this is far from complete: But shows some trade data for SPY and
ES systems. Note for ES we are showing data for ETF's instead of
ES. There will be days where you see no trade if there happened to
be a holiday on that day. You can acutually play around with the
data a bit on your side by including and excluding systems. You can
play with the ETF's you use: for example instead of SPY and SH for
1st entries you could select SSO or UPRO mix and match, and you can
change dollar amounts for trades. At the very bottom is a table
showing some stats. Bug again it's not all complete and there could
be bugs. also any change you make on the page will change the URL
for you, won't affect others. Note the data only goes to early Jan,
does not include the last trades
there's a lot here, a lot of data to play around with. You can
even change the dollar amount you choose per trade to help and
model returns
I'm a big believer in these systems and have definitely
benefited from the SPY systems over the years. Thanks for putting
this table here for us to play with and plug numbers,
etc.
I am a conservative investor so I don't participate in the
options part (its a time thing in my mind)- just me, I know
statistics don't support my thinking there. I do use the
double, triple ETFs and use more than the suggested 10K. Its been a
nice way to add to performance.
Now I am intrigued by the ES system but don't have any idea
where to start to trade this. I think only certain brokers
offer? Is there any one area to go to to get educated on
this?
I trade the ES and SPY systems, both futures (trade ES) though
Tradestation and options through Think or Swim or even Tasty trade.
I did mention a spreadsheet I used to determine what value options
I use. I have a similar one for futures.
Warning on trading futures: The draw downs are harsh especially
when you have multiple positions.
I am certain there are a number of traders on this blog who
could share their experiences with you. I am always happy to share
more if you need. Good trading.
Just another comment.
This system is enough for making a great living. I
do not place any other trade ideas except when Matt gives longer
term weekly/monthly chart patterns such as the Uranium stocks back
in early 2021 and again the commodities in the beginning of this
year. My best results are with the options which are easier to
stomach when the big draw downs occur.
realize that we are not finished with that data, and also if you
go back far enough there's some weird data on some of those inverse
ETF's in the past. 2008 for example you can't model UPRO or SPXU
because they didn't exist. However some other issues show up as
well: SH the -1X ETF for example I see weird data from the DVDS
short trade from Dec 18th 2008 - Dec 31st 2008, see the image. The
SPY raises by 1.16% and therefore the SH should only have about a
-1.2% losing trade. However, something occurred there, maybe some
gap or adjustment to price - see the attached image: On TS there's
a big gap down from Dec 22nd to Dec 23rd from 173 to 151, that
makes the trade look like a bad losing trade when in reality that
did not happen. See the
Stockcharts.comSH to the right of
the image, you see no such gap. Stockcharts.com adjusts for splits
and dividends and other things, whereas TS does not. The point is
that SH long should have been about a -1.2% losing trade, however
the gap data makes it look like a 16% losing trade, when in reality
it was not. The point is, there could be more instances of that
kind of thing in the trade list.
The purest way might simply be to show the trades as long or
short SPY instead of these other ETF's, then one can make the
assumption that generally you will get 2 or 3X the move with the
leveraged ETF's.
Also - we are showing ETF data in place of the ES futures -
however again the problem is that's not showing the pure trade, and
there are holidays where ES trades occur but the cash market is
closed and so you have holes. I may also elect to show ES data
instead.
anyway realize this is a rough guide, it's not 100% yet
Over the years I’ve been a member you have had the best systems
that you have tested. Please make the ES system an official system.
We can use MES to manage drawdowns. These would be perfect
for me and my clients that I manage money for. Thanks
goap1207 - I am already sending out trades for both ES and SPY
systems. Did that on the last trades. thanks for the feedback
and following us all these years!
That said, I currently consult for a couple of professional
clients on the website. If you look at the signup page, there's a
professional membership price listed at $1000 per month. I
currently have my two other clients pay that professional
membership.
It sounds like you are a professional money manager using these
systems for your clients and that would fall under the professional
membership category.
these systems are listed here for individual traders, investors,
mom/pops, not for professionals to use at firms to manage clients
money.
SPY and ES systems trade history and statistics
Posted by matt on 4th of Mar 2022 at 04:49 pm
this is far from complete: But shows some trade data for SPY and ES systems. Note for ES we are showing data for ETF's instead of ES. There will be days where you see no trade if there happened to be a holiday on that day. You can acutually play around with the data a bit on your side by including and excluding systems. You can play with the ETF's you use: for example instead of SPY and SH for 1st entries you could select SSO or UPRO mix and match, and you can change dollar amounts for trades. At the very bottom is a table showing some stats. Bug again it's not all complete and there could be bugs. also any change you make on the page will change the URL for you, won't affect others. Note the data only goes to early Jan, does not include the last trades
there's a lot here, a lot of data to play around with. You can even change the dollar amount you choose per trade to help and model returns
CLICK HERE to view this
Thank you Matt, The SPY
Posted by bk1976 on 5th of Mar 2022 at 11:53 am
Thank you Matt, The SPY PRO is a great system. Thank you for that system and this tool which is great.
I'm a big believer in
Posted by cozz101 on 5th of Mar 2022 at 10:24 am
I'm a big believer in these systems and have definitely benefited from the SPY systems over the years. Thanks for putting this table here for us to play with and plug numbers, etc.
I am a conservative investor so I don't participate in the options part (its a time thing in my mind)- just me, I know statistics don't support my thinking there. I do use the double, triple ETFs and use more than the suggested 10K. Its been a nice way to add to performance.
Now I am intrigued by the ES system but don't have any idea where to start to trade this. I think only certain brokers offer? Is there any one area to go to to get educated on this?
I trade the ES and
Posted by mundy on 5th of Mar 2022 at 11:23 pm
I trade the ES and SPY systems, both futures (trade ES) though Tradestation and options through Think or Swim or even Tasty trade. I did mention a spreadsheet I used to determine what value options I use. I have a similar one for futures.
Warning on trading futures: The draw downs are harsh especially when you have multiple positions.
I am certain there are a number of traders on this blog who could share their experiences with you. I am always happy to share more if you need. Good trading.
Just another comment. This system
Posted by mundy on 5th of Mar 2022 at 11:31 pm
Just another comment. This system is enough for making a great living. I do not place any other trade ideas except when Matt gives longer term weekly/monthly chart patterns such as the Uranium stocks back in early 2021 and again the commodities in the beginning of this year. My best results are with the options which are easier to stomach when the big draw downs occur.
realize that we are not
Posted by matt on 6th of Mar 2022 at 11:44 am
realize that we are not finished with that data, and also if you go back far enough there's some weird data on some of those inverse ETF's in the past. 2008 for example you can't model UPRO or SPXU because they didn't exist. However some other issues show up as well: SH the -1X ETF for example I see weird data from the DVDS short trade from Dec 18th 2008 - Dec 31st 2008, see the image. The SPY raises by 1.16% and therefore the SH should only have about a -1.2% losing trade. However, something occurred there, maybe some gap or adjustment to price - see the attached image: On TS there's a big gap down from Dec 22nd to Dec 23rd from 173 to 151, that makes the trade look like a bad losing trade when in reality that did not happen. See the Stockcharts.comSH to the right of the image, you see no such gap. Stockcharts.com adjusts for splits and dividends and other things, whereas TS does not. The point is that SH long should have been about a -1.2% losing trade, however the gap data makes it look like a 16% losing trade, when in reality it was not. The point is, there could be more instances of that kind of thing in the trade list.
The purest way might simply be to show the trades as long or short SPY instead of these other ETF's, then one can make the assumption that generally you will get 2 or 3X the move with the leveraged ETF's.
Also - we are showing ETF data in place of the ES futures - however again the problem is that's not showing the pure trade, and there are holidays where ES trades occur but the cash market is closed and so you have holes. I may also elect to show ES data instead.
anyway realize this is a rough guide, it's not 100% yet
Over the years I’ve been
Posted by goap1207 on 6th of Mar 2022 at 01:08 pm
Over the years I’ve been a member you have had the best systems that you have tested. Please make the ES system an official system. We can use MES to manage drawdowns. These would be perfect for me and my clients that I manage money for. Thanks
goap1207 - I am already
Posted by matt on 6th of Mar 2022 at 11:17 pm
goap1207 - I am already sending out trades for both ES and SPY systems. Did that on the last trades. thanks for the feedback and following us all these years!
That said, I currently consult for a couple of professional clients on the website. If you look at the signup page, there's a professional membership price listed at $1000 per month. I currently have my two other clients pay that professional membership.
It sounds like you are a professional money manager using these systems for your clients and that would fall under the professional membership category.
these systems are listed here for individual traders, investors, mom/pops, not for professionals to use at firms to manage clients money.
thats awesome!
Posted by morton7 on 6th of Mar 2022 at 10:03 am
thats awesome!
Do you purchase deep in
Posted by steverobin on 6th of Mar 2022 at 07:56 am
Do you purchase deep in the money options like the SPY System trades? Spreads?
Looks great Matt. Can you
Posted by arun on 5th of Mar 2022 at 07:05 am
Looks great Matt. Can you put this link as a pinned post
This is fantastic Matt !!!!!!
Posted by rmoore100 on 4th of Mar 2022 at 05:20 pm
This is fantastic Matt !!!!!! Thanks !!!!!!!!!!!!!!!!!!!!!!