regarding the CCI trade, it has good stats with a 500 profit
factor, however in 2008 one trade did have 16% draw down,
other than that one trade, the average draw down is 1 - 3% on
average. I added this to the Sticky post, but here it is.
This report only opens in I.E. unfortunately.
here's that particular trade from 2008 from the CCI sub system
that had the big draw down, on the chart, looks just fine, all
three entries made money, however that was 2008 so normal moves
were just big, especially in the fall of that year Oct and that's
why the draw down on the first entry is that large even though the
trade looks just fine on the chart
regarding the CCI trade, it
SPY system comments, ES system, etc
Posted by matt on 6th of Aug 2019 at 03:36 pm
regarding the CCI trade, it has good stats with a 500 profit factor, however in 2008 one trade did have 16% draw down, other than that one trade, the average draw down is 1 - 3% on average. I added this to the Sticky post, but here it is. This report only opens in I.E. unfortunately.
Right click here to download the report
here's that particular trade from
Posted by matt on 6th of Aug 2019 at 03:59 pm
here's that particular trade from 2008 from the CCI sub system that had the big draw down, on the chart, looks just fine, all three entries made money, however that was 2008 so normal moves were just big, especially in the fall of that year Oct and that's why the draw down on the first entry is that large even though the trade looks just fine on the chart
so 10K SPY plus 1 option?
Posted by retirefire on 6th of Aug 2019 at 04:06 pm
so 10K SPY plus 1 option?
yeah. one can't split options
Posted by matt on 6th of Aug 2019 at 04:09 pm
yeah. one can't split options but could do whatever they wanted with the ETF, or both or one or none.
thanks, got the email
Posted by retirefire on 6th of Aug 2019 at 04:12 pm
thanks, got the email