Kudos to MMs
- Thread starter nitro
- Start date
nitro, I believe there may be something quite remarkable about your intellect specifically in the areas of math/physics. What you are sorely lacking is market skills. You should be hooked up with someone that can feel the market and use your NFV/ANFV/VNAFV as a tool rather than the sole basis of the trading decisions.
You know when the top will be? When you cover.
Code:
- Date - Action Quant Price Posn Basis Realized G/L
10/15/10 Short -1 1181.04 -7 1157.52
10/15/10 Cover +1 1167.78 -6 1157.52 (10.26)
10/15/10 Short -1 1174.42 -7 1159.94
Total (60.60)
SPX 1184.82 Unrealized Gain/Loss (174.18)
Daytrades
- Date - Open Trade Close Gain/Loss
10/13/10 1175.8 Short 1178.11 (2.31)
10/14/10 1170.7 Long 1173.84 3.14
10/15/10 1181.04 Short 1167.78 13.26
10/15/10 1175.55 Short 1176.2 (0.65)
10/18/10 1176.19 Short 1184.81 (8.62)
Total 4.82I have been working on estimating NFV and ANFV pre-US-market. I have left 50 handles on the table because I have not been able to extend theory there.
As of tonight, I will be publishing EANFV, for extrapolated ANFV. This will allow me to make trades outside of RTHs on ANFV that should be accurate enough to keep edge. They will be futures based, so ANFV trades will still be closed EOD, and then new trades will be opened with futures and tagged EANFV. We'll see.
As of tonight, I will be publishing EANFV, for extrapolated ANFV. This will allow me to make trades outside of RTHs on ANFV that should be accurate enough to keep edge. They will be futures based, so ANFV trades will still be closed EOD, and then new trades will be opened with futures and tagged EANFV. We'll see.
NFV 1098.28 : ANFV 1147.53. SPX 1169.58.
Edge is still >70 in NFV, so cannot take profit even with SPX -15.
I am somewhat annoyed, I had EANFV (see post directly above) done last night, and almost took a futures trade against it with ES -4.50. Oh well.
I have to take the system daytrade here (ANFV edge > 7), even though it is so far apart it is likely to get in trouble. S SPX 1169.50, ANFV.
Edge is still >70 in NFV, so cannot take profit even with SPX -15.
I am somewhat annoyed, I had EANFV (see post directly above) done last night, and almost took a futures trade against it with ES -4.50. Oh well.
I have to take the system daytrade here (ANFV edge > 7), even though it is so far apart it is likely to get in trouble. S SPX 1169.50, ANFV.
Even with NFV standing still [hard to believe in a cratering market], we need to reach ~1155 for me to take a NFV chain profit, and 1146!! to take a ANFV daytrade profit.
1155 is easy, 1146, well, a little much to ask for in one day. A close below 1142 SPX is short-term catastrophic for bulls.
1155 is easy, 1146, well, a little much to ask for in one day. A close below 1142 SPX is short-term catastrophic for bulls.