Kudos to MMs

SPX, 1234.63. FV, 1127.23. OFV, 1310.92. POFVF, 1170.23.

I feel like I am walking on a high wire between OFV and POFVF. So far the market has been relatively near my entry price, but soon that will probably change.
 
Quote from nitro:

SPX, 1234.63. FV, 1127.23. OFV, 1310.92. POFVF, 1170.23.

I feel like I am walking on a high wire between OFV and POFVF. So far the market has been relatively near my entry price, but soon that will probably change.
More...

On 12/6, POFVF was 1330, now its 1170. Now just exactly what is "Predictive" or "Optimistic" about these random numbers?
 
Quote from arbs-r-us:

On 12/6, POFVF was 1330, now its 1170. Now just exactly what is "Predictive" or "Optimistic" about these random numbers?
More...
Wish I had the spare time to collect a months worth of these numbers and throw them all on a graph (with SPX) to see what the whole thing looks like.

I too am having trouble seeing any predictive value here, even if POFVF was able to forecast OFV a week out (which doesn't seem likely with the gyrations you've pointed out) I'm not sure how that is useful that is considering OFV has not demonstrated any tradable info as far as I can tell.
 
what would you like for xmas nitro, you've made my year.

used to know guys like this at the track, if they liked the horse, it was a SURE loser. you can't buy genius like that for any price. it just comes natural.

Denin.gif
 
SPX, 1213.95. FV, 1100.03. OFV, 1234.6. POFVF, 1110.03.

Market has been keying off POFVF instead of OFV. Not sure why, but not surprised by it either.

At this point, it would take luck to break even on the open trades.
 
SPX, 1219.86. FV, 1112.16. OFV, 1222.02. POFVF, 1115.66.

Sold 2 out of 2 units at SPX 1225 to close long when OFV dropped below SPX. In addition, Short 1 unit SPX 1225 on the same numbers.

<table border="1">
<tr>
<th>Date</th>
<th>Action</th>
<th>Price</th>
<th>Units</th>
<th>PnL</th>
</tr>
<tr>
<td>Dec 8, 2011</td>
<td>Buy to Open SPX</td>
<td>1244.37</td>
<td>2</td>
<td>Closed</td>
</tr>
<td>Dec 15, 2011</td>
<td>Sell to Close SPX</td>
<td>1225.19</td>
<td>2</td>
<td>-19.18/unit = -38.36</td>
</tr>
<td>Dec 15, 2011</td>
<td>Sell Short to Open SPX</td>
<td>1225.19</td>
<td>1</td>
<td>Open</td>
</tr>
</tr>
</table>
 
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