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TLT -LOD. /ES near highs.

Posted by pep8261 on 3rd of Nov 2023 at 11:56 am

TLT -LOD. /ES near highs.

How about WULF? Are these

Posted by pep8261 on 2nd of Nov 2023 at 10:24 am

How about WULF? Are these BTC miners ever going to catch up?  MARA, RIOT, WULF all still in the gutter.

PF= Gross Profit/Gross Loss. A measurement of signal strength. 

BTC miners showing a hint

Posted by pep8261 on 14th of Sep 2023 at 11:29 am

BTC miners showing a hint of life here... MARA, RIOT

ES futures and options trade 23 hr/days and are more liquid. 

Got it - saw that after I posted- thank you! Exited on the close. Looks like you’re using a shorter ma for the shorts (MA3/4?). I really prefer systematic trading. Defined entry/exit and backtest-able results 

Is the Googl short through

Posted by pep8261 on 3rd of Aug 2023 at 01:10 pm

Is the Googl short through the volatility systems still short? Unofficially of course. 

Looks like the A’s were

TICK pivots levels on SPX cash

Posted by pep8261 on 18th of Jul 2023 at 09:44 pm

Looks like the A’s were right. 

what if.... they don't pause?

I'm obviously just a short who's venting.  

I primarily follow the mean-reversion systems.  Was a former on-floor options market maker so i'm used the getting positions rammed down my throat.  

But  in all seriousness, I've always found it difficult to trade when there is sub-system, multi-system conflict.  And believe it or not, it seems to happen a lot.  I thought we'd get a pullback to buy with the longer-term trend. Breakout system are  long but the volatility systems were getting short.  For me, that probably means buy straddles and gamma scalp rather than taking a directional bias.  Anyway ....

matt- can you post a

new STS stops for QQQ, NVDA, AMZN

Posted by pep8261 on 12th of Jun 2023 at 12:47 pm

matt- can you post a volatility system update?

It's like Groundhog Day -

Posted by pep8261 on 12th of Jun 2023 at 12:39 pm

It's like Groundhog Day - no volatility, no action; just a slow, methodical grind higher.  Where's arun? That guy is right- stocks go up. Period.

Selling VIX calls with IV

Sold more VIX calls at .75

Posted by pep8261 on 7th of Jun 2023 at 10:51 am

Selling VIX calls with IV percentile at 1 and VIX and VVIX near their lower bollinger bands?  Hmm... Wouldn't say there's great risk/reward there.

Unless you change the settings for the indicator as well as in the strategy, it will display the BB default 20,2. (I’ve run into that situation before- LOL!)

the BB settings on  the  lower window study may not match the settings coded in the above strategy.

Thanks jonesy - appreciate the take.

Posted by pep8261 on 5th of Jun 2023 at 01:44 pm

Thanks jonesy -

appreciate the take.

Would you happen to have

Posted by pep8261 on 5th of Jun 2023 at 12:38 pm

Would you happen to have any data on who usually ends up being right on this?  I know that in commodities it usually ends up being large commercials (and I tend to assume the same in ES), but with so many options/ hedging products out there I wonder if the relationship still holds.  I'm asking because I really don't know the answer and it seems like a pretty important one.

nice!

The implied volatility of SPX options is the lowest its been in years.  I wouldn't describe any sale right now as "easy income". Why did you go out farther in time? Likely because the premium for shorter term options simply wasn't there.  Not saying you won't be right. Just that option premium is "dirt cheap" compared to the last few YEARS.

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