Hedging the S&P500

Discussion in 'Risk Management' started by ShameSalad, Aug 5, 2020.

  1. xandman

    xandman

    Gold failed as hedge back in March. Big Time. It may do so again.
     
    #21     Aug 5, 2020
    GregorySG9 likes this.
  2. Tradex

    Tradex

    Don't bother with put options, inverse ETFs or short positions in the futures market, just dump any stock that drops below its 200 day simple moving average (or even its 100), simple as that.

    This simple, almost stupid rule can prevent ANY stock market crash from damaging your portfolio. Plus you can always re-enter later, if the uptrend resumes.

    Put these moving averages on the chart and see for yourself...
     
    Last edited: Aug 5, 2020
    #22     Aug 5, 2020
    TooEffingOld and Captain Caveman like this.
  3. True, but pressure is building everyday. Companies increasing rapidly in market cap while many at record low profits. EPS is at its lowest since 2008. Shows that investor are looking for capital growth and dividend a distant second.
    All I'd say is keep an eye out. I cashed out of my etf a week ago, too soon it appears. I recently shorted it and down $1500 atm so double hit .Called it wrong so far. I'm waiting for some moderate pullback or market to get spooked to reduce losses
     
    #23     Aug 5, 2020
    Grantx likes this.
  4. taowave

    taowave

    I wonder if anyone has ever backdated this strategy:)


     
    #24     Aug 5, 2020
    ShameSalad likes this.
  5. this is a high tax sttategy depending on how long u hold the stock before selling?
    just short a similar companybin the same industry or a competitor. thats what i do. then lift that short when ur comfortabkle not being hedged. pretty simple n guess what it works
     
    #25     Aug 6, 2020
  6. Atikon

    Atikon

    Not if you hedge with spx options + spx is 10x the size of spy so your transaction cost come down by half
     
    #26     Aug 6, 2020
  7. I agree. But I still think it is a good hedge in normal bear markets.

    What would you suggest as an alternative to gold? Hedging only with options/fututres?
     
    #27     Aug 6, 2020
  8. cash , Treasury bonds

    can always buy a S&P inverse ETF to lock in a floor, Not leveraged ETF though
     
    #28     Aug 6, 2020
  9. Girija

    Girija

    No way there is simply no value in those rt now.
     
    #29     Aug 6, 2020
    ShameSalad likes this.
  10. Looking into some historical prices of the e-mini S&P500 futures contracts and did some quick hedging scenarios. It is a good way to hedge the downside, but the upside gets hit hard if the market goes up. I do like the option play a little better since the prices can grow exponentially which is the type of growth I would need for this hedge to make since.

    Or am I still missing something when hedging with futures?
     
    #30     Aug 10, 2020