5min/1h TrendFollowing on ESTX50, SMI, & GBL

Discussion in 'Journals' started by KS96, Aug 23, 2006.

  1. KS96

    KS96

    So you think 6:1 is too much. What's typical among successful hedgefunds? Eurostoxx50 isn't that volatile, it's crawling most of the times, so 6:1 "feels" ok to me. (On the other hand, even 1 contract on GBL "feels" like too much risk).

    Anyway, admittedly I don't seem to have a rock-solid money management. I rather work with a few rules-of-thumb, which work OK for me so far.
     
    #971     Nov 6, 2006
  2. KS96

    KS96

    ESTX50 added 2nd long @ 4023
    Also holding 1 from 4002
     
    #972     Nov 6, 2006
  3. Vince1

    Vince1

    I know 6:1 is too much for me. A 0.50% adverse move in ESTX50 will cause a 3.00% drop in equity. That's just 20 ticks.

    Of course it works both ways. However, leveraged directional funds with high returns invariably exhibit high downside volatility. See Schindler Trading (before April 2005) and Matador Fund.

    Did you read the Monroe Trout interview in the first Market Wizards book? I found his approach to risk management simple and elegant - and conservative, hence the low downside volatility of Trout Trading++
     
    #973     Nov 6, 2006
  4. KS96

    KS96

    [USD.CAD stopped out 50k @ 1.1314, +18 pips, +90 CAD.
    Still holding 50k long from 1.1254]
     
    #974     Nov 6, 2006
  5. KS96

    KS96

    ESTX50 out 1 @ 39, +37 pts.
    Still holding 1 long from 23.
     
    #975     Nov 6, 2006

  6. nice call!!

    great trade KS
     
    #976     Nov 6, 2006
  7. KS96

    KS96

    thanks! the pleasure was all mine :D

    ESTX50 out @ 50, +27 pts.

    No positions in stock indices.
     
    #977     Nov 6, 2006
  8. KS96

    KS96

    ESTX50 short 1 @ 50
    (countertrend)
     
    #978     Nov 6, 2006
  9. KS96

    KS96

    ESTX50 covered @ 51, -1 pt.
     
    #979     Nov 6, 2006
  10. KS96

    KS96

    ESTX50 re-entered 1 short @ 51
     
    #980     Nov 6, 2006