theory and report here.

Ok, just wanted to make sure that you realize that your current return on margin for these positions is about -90%.

Were you not already long from something like 1200 and 1190? Are these positions still open?

I'd note that there is a much simpler way to come up with the same 3:1 odds: current SPX: 1195 target1: 1220 target2: 1120 The distance to target1 is about 3 times shorter than the distance to target2. Using a simple Brownian motion model (a.k.a Einstein's model), the odds of reaching...

Please explain how you calculate the odds.

1120 seems a very reasonable target, as well.

Here is the crime map of the area in the 2 mile radius around this property. 428 crimes in the last 45 days. Quite amazing! Vandalism, assault, robbery, and motor vehicle theft appear to be most common. Luckily, there is a river in that 2 mi radius. Otherwise, the crime rate would be about...

Hmm. Zillow says it was worth $1M in 2004.

The formula is very simple, as it uses only three terms: probability of winning, probability of losing, and the net odds. Middle school math should be enough to calculate the result: f = (b*p - q) / b = (1*0.55 - 0.45) / 1 = 0.1 = 10% For in-depth discussion, you may be interested in this...