Matt, when you say these option systems are up 50% with only 18%
capital being used; on an account of 100K would that have made 50K
for 2019? If so much capital is sitting on the sidelines would you
do anything else with that money or just have it available for the
system were the market to really tank like in 2008?
well you could trade that capital obviously. I'm just
being conservative trying to use a small amount of capital, also
it's up 55% for the year. However a lot of years are 100%, 2018 was
115%, 2016 was 110%, 2014 was 100%. And these are with a max
capitial utilization of about 35%. Clearly if you set aside
capital and used all of it those numbers would be 3X or 300%
annual. Anyway I have a lot of data to compile yet and will
probably take me another week. This year also isn't over yet and
assuming we have a handful more of trades left
that's a good point, leaving 65% of the capital always off the
table may be a bit conservative, so if one doubled the position
size so that the max invested would e 70%, then this year would be
up 110%, last year 230%, 220% for 2016 etc. Also when I say
35% invested max or 70% if you doubled that, that condition was
only for 1 week LOL it's not very long. That max condition is where
a bunch of sub systems overlap and quickly drops off because
systems start closing out. That max condition was where the Bear
Long was in 4 entries on both the ES and SPY systems, the CCI
system was in 2 entries, and the QE BTS was in 2 entries, so you
basically had 12 entries overlaping . This lasted from late 2018,
Dec 21st - Dec 26th only, so less that a week
however those of you wanting to do SPX options over SPY options
for the 60/40 tax benefit you won't be able to do that with less
than a 200K account. SPX options cost roughtly 9 - 10 times the
price over SPY. 2018 and 2016 trading one would have made
385K those eyars trading SPX options, but agai nit's not something
you can trade with 20K or 50K or 100K. As those options range
from $10,000 to 40,000 per option.
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Matt, when you say these
Systems and options data looking good
Posted by cozz101 on 3rd of Nov 2019 at 09:13 pm
Matt, when you say these option systems are up 50% with only 18% capital being used; on an account of 100K would that have made 50K for 2019? If so much capital is sitting on the sidelines would you do anything else with that money or just have it available for the system were the market to really tank like in 2008?
remember guys - use the
Posted by matt on 4th of Nov 2019 at 09:33 am
remember guys - use the search feature on the blog works well, just type in 15 min gap rule and you see tons of posts, here's the search link
https://breakpointtrades.com/blog/search/?search_terms=15+min+gap+rule&member_name=matt%2C&start_date=&end_date=
well you could trade that
Posted by matt on 3rd of Nov 2019 at 11:14 pm
well you could trade that capital obviously. I'm just being conservative trying to use a small amount of capital, also it's up 55% for the year. However a lot of years are 100%, 2018 was 115%, 2016 was 110%, 2014 was 100%. And these are with a max capitial utilization of about 35%. Clearly if you set aside capital and used all of it those numbers would be 3X or 300% annual. Anyway I have a lot of data to compile yet and will probably take me another week. This year also isn't over yet and assuming we have a handful more of trades left
Thanks Matt, this sounds exciting,
Posted by cozz101 on 4th of Nov 2019 at 08:58 am
Thanks Matt, this sounds exciting, looking forward to the final numbers!
that's a good point, leaving
Posted by matt on 4th of Nov 2019 at 09:25 am
that's a good point, leaving 65% of the capital always off the table may be a bit conservative, so if one doubled the position size so that the max invested would e 70%, then this year would be up 110%, last year 230%, 220% for 2016 etc. Also when I say 35% invested max or 70% if you doubled that, that condition was only for 1 week LOL it's not very long. That max condition is where a bunch of sub systems overlap and quickly drops off because systems start closing out. That max condition was where the Bear Long was in 4 entries on both the ES and SPY systems, the CCI system was in 2 entries, and the QE BTS was in 2 entries, so you basically had 12 entries overlaping . This lasted from late 2018, Dec 21st - Dec 26th only, so less that a week
however those of you wanting
Posted by matt on 4th of Nov 2019 at 09:51 am
however those of you wanting to do SPX options over SPY options for the 60/40 tax benefit you won't be able to do that with less than a 200K account. SPX options cost roughtly 9 - 10 times the price over SPY. 2018 and 2016 trading one would have made 385K those eyars trading SPX options, but agai nit's not something you can trade with 20K or 50K or 100K. As those options range from $10,000 to 40,000 per option.