Can you beat BTC by trading ES futures, and add proof.

Discussion in 'Crypto Assets' started by virtusa, Apr 24, 2021.

  1. #21     Apr 27, 2021
    johnarb likes this.
  2. Sprout

    Sprout

    Not a fair comparison.

    Assuming transferable skills, if you traded in a venue that offered high-leverage (2x-125x) you would out-perform your ES earnings due to BTC’s greater volatility.
     
    #22     Apr 29, 2021
    johnarb likes this.
  3. newwurldmn

    newwurldmn

    From 2012 to now Bitcoin is up between 100x - 200x.

    your account trading ES is up over that with the ES realizing about 80bps/day?
     
    #23     Apr 29, 2021
  4. virtusa

    virtusa

    bps in ES futures??? ROFLMAO.
    In futures ES you have ticks and points.
    As you don't even understand how trading the ES works, it is useless to explain to you how it works.
    The money I invested in daytrading went far beyond 200 times the initial investment for the period 2012-2021. You need consistency, frequency and leverage for that, not eartshaking profits per trade.
     
    #24     Apr 29, 2021
  5. virtusa

    virtusa

    eartHshaking :D
     
    #25     Apr 29, 2021
  6. newwurldmn

    newwurldmn

    How are you qualifying capital invested?

    there are very few on this site who would think I don’t know how the ES or how trading works.

    you think 25 points in 2012 with the Spx at 1500 is the same as 25 points today with the spx at 4200?
     
    #26     Apr 29, 2021
  7. virtusa

    virtusa

    ES at 1500 or 4200 is irrelevant for that. Each point is $50. Today but also in 2012. Only difference betwen 2012 and now is that the moves in points are now much bigger, but margins are too.

    Margins are different as notional value changes, but profit per point is not.

    At 1500 a 1% rise (15 points) equals $750; at 4200 a 1% rise (42 points) equals $2100.

    About capital invested: If I would have invested in 2012 a certain amount in trading the ES and the same amount in trading BTC, I would have had much lower returns, with much bigger drawdowns( up to 80% a few times) trading BTC.
    My drawdown in the ES is less than 20%, so 4 times smaller. And recovery time is between a few hours and 2 days.

    Can you explain me what bps has to do with ES futures? That shows clearly that you don't know how the ES works, no matter what most people on this site think.
     
    #27     Apr 29, 2021
  8. newwurldmn

    newwurldmn

    bps matters because you are quoting percentage returns. 100x or 200x is a percent return. You scaled your position up because the notional went up. If you are earning the same number of points your are earning fewer basis points. But my point originally about the bps was to show the lower volatility of the spx which means to earn 200x you would have to capture 100 days of the average spx daily volatility perfectly right out of 250 every year and compound those gains. And have no losing trades.

    How do you determine your denominator (capital invested) as a day trader?
     
    #28     Apr 29, 2021
  9. virtusa

    virtusa

    The way it works for me is very simple:
    • I invest $xxx in an account to trade ES futures.
    • I also invest $xxx in an account to trade BTC.
    I watch how much money there is in both accounts in 2021 and see that the amount in the ES account is much bigger than the amount in the BTC acccount. That's clear and hard proof, and the only thing that matters. In both accounts the starting capital was the same and each account could maximize the specific advantages of that account to make money.
    ES has advantages from compounding, leverage, small margins and high frequency of trading. ES demands however more screen hours and size is limited (so no endless compounding).
    BTC has the advantage that market can go crazy and explode. But it can also implode, or needs years to recover from a drawdown (happened twice). During these recovery periods the ES continues to make money every day.


    The notional of BTC went up too. So no difference.

    I daytrade the ES, so several trades each day. Your point is only valid if I would trade only one time a day. Because of leverage I don't need to take average spx daily volatility perfectly as at (for example) leverage 10 I need only 10% of it instead of 100%. Leverage facilitates to get the needed daily returns. It is however working against you in a losing trade at the same speed. All depends of your daytrading skills.

    Volatility is just one aspect, there is also margins, leverage, compounding, frequency...
    To calculate the profits in ES you need to know:
    • margin used
    • account size
    • maximum position you take
    • expectancy
    • compounding used or not
    As you don't have that information you cannot calculate in any way what the returns of ES futures would be.
     
    Last edited: Apr 30, 2021
    #29     Apr 30, 2021
  10. virtusa

    virtusa

    Fair does not count.
    Reality is what counts. ES has more possibilities to increase the returns than BTC, that's reality.
    My account only cares about reality.
    With IF's you cannot make money, but you can beat in your imagination any other product. You can even be a billionaire on no time. Just depends of how big your imagination is.
     
    #30     Apr 30, 2021