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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Thanks Matt, this sounds exciting,
Systems and options data looking good
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.