Long-scalping equity options against time decay and market drift

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I was hoping for some more volatility, but it seems the mkt has forgotten what it is :))
My cat is getting bored :)

upload_2023-7-19_14-29-9.png



It's fine, as we still grab decay, but some corrections would help make more $$$ :), as you can see from the payoff chart below)

upload_2023-7-19_14-11-32.png


ES FUT 202309 CME 50 E-mini S&P 500 [ESU3, 497222760, mult: 50]

Current situation (654K profit, 2MM init cap, 533.95 days elapsed, max DD < 5%, funds currently used: 41%):

upload_2023-7-19_14-12-59.png


Current options payoff scenario:

upload_2023-7-19_14-14-6.png


If you are also a bit bored with your trading algorithms, follow my other discussion about building up a new social medium, here on ET (chit-chat forum) :)

https://www.elitetrader.com/et/thre...m-your-suggestions.375032/page-4#post-5836800
 
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ES has recovered a bit, but it still seems to be headed down:

upload_2023-8-7_23-29-45.png


ES FUT 202309 CME 50 E-mini S&P 500 [ESU3, 497222760, mult: 50]

PNL is currently around 652K, and the bot has loaded up a bit, reaching 53% of fund usage:

upload_2023-8-7_23-31-6.png



Current payoff scenario:

upload_2023-8-7_23-32-1.png


on the right "tail" we have currently 378.4K and the peak of the "mountain" before the "abyss" is 1.1M.

(Recall that this payoff scenario is not static but obviously is "slides" with the underlying price)
 
The market is going down. We are protected obviously by long legs as you can see from the previous posts in the payoff char (blue lines).

Here is an example of scalping (2 months) on long-leg layer (price 160+):

upload_2023-8-18_20-50-7.png
 
fullautotrading said:
The market is going down. We are protected obviously by long legs as you can see from the previous posts in the payoff char (blue lines).

Here is an example of scalping (2 months) on long-leg layer (price 160+):

View attachment 321157
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You're risking 9:1. You have no answer for a crash scenario other than to disappear like you did last time and bc it's sim. What's your PhD in? Keno?
 
fullautotrading said:
ES has recovered a bit, but it still seems to be headed down:

View attachment 320441

ES FUT 202309 CME 50 E-mini S&P 500 [ESU3, 497222760, mult: 50]

PNL is currently around 652K, and the bot has loaded up a bit, reaching 53% of fund usage:

View attachment 320442


Current payoff scenario:

View attachment 320443

on the right "tail" we have currently 378.4K and the peak of the "mountain" before the "abyss" is 1.1M.

(Recall that this payoff scenario is not static but obviously is "slides" with the underlying price)
More...


Your terminal payoffs are absurd. WTF does that prove if we drop 10% next week? You'd be down $300K at 60 vol-line. minimum.

See that tail? That's actually bad.

You have no fcking edge.



upload_2023-8-18_12-20-23.png
 
destriero said:
Your terminal payoffs are absurd. WTF does that prove if we drop 10% next week? You'd be down $300K at 60 vol-line. minimum.

See that tail? That's actually bad.

You have no fcking edge.


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So. Do you insist on your expressions of retardation?

Do you understand the word "dynamic" payoff? A programmatically changing scenario, depending on the underlying?

Of course, you don't. Because you do not even have the slightest idea what programming is and you reason in terms of idiotic "fixed" bets.

Look, I am tired of giving free information and consulting to an arrogant and ignorant retard like you.

Go study and learn programming before attempting to talk to me. Maybe in 30+ years, you will get it.

I do not care if you think I have no edge. Continue to think so if it makes you feel better.

As I said, you are less important than a fart to me. Really.

I care only about the investors who are with me and their results.
 
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