Matt,  Is there a reason you trade SSO rather SPXL or UPRO?

    so I have combo like

    Posted by matt on 8th of Jan 2020 at 12:54 pm

    so I have combo like system that attempts to combine the reversion to mean systems with a trending system where one would stay long 50% SSO in bull markets, which will match the SPX returns and it does not degrade so can be held for long periods of time.

    For example the concept would be to be long 50% SSO in an account as long as the market remained in a bull market. So if the SPX made 20% one year, you would make roughly 20% in that account as well (19% to 21%) in reality while 50% of your capital remains in cash.  Then with the other 50% capital you take the high probability reversion to mean system trades. So at worst if there were no SPY system trades you match the SPX returns for that year, but in basically all situations you always beat the SPX annual returns because you will make money on the other 50% capital you trade vis the SPY system. 

    it's a concept called the Super SPY that I had some talks with a group perhaps making a mutual fund or ETF. 

    For financial advisors and most of that indicator everything is bench marked to the SPX.  Think about it.  Everyone asks advisers or when looking at funds, 'Okay you made X return last year, or the last 3 or 5 years, what did the SPX return?  Did you beat the SPX? Most funds out there do not.  So why fight it, why not create a vehicle that will always at least match the SPX with 50% SSO, but with the added reversion to mean trades will always beat it.   As far as the reversionto mean trades you take using your other 50% capital, I use a smaller number, only the best of best. Again even if you only had 5 - 10 trades in a year but they all made money - that adds to the return over the SPX, so what I've seen for example:

    SPX returns 20% one year, you make 40%, SPX returns 10%, you make 20%, etc. it's a very cool concept

    anyway that's the concept, something I've talked about before.  

    sounds interesting.   Which SPY

    Posted by shecar on 8th of Jan 2020 at 01:01 pm

    sounds interesting.   Which SPY system trades would you consider to be the "best of the best"?

    honestly most of  them, except

    Posted by matt on 8th of Jan 2020 at 01:06 pm

    honestly most of  them, except on Trend proably 2nd entries instead of 1st .  Otherwise almost everything: Breakout, Bull Exhaust, CCI, QE Longs, Trend 2nd entries, RSI Oversold, Bear Long.  No shorts

    cool, makes sense, thanks.

    Posted by shecar on 8th of Jan 2020 at 01:10 pm

    cool, makes sense, thanks.

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