did your trading strategy account for the black swan?

Discussion in 'Trading' started by vincentnyc, Mar 21, 2020.

did your trading strategy account for the black swan?

  1. Yes

    10 vote(s)
    76.9%
  2. No

    3 vote(s)
    23.1%
  1. Now that we established that the covid 19 is the black swan. I want to hear from some of the elite traders here and how this black swan affected their trading strategy if they traded the us equities and future these past months. did you accounted the black swan into your trading strategy? if not, are you regretting it now?

    did you lost alot of money or made alot of money or same amount of money so far from your trading because this black swan?
     
    cornerstone likes this.
  2. I think it depends on your holding period / strategy. If you're just trading, especially day-trading, the volatility makes for incredible opportunities and major profits if you're on the right side. You have to pick you spots but I tend to trade high volatility markets better. And even if you view this as a black swan, the market started weakening before the big part of the correction so it wasn't like it came out of nowhere -- in fact, it was somewhat similar to 1929 and 1987. It wasn't as if the market dropped straight down from the peak -- it showed some cracks first.
     
    trader99 and nooby_mcnoob like this.
  3. Pekelo

    Pekelo

    What black swan?

    No, what we established the downturn was a grey rhino, brought to you by the incompetence of Donnie and an overheated market. Oh, but you say nobody could see it coming? Well, then how come I predicted the top with an error margin of 3 days and 9 SPX points?

    Hell, those insider trading Senators obviously saw the writing on the wall when they went to cash. So don't tell me this was a black swan, because those are unpredictable...
     
    trader99, FriskyCat and stochastix like this.
  4. I was well prepared for the event. My dissertation involves developing hedges for profit during economic uncertainty. My hedge kicked in twice during the previous six weeks, and my portfolio is up 207% for the year.

    Now I'm completely in cash, as I await the market to settle a bit before I commence the hedge along with my income trades. It has been an amazing year in the markets.
     
    Pekelo likes this.
  5. trust me bro....you are not the only one who saw it coming. my trading account was 100% cash before the crash this past months because i move from swing trading to my day trading strategy. my 401k was 80% cash before the crash.
     
    Last edited: Mar 21, 2020
    trader99 and FriskyCat like this.
  6. Sekiyo

    Sekiyo

    Most traders are either fragile or robust.
    To be fragile is to be only hurt by fortune.
    Robustness is to be neither hurt nor thriving.
    Antifragile is to thrive under volatility and luck.

    Depends how you take profits and losses.
    But I believe that most do cut into the middle.
    They protect both their downside and their upside.

    A black swan is neutral per se.
    Depends on which side of the trade you are.

    You can’t predict them.
    You can only let them work for you.
    On the rare occasions they do actually happen.

    You either try to eliminate luck from your system,
    or you try to let it works for you in a good way.
     
    Last edited: Mar 21, 2020
    trader99 likes this.
  7. Sekiyo

    Sekiyo

    Thanksgiving is a black swan for the turkey but not the butcher.

    Anyone being surprised by a tail event experience a black swan.
     
    formikatrading likes this.
  8. Pekelo

    Pekelo

    I do. So we didn't establish that this was a black swan. :)
     
  9. Current market is more of a GRAY swan.
    Market was ready to be clobbered.
    It *needed* a catalyst.
    The China flu gives it the "reason" for the smack-down.
     
  10. southall

    southall

    Its a black swan. No one was predicting a global pandemic on January the 1st this year. At least not on ET.

    That fact that a black swan event powerful enough to take down that old bull market happening this year was predictable, I just didnt know what kind of black swan it would be.

    There were some threads on ET around January the 1st. Bulls were highly confident that nothing could stop the bull market.

    I was going to post a big picture of a black swan on those threads, but really not much point in doing that unless I could say what the black swan might be.

    There are so many different types of rare events, that they happen often enough that you can be sure if you wait long enough another one will eventually happen. There will be another one sometime between 5 and 15 years from now.
     
    Last edited: Mar 22, 2020
    #10     Mar 22, 2020