I want to give you details to yesterday's trade: VIX JUN07 13 P (100) 2007-05-07, 10:08:45 CBOE -2 contracts $1.0500 * 200 $210.00 premium...
Expected a sideways intraday movement with a slight up bias today. 05/07/07 +21.0% Risk was high. I have had a good feeling since I saw my...
Sold 2 puts today with strike 13 June 1.05
With 8 days to go the put 12 in May is still good. I did sell too early. See attached spreadsheet. I will go for the put with the strike 13...
If a strategy worked for me a long time and suddenly there is a big drawdown something is eventually going wrong. I experienced that in my...
money77man When thinking of risk in terms of pure volatility you should only take one side wing of the distribution. High vola can work in your...
ES is Up. ES and YM are different. 1 point YM equals 10 points of ES? What is your opinion?
YM is Up. I used a 30 minute bar chart to analyse (see attached graphics).
RUT is up. See attached ERTM07 future analysis.
Nasdaq future is UP
FDAX trending UP. On the upside there is even an excelleration. Based on 80 points swing trading the current stop is at 7490.
04/24/07 -83.35 05/04/07 -32.00 Profit 51.25 Margin 500 %Profit is 10.25% from 04/24 - 05/04 (10 calendar days)
Bought the 2 puts back on friday. VIX MAY07 12 P (100) 2007-05-04, 13:50:19 CBOE 1 0.1500 -15.00 -1.00 VIX MAY07 12 P (100) 2007-05-04,...
Possible system for the EN future If move exceeds 8 points short it with profit target of 8 points (trailing up on grid). If move exceeds 10...
tyrant You are right. I am curve fitting, because of using historical data. On the other hand the systems are so simple and universal that...
Possible system for RT System was developed on recent past data (2 - 3 days) and will only work in current market conditions (hindsight). More...
Possible system for the EN is EN1_2 S2x2 Stop in at 2 units no proft target (x) set stop loss at 2 units trail stop on grid Always apply...
Intraday trend ES is up as well. Attached is a system which goes with the waves using 2 unit stops. 1 unit in that case is 0.5 ES point. 1...
Short term direction for YM is up. Attached there is a system I call YM5_2 8x5 YM future 5 point grid 2 min wave lenght to measure and...
+23.24 (0.18%)
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