This actually pertains to the KISS stuff as well, I'm finally
starting the tedious process of building a spreadsheet for the data
with my rules. The concept is that you always at least want to
guarantee the SPY or SPX annual returns. SSO does not degrade like
many 3X ETF's, so by simply keeping 50% capital in SSO, that will
mimic the SPX/SPY returns - give or take 1 or 2% points. If SPY is
up 25% one year you'll be up 23 or 26% with the 50% SSO position.
Using the other 50% capital buy SPY system trades, up to 2 entries
only, 25% and 25%. So you'll always return the SPX annual %
but the SPY system trades will add to your annual total. So
what you may find is that if SPY was up 25% one year, you would be
up 35% with the SPY trades, etc but theoretically you should always
beat the SPX
anyway now, clearly just holding 50% SSO all the time, through
the crashes is not optimal, who wants to hold it through say that
Feb/Mar 2020 time, or fall 2018, fall 2011 etc. So I am using the
KISS system to give a stop management to that, but I'm using a
wider implementation so that it doesn't get stopped out as much,
but at least keeps you out of the 20 and 30% corrections.
anyway will be a long time to build this out, tedious getting
the data and stuff, I have to account for dividends on on both the
SSO held position and the SPY trades etc
working on my super spy concept
Posted by matt on 9th of Dec 2021 at 02:34 pm
This actually pertains to the KISS stuff as well, I'm finally starting the tedious process of building a spreadsheet for the data with my rules. The concept is that you always at least want to guarantee the SPY or SPX annual returns. SSO does not degrade like many 3X ETF's, so by simply keeping 50% capital in SSO, that will mimic the SPX/SPY returns - give or take 1 or 2% points. If SPY is up 25% one year you'll be up 23 or 26% with the 50% SSO position. Using the other 50% capital buy SPY system trades, up to 2 entries only, 25% and 25%. So you'll always return the SPX annual % but the SPY system trades will add to your annual total. So what you may find is that if SPY was up 25% one year, you would be up 35% with the SPY trades, etc but theoretically you should always beat the SPX
anyway now, clearly just holding 50% SSO all the time, through the crashes is not optimal, who wants to hold it through say that Feb/Mar 2020 time, or fall 2018, fall 2011 etc. So I am using the KISS system to give a stop management to that, but I'm using a wider implementation so that it doesn't get stopped out as much, but at least keeps you out of the 20 and 30% corrections.
anyway will be a long time to build this out, tedious getting the data and stuff, I have to account for dividends on on both the SSO held position and the SPY trades etc
LOVE this idea, so HURRY
Posted by Trendie on 9th of Dec 2021 at 04:29 pm
LOVE this idea, so HURRY UP, Matt! LOL