Kudos to MMs

could we see a chart how they behaved relative to SPX in 2011 or since whatever date you have the data?

 

I wish. These are all new ideas based on multiple equlibria. You would enjoy the realtime version of OFV. Very similar to the old model in performance.

 

You are out nearly 100 handles on your sales from 1130 and... what were the other sell points? How much in the hole now? Any comments?

 

Current positions:

10-05-11 03:34 PM S SPX 1140.65
10-07-11 08:31 AM Added S equivalent of SPX pre-market 1172
10-12-11 03:02 PM Short third unit 1220 SPX

Assuming equal size positions the current basis is 1177.55, so its about 40 handles underwater (SPX 1219 right now)

 

your range on this 200 spx points , I am sorry this makes no sense. I hate being critical but your detractors are right here, who would fund this?

 

Here is my fair value...
http://www.bollingerbands.com/

 

standard settings on a daily chart?

 

whoze nuttier, the nut or those that indulge the nut

 

or the person who keeps posting in the nut's thread saying "look at me!"

 

OFV has moved to 1230 ish, that is not surprising as that is its job to lead SPX.

Nothing surprising (outside of being surprised by the 1220 print) about any of this. At this point, would not be surprised to see it go a bit higher even, 1230 ish, but would not be surprised by 1220 being a brick wall either.

If short, have to deal with this heavy buying for perhaps another few days next week (in the absence of very bad news.)