someone asked me for excel files on SPY and ES systems. So
what I did was put together the longs and shorts on one trade for
SPY and one for ES so that there's two excel files only. OBVIOUSLY
this is not how we trade the systems, for example as you know on
SPY we don't have all the sub systems on one chart, but instead a
bunch of longs on one chart, all the shorts on one chart, and some
individual sub systems on their own charts like the CCI system,
etc. However that would have been too much work to have 6
excel files for SPY and 6 for ES, so I simply put all the trades on
one chart for each.
anyway here's files showing trade history, SPY back to 1995 and
ES around early 2000. Again these are simply for folks who
want to see some back history. eventually I'll put stuff like this
on the website. Over the holidays I'd like to work on fleshing out
that SPY section
The URL's below link to the Excel files, so they will download
for you or you need to right click and select download. They
are not webpages but download URl's for the Excel files
as of note SPY ETF goes ex dividend on Dec 20th for 1.52 per
share. One option with the SPY system probably exiting today
is to not exit the full position or only the options and keep some
or all of the SPY ETF with a stop. Then if the market experiences a
Christmas rally and you are still in the SPY position come Dec 20th
you receive that dividend
Posted by chapgolf on 12th of Dec 2019 at 03:47 pm
So using the 2 hour chart on SPY, place stop just under $312.81
for the etf. The daily would be down closer to $307.13.
That is if we want to keep our position.
I really thought about keeping 1/2 of the ETF position on the
website, however the table gets weird when I do 1/2 positions like
that as it doesn't match the options. whatever I gave you guys some
options 'pun intended' to consider on your own
no - sometimes that's possible, but many other times the trades
are on edge and signals that are confirming can be lost the last 10
seconds of the day if price spikes
trades can easily be taking after the close
ETFs trade until 8 pm EST, so you have 4 hrs after the close, so
that's no issue
options trade until 4:15 so you have 15 min after the close
SPY and ES sysetms exel files trade history
Posted by matt on 12th of Dec 2019 at 12:03 pm
someone asked me for excel files on SPY and ES systems. So what I did was put together the longs and shorts on one trade for SPY and one for ES so that there's two excel files only. OBVIOUSLY this is not how we trade the systems, for example as you know on SPY we don't have all the sub systems on one chart, but instead a bunch of longs on one chart, all the shorts on one chart, and some individual sub systems on their own charts like the CCI system, etc. However that would have been too much work to have 6 excel files for SPY and 6 for ES, so I simply put all the trades on one chart for each.
anyway here's files showing trade history, SPY back to 1995 and ES around early 2000. Again these are simply for folks who want to see some back history. eventually I'll put stuff like this on the website. Over the holidays I'd like to work on fleshing out that SPY section
The URL's below link to the Excel files, so they will download for you or you need to right click and select download. They are not webpages but download URl's for the Excel files
- SPY System Excel download link file
- ES Systems Excel File download link file
Excel files...Just had a chance
Posted by cozz101 on 16th of Dec 2019 at 04:43 pm
Excel files...Just had a chance to really look at this...amazing results and appreciate you sharing the data. Looking forward to trading both systems!
And this appears to be trading just one option...imagine the possibilities with the subsystems and being in more than one trade at a time.
as of note SPY ETF
Posted by matt on 12th of Dec 2019 at 03:38 pm
as of note SPY ETF goes ex dividend on Dec 20th for 1.52 per share. One option with the SPY system probably exiting today is to not exit the full position or only the options and keep some or all of the SPY ETF with a stop. Then if the market experiences a Christmas rally and you are still in the SPY position come Dec 20th you receive that dividend
So using the 2 hour
Posted by chapgolf on 12th of Dec 2019 at 03:47 pm
So using the 2 hour chart on SPY, place stop just under $312.81 for the etf. The daily would be down closer to $307.13. That is if we want to keep our position.
I was looking at the
Posted by matt on 12th of Dec 2019 at 03:50 pm
I was looking at the 60 min, 315.33 is the intra day higher low
or 312.8 - 313 area
Posted by matt on 12th of Dec 2019 at 03:51 pm
or 312.8 - 313 area if you wanted more room
I really thought about keeping
Posted by matt on 12th of Dec 2019 at 03:56 pm
I really thought about keeping 1/2 of the ETF position on the website, however the table gets weird when I do 1/2 positions like that as it doesn't match the options. whatever I gave you guys some options 'pun intended' to consider on your own
Great Trade Matt! Thanks for
Posted by craigm on 12th of Dec 2019 at 04:03 pm
Great Trade Matt! Thanks for the early Christmas present ;-)
Matt, great trade. Can you
Posted by hclaud_99 on 12th of Dec 2019 at 04:23 pm
Matt, great trade. Can you please send the confirmation email 10 mins before market close so that the position can be closed? Thanks.
no - sometimes that's possible,
Posted by matt on 12th of Dec 2019 at 04:31 pm
no - sometimes that's possible, but many other times the trades are on edge and signals that are confirming can be lost the last 10 seconds of the day if price spikes
trades can easily be taking after the close
ETFs trade until 8 pm EST, so you have 4 hrs after the close, so that's no issue
options trade until 4:15 so you have 15 min after the close
Posted by matt on 12th of Dec 2019 at 04:48 pm
Oh Man you didn't.
Posted by retirefire on 12th of Dec 2019 at 04:24 pm
Oh Man you didn't.
I see, thank you.
Posted by chapgolf on 12th of Dec 2019 at 03:51 pm
I see, thank you.
one option I could do
Posted by matt on 12th of Dec 2019 at 03:47 pm
one option I could do is close out the option and 1/2 the ETF and keep a stop on the remainder of the ETF at 315.25
Amazing! Now lets keep it
Posted by ssaffer on 12th of Dec 2019 at 12:50 pm
Amazing! Now lets keep it between the group. Do not want the Quants to catch onto you guys.
Awesome Matt!! Wow. Quick question.
Posted by goap1207 on 12th of Dec 2019 at 12:11 pm
Awesome Matt!! Wow. Quick question. How many ES contracts are being traded in this example? I apologize if it states it somewhere already. Thanks
you can see it in
Posted by matt on 12th of Dec 2019 at 12:26 pm
you can see it in the trade list on the Excel File when you open it: 1 contract for each entry only
Amazing! Thanks Matt!
Posted by goap1207 on 12th of Dec 2019 at 12:31 pm
Amazing! Thanks Matt!