Fantastic STS Tables, Matt!  It

    Posted by eberhard on 25th of Nov 2022 at 10:55 am

    Fantastic STS Tables, Matt!  It is so interesting to see how wide you must maintain stops on leveraged ETFs;   I've not seen this quantified before.  

    On the indexes it's anywhere

    Posted by matt on 25th of Nov 2022 at 10:58 am

    On the indexes it's anywhere from a couple percent to 7%. Most of the time I'd say from the high it averages about 5%, and from the high to triggering is usually less than that. As an example , in February 2020 I think the STS triggered only about 3% off the highs, so you only gave up 3%, but the index fell 30%. some cases price gets really stretched away from it and that could also be used as sort of a reversion to mean, what I mean is if you would see that I stock is 20% away from its STS, you know that it can't stay that far and needs to revert back closer to the mean and is vulnerable to a short-term pullback

    Matt Would SPXS as a

    Posted by rbreese on 25th of Nov 2022 at 11:12 am

    Matt Would SPXS as a possible short vehicle for ES work too?  Thanks  Robert 

    again any related ETF: SPY,

    Posted by matt on 25th of Nov 2022 at 11:17 am

    again any related ETF: SPY, SH, SSO, SDS, UPRO, SPXU, SPXS etc

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