Kudos to MMs

02/06/2012 14:01:11 OFV = 1342.33772621421 Sell SPX at 1342.54
02/06/2012 14:02:26 OFV = 1342.76155191515 Buy SPX at 1342.68
02/06/2012 14:05:26 OFV = 1343.14391295623 Sell SPX at 1343.36
02/06/2012 14:06:02 OFV = 1344.17778451291 Buy SPX at 1343.34
02/06/2012 14:59:28 OFV = 1344.06784785755 Sell SPX at 1344.25

 

SPX, 1337.41. FV, 1159.46, OFV, 1338.11. POFVF, 1353.63

 

First trade of day (crossover)

02/07/2012 08:54:47 OFV = 1338.11353834243 Buy SPX at 1337.41

Yesterday was the lowest volume day in ten years at the CME.

 

Another day that looks ominous for (tight) crossover systems:

02/07/2012 08:55:23 OFV = 1337.54812221248 Sell SPX at 1337.86
02/07/2012 08:56:34 OFV = 1338.2075778409 Buy SPX at 1338.04
02/07/2012 08:58:23 OFV = 1337.89047034776 Sell SPX at 1337.92
02/07/2012 08:58:59 OFV = 1337.92047974037 Buy SPX at 1337.44
02/07/2012 09:00:48 OFV = 1337.86887702654 Sell SPX at 1338.67

 

02/07/2012 09:02:37 OFV = 1338.67080842946 Buy SPX at 1338.05
02/07/2012 09:03:49 OFV = 1337.67297667351 Sell SPX at 1338.08
02/07/2012 09:04:25 OFV = 1338.5178020537 Buy SPX at 1338.26
02/07/2012 09:08:39 OFV = 1336.78655782262 Sell SPX at 1337.16
02/07/2012 09:09:16 OFV = 1337.56218963022 Buy SPX at 1337.29
02/07/2012 09:12:15 OFV = 1337.63289095312 Sell SPX at 1337.82
02/07/2012 09:18:52 OFV = 1339.6728482426 Buy SPX at 1339.45
02/07/2012 09:24:53 OFV = 1339.31619584196 Sell SPX at 1339.7
02/07/2012 09:27:17 OFV = 1340.57538092936 Buy SPX at 1340.12
02/07/2012 09:27:53 OFV = 1340.25259566187 Sell SPX at 1340.26
02/07/2012 09:29:05 OFV = 1340.73248254348 Buy SPX at 1340.2

 

This wins 5-stars for the most retarded tradelog I HAVE EVER SEEN.

 

02/07/2012 11:00:11 OFV = -1000.08524309142 Sell SPX at 1345.82
02/07/2012 11:00:47 OFV = 1346.72658897155 Buy at 1345.89

The negative OFV number is not a bug. It means something to me.

 

OMG I keep thinking your hold on reality couldn't possibly get worse then you one up yourself with an even crazier theory.

So let me see, your "Optimistic Fair Value" of the SPX is negative 1000. Looney tune time for Nitro. So what's your trade ? You sell SPX. 36 seconds later you buy SPX at a higher price.

 

02/07/2012 11:05:40 OFV = 1346.27817532141 Sell SPX at 1346.41
02/07/2012 11:06:16 OFV = 1346.38669798102 Buy SPX at 1346.35
02/07/2012 11:11:41 OFV = 1345.72879885074 Sell SPX at 1346.13
02/07/2012 11:18:21 OFV = 1346.86238531553 Buy SPX at 1346.72
02/07/2012 11:20:09 OFV = 1346.60494523482 Sell SPX at 1346.62
02/07/2012 11:20:45 OFV = 1346.86169204579 Buy SPX at 1346.63
02/07/2012 11:51:43 OFV = 1346.30844386852 Sell SPX at 1346.35
02/07/2012 11:52:19 OFV = 1347.15722996348 Buy SPX at 1346.46
02/07/2012 11:57:46 OFV = 1346.49771044201 Sell SPX at 1346.77
02/07/2012 12:00:12 OFV = 1347.70091461478 Buy SPX at 1347.09
02/07/2012 12:02:39 OFV = 1347.05052415414 Sell SPX at 1347.36
02/07/2012 12:03:15 OFV = 1347.36048223793 Buy SPX at 1347.05
02/07/2012 12:05:04 OFV = 1347.34822407962 Sell SPX at 1347.36
02/07/2012 12:05:40 OFV = 1347.4858786301 Buy SPX at 1347.35
02/07/2012 12:07:28 OFV = 1347.869907147 Sell SPX at 1347.93
02/07/2012 12:08:40 OFV = 1348.06834616131 Buy SPX at 1347.85
02/07/2012 12:11:41 OFV = 1347.35040110625 Sell SPX at 1347.83
02/07/2012 12:12:17 OFV = 1348.0555638963 Buy SPX at 1347.75
02/07/2012 12:15:19 OFV = 1347.36156179244 Sell SPX at 1347.42
02/07/2012 12:15:55 OFV = 1347.75630042179 Buy SPX at 1347.37
02/07/2012 12:16:31 OFV = 1347.1420628087 Sell SPX at 1347.3
02/07/2012 12:17:07 OFV = 1347.70379907836 Buy SPX at 1347.31
02/07/2012 12:18:59 OFV = 1347.26476752789 Sell SPX at 1347.37
02/07/2012 12:19:38 OFV = 1347.39408349888 Buy SPX at 1347.33
02/07/2012 12:26:51 OFV = 1345.21635161272 Sell SPX at 1346.06
02/07/2012 12:29:56 OFV = 1346.6478125872 Buy SPX at 1346.58
02/07/2012 12:32:20 OFV = 1346.27562108266 Sell SPX at 1346.28
02/07/2012 12:32:56 OFV = 1346.41433006615 Buy SPX at 1346.23
02/07/2012 12:34:08 OFV = 1345.96456212014 Sell SPX at 1346.12
02/07/2012 12:34:44 OFV = 1346.18541651802 Buy SPX at 1346.09
02/07/2012 12:35:20 OFV = 1345.70792042135 Sell SPX at 1346.12
02/07/2012 12:35:56 OFV = 1345.98793020736 Buy SPX at 1345.92
02/07/2012 12:36:33 OFV = 1345.83195240933 Sell SPX at 1346
02/07/2012 12:41:24 OFV = 1347.07938540214 Buy SPX at 1346.71
02/07/2012 12:42:37 OFV = 1345.75748271433 Sell SPX at 1346.44
02/07/2012 12:43:12 OFV = 1346.52330756886 Buy SPX at 1346.36
02/07/2012 12:44:24 OFV = 1345.77702398592 Sell SPX at 1346.53
02/07/2012 12:54:38 OFV = 1347.2712787587 Buy SPX at 1347.24
02/07/2012 12:55:14 OFV = 1346.36172660283 Sell SPX at 1347.64
02/07/2012 12:58:24 OFV = 1347.45980858784 Buy SPX at 1347.27
02/07/2012 12:59:00 OFV = 1347.07170953421 Sell SPX at 1347.2
02/07/2012 13:00:12 OFV = -1001.25379033604 Buy SPX at 1347.47
02/07/2012 13:00:48 OFV = 1348.28122535312 Buy at 1347.46
02/07/2012 13:14:00 OFV = 1347.21009466053 Sell SPX at 1347.3
02/07/2012 13:14:36 OFV = 1347.48715974918 Buy SPX at 1347.16
02/07/2012 13:15:48 OFV = 1346.97399500385 Sell SPX at 1347.15
02/07/2012 13:16:24 OFV = 1347.31235157223 Buy SPX at 1347.14
02/07/2012 13:18:13 OFV = 1346.95604522876 Sell SPX at 1347.05

 

Wow...you are doing this for a full year to punish yourself?