Historical and Implied Volatility of the VIX are going up in tandem. The HV is bigger than the IV (see attached chart). Do you know a stock...
Range or breakout to the top? 10 days view...
In attached graphics you see the vola levels in a 1 year timeframe. I expect the vola to go sideways the next 10 - 15 days. VIX could stay...
Today I have surprising and disapointing news! The account has been blown up! 07/10/07 -97.6% THE MAIN LESSION I LEARNED IS THAT...
07/09/07 -22.5%
07/02/07 -10.7% NEVER FIGHT A TREND! In most cases even in a sideways market the trend will finally continue. More continuations than...
Directional systems Up S141 12/7; 4x1 3/4 Dn S2x1 3/3 The best for the short term is to go with the up move, but only until 4*0.5 = 2...
System 0.5 points 10 days S1x1 13/13 VIX can be used as trigger.
Possible systems for the 0.5 point grid and 3 month S1x1 20/42 S373 15/8 7x4 14/5
Different level of implied volatility since end of February from avg. ca. 11 to ca. 14 Weak systems on 1 point grid over one year S1x1 8/60...
I am back looking at the VIX Based on 4 years observation there are two systems (2 point grid) Up 1x1 4/25 Dn S121 3/25; 2x1 8/14 In...
Attached a graphics with 2 instead of 7 long calls.
To summarize Long term trend (4y) is up, but no position is on (waiting for a dip to 80). Mid term trend (1y) is up, but no position is on...
Two systems 5 point grid 4 years Up S121 Dn 1x1 (with x set to 2) System is expecting a sideway movement and will enter at 80 (limit) with...
Attached a 'static' capital intense approach. Buying mulitple 'lots' at fixed levels a) Dn 12x b) Dn 13x gains each 10*2 points. But...
For the 12 month 2 point scenario there are two systems Up S2x1 3/3 - buy breakouts Dn 121 6/8 - buy dips That's very interesting, because...
Two identical systems for IWM 1 point grid for 2 month Up S121; 2x1 Dn S121; 2x1 Actual signal is down 84 with target 82.
IWM Two systems on the .5 point grid (10 days) Up 231 Short up move at 1 (2*.5) points, sl 1.5 (3*.5)points, pt .5 (1*.5)points Dn...
Transactions 1 - 14) Total 342.70 (incl. commission) Positions IOWGE 2007-07-21 IWM JUL07 83 C -2 1.669251 100 -333.85 IOWGJ...
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