Posted by timebandit on 15th of Mar 2026 at 08:40 am
The BPT systems are way smarter than I ever will be. In the
past, when I’ve tried to cherry pick them, I will miss a big move.
They are best applied with unemotional discipline. Full stop.
It uses the VIX to determine entries and exits, Buying the
S&P
on the close of a day when the VIX exceeds 35 and exiting on the
close of a day the VIX goes below 20.
It has been profitable 22 of 23 times since 1990, but riding the
trade out can be very tough, with double-digit drawdowns sometimes.
Hard to argue with >95% success. though.
And many of the BPT mean reversion systems have an even better
track record. This system might be a lot better if it incorporated
the BPT multi-entry approach. Anyway, stats below
The BPT systems are way
Posted by timebandit on 15th of Mar 2026 at 08:40 am
The BPT systems are way smarter than I ever will be. In the past, when I’ve tried to cherry pick them, I will miss a big move. They are best applied with unemotional discipline. Full stop.
Someone posted an interesting system on X yesterday: https://x.com/waynewhaley1136/status/2032901219614863754?s=46
It uses the VIX to determine entries and exits, Buying the S&P on the close of a day when the VIX exceeds 35 and exiting on the close of a day the VIX goes below 20.
It has been profitable 22 of 23 times since 1990, but riding the trade out can be very tough, with double-digit drawdowns sometimes. Hard to argue with >95% success. though.
And many of the BPT mean reversion systems have an even better track record. This system might be a lot better if it incorporated the BPT multi-entry approach. Anyway, stats below
is there a way we
Posted by quartermaster on 15th of Mar 2026 at 11:10 am
is there a way we can just copy trade the systems ?