Daytrading options

Discussion in 'Options' started by earth_imperator, Apr 2, 2023.

  1. hilmy83

    hilmy83

    Took spx daily closes since 1990: 5000 days

    upload_2023-4-6_16-51-24.png

    2609 days > 0%
    2337 days < 0%
    54 days = 0%

    Positive days summed 2046.59%
    Negative days summed 1901.87%
    diff= 144.72%

    Again this supports the idea that if you miss those few days of investing, you will lose majority of your gains, or even possible to be in negative territory due to fees/taxes.

    upload_2023-4-6_16-59-13.png


    To make money trading you need to not only guess right direction for your trading timeframe, but also the entry and stop loss (each its own probability), on a CONSISTENT basis.

    It's stuff like this that makes me think trading is all flair and bullshit lol
     
    #41     Apr 6, 2023
    Zwaen likes this.
  2. Can you explain or show an example of how to roll an Iron Condor leg(s) when prices move close to the strike price(s)?
     
    #42     Apr 10, 2023
  3. It may be a toss up but when you are selling options there is the premium which tilts the odds in your favor. Take a look at this guy's backtesting of SPX option trades. 50/50 + premium:

    https://www.incomeoptionstrading.com/blog/0-dte-spx-iron-condor-returns
     
    #43     Apr 10, 2023
  4. I don't trade your ticker(s) nor your constructs, so I can't help. Maybe someone else can.
     
    #44     Apr 11, 2023
  5. Zwaen

    Zwaen


    To complement, if you mis the worst 25 days, this will have the same impact, but inverted-verified this. Next, from simple heuristics, the chance of missing a 'good' day equals (somewhat) the chance missing a 'bad day', and both are extremely low (25/5000 or 0.005%) with random picks.

    data: spy 1993-today
    redline: miss best 25 days
    blue line: all days
    green line: miss worst 25 days

    upload_2023-4-11_23-26-42.png

    Same, log-scale:
    (first 1200 daily r are same, that's why you see only green line)
    log1.jpg
     
    Last edited: Apr 11, 2023
    #45     Apr 11, 2023
  6. Yep you said you wanted to flatten the pyramid and that's what i gave you.
     
    #46     Apr 12, 2023