Here is a strategy that beats the S&P

punisher said:
not here to punish anybody, though I must say that seeing some of your posts, well I'd say that perhaps you're in the wrong forum trying to hone on those poetry skills.

back to the topic at hand, anytime I see "beat the market", that's good for a bloomberg articles or hedge fund bull$hit for the masses.

there is a lot of money that can be extracted from the markets, but as trader to trader (me the aspiring one, you the "pro") please explain it to me, what point or value is there in comparing trading results on one time frame to some benchmark based on the other (longer that is) time frame?

or to put it simply, what part of "the market can not be beaten" you don't understand?
More...

The market can't be beaten ...
I see nothing than a generality ...
When trading is about peculiarity ...
I don't understand the value it has ...

Comparing a strategy from it's underlying ?
It's based on the same time frame, daily.
I've a derivative that beats its parent.
Buy & Hold otherwise, or trash it.
No need to suffer for worse ...
Get it ? Well it's flawed.

Since past performance,
Isn't indicative of future ones.
And I am not a "Pro". See my threads.
Not profitable. However we're all learning,
Due to whatever change in the basic conditions.
Buzzwords attract people. Which in turn attract criticism.
That's the good point about them. It brings feedbacks.

But yeah ... One doesn't have to beat anything.
Just to build a derivative that satisfies one's preferences.
But what if the derivative is less pleasant than the underlying ?
That's why I compare. To see if there is value in the effort.
I wouldn't buy and hold. Because it does not satisfy me.
So I try to turn the underlying into something better.
Analyze the derivative, the underlying & compare.
 
punisher said:
Re: Here is a strategy that beats the S&P

I guess that you haven't figured it out yet that...
You can't beat the market as the market can not be beaten?
More...

To Be or Not to Be, That is the Question. I don't think we try to beat the market, I think beating ourselves is best we can hope to gain. One of the hardest things to do is Trading your Trading Plan without making any changes. Once you can do this, you on your way to being profitable providing your Trading Plan is well backtested and forward tested. I often think the better traders are those who don't have high IQ's but can follow their plan. You want to be smart enough to design a profitable Trading Plan and thereafter have the brain size of a snail and just follow the Plan.
 
Handle123 said:
To Be or Not to Be, That is the Question. I don't think we try to beat the market, I think beating ourselves is best we can hope to gain. One of the hardest things to do is Trading your Trading Plan without making any changes. Once you can do this, you on your way to being profitable providing your Trading Plan is well backtested and forward tested. I often think the better traders are those who don't have high IQ's but can follow their plan. You want to be smart enough to design a profitable Trading Plan and thereafter have the brain size of a snail and just follow the Plan.
More...

I've got 110 IQ.
Not smart enough. Not dumb enough.
So I guess I can just dream about being normal ?!
Or I can try to lose neurons ... Or push 'Em a little more.
Well ... I think that 10K hours of screen time could arrange that.
 
punisher said:
not here to punish anybody, though I must say that seeing some of your posts, well I'd say that perhaps you're in the wrong forum trying to hone on those poetry skills.

back to the topic at hand, anytime I see "beat the market", that's good for a bloomberg articles or hedge fund bull$hit for the masses.

there is a lot of money that can be extracted from the markets, but as trader to trader (me the aspiring one, you the "pro") please explain it to me, what point or value is there in comparing trading results on one time frame to some benchmark based on the other (longer that is) time frame?

or to put it simply, what part of "the market can not be beaten" you don't understand?
More...

Very simply: If all we can hope for is some index return, just buy a derivative of that index.

This is disregarding true bear markets..
 
Actually, to plot a strategy against its underlying.
Help you to see how it performs under what conditions.
 
K-Pia said:
I've got 110 IQ.
Not smart enough. Not dumb enough.
So I guess I can just dream about being normal ?!
Or I can try to lose neurons ... Or push 'Em a little more.
Well ... I think that 10K hours of screen time could arrange that.
More...

IQ means naught..is but a thought
the sense is best..when common test
we all do talk..but few do walk
the road that be..towards profitability

a thousand times..been said in rhymes
things never change..as most so strange
a few do know..why is this so
to make it see..go read History!

the question beat..why things repeat
and answer lie..in front of eye
the eye is but..for the input
and brain you see..is really Key

so when you look..forget the book
learn how to see..what will be will be
and know for sure..one thing is pure
a virtue be..patience YOU SEE!

J_S
 
J_S did show..one tick below
two zero three nine..straight yellow line
fact now is long..maybe nice song
but am aware..can still be bear

if go below..where J_S show
then time to bail..to stop the wail
for why the heck..risk break my neck
if reverse tick..tis easy click!

the prob might be..too tight you see
must risk a few..to be like Jew
for Jew well know..to make it so
one must endure..ignore the lure

there is no need..to take much heed
of what most say..same everyday:rolleyes:
the fact it be..must trade you see
as time will show..what Jew do know:thumbsup:

J_S

Screen Shot 05-15-16 at 09.23 PM.PNG
 
Here is another one.
90% of the time, the ES goes Open +0.5 and Open -0.5 !!!!
That's a crazy risk free strategy. It gives a point per day.

Kiddin'
Facts are true,
But it ain't profitable AT ALL
Please do not reproduce it at home.
 
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