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.
Newsletter
Subscribe to our email list for regular free market updates
as well as a chance to get coupons!
realize that we are not
SPY and ES systems trade history and statistics
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.