Spot traded 3600. I can't tell my broker to put the stop "just below" as they ask for a number.
So how did you magically avoid being stopped out? Define, "median level" Please tell me your name is Hosea.
The part where you're not full of shit, perhaps? oic, you're trading the fwd? Some KO? Lookback option? Spot traded through 3601. What is this...
This was stopped.
You were stopped on the first long... Which you failed to mention.
My apologies. You're really verbose so it took a while to find the post.
Then why did you make use of a performance metric only to delete the post? Was it because your example proved to be unprofitable?
Give us a hint.
ES -10 pts tomorrow. Currently -1.75.
What fx derivatives do you trade?
1942 cash tomorrow.
When they expire worthless along with the 40s?
30 x 35.
Thrice.
Yeah, stress it. BSM, CRR, Bjerksund-Stensland, etc. Sum the thetas is a spreadsheet and keep it under 1/100.
Separate names with a comma.