SPY and ES systems

    Posted by matt on 1st of Aug 2022 at 05:18 pm

    The hi mid lo did take that 1st entry on ES. SPY did not. I will however refresh ES again after 6 pm when it reopens because sometimes the exchange can modify a data point

    here's the trade list for ES and what's open

    FYI that new ES hi

    Posted by matt on 1st of Aug 2022 at 10:51 pm

    FYI that new ES hi mid low short is already looking to cover

    ES futures down 22

    Thanks for the heads up.

    Posted by DigiNomad on 1st of Aug 2022 at 11:16 pm

    Thanks for the heads up. Just took some SPX short call spreads off the board (the ones I had allocated to this system trade). 

    Can I ask what options

    Posted by matt on 2nd of Aug 2022 at 02:07 am

    Can I ask what options and strike prices you did for those short call spreads? Thanks

    Matt, I probably would have

    Posted by DigiNomad on 2nd of Aug 2022 at 09:26 am

    Matt, I probably would have picked different strikes and expiration if I knew it was going to be such a short trade, but I still managed to pull about 9% ROC out of it.

    The short strike is 16 delta, which is a little bit more than 1 standard deviation....so it's just outside the expected move for the time period in question (45 days, in this case).

    Hello, concerning the hi mid

    Posted by sim2009 on 1st of Aug 2022 at 07:03 pm

    Hello, concerning the hi mid lo 1st entry on ES - is it confirmed after refreshing ES again as planned?  I need to leave home and would like to know if I can enter the trade. Thanks.

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