Kudos to MMs

Sorry I will truncate that starting Monday.

 

02/10/2012 10:31:36 OFV = -1000.0722607094 Buy to Close SPX at 1340.18

 

SPX, 1341.15. FV, 1133.35. OFV, 1342.19. POFVF, 1247.41

 

Every day at 10:30 you get a negative value.

 

02/10/2012 10:43:58 OFV = 1342.40734355832 Buy to Open at 1341.13 Spread = 1.25
02/10/2012 10:46:00 OFV = 1341.04790941372 Sell to Close SPX at 1340.86 Spread = 1.25
02/10/2012 10:48:10 OFV = 1342.51161743144 Buy to Open at 1340.94 Spread = 1.25
02/10/2012 10:49:28 OFV = 1341.61766238694 Sell to Close SPX at 1341.31 Spread = 1.25

1.25 is looking like it is too tight. I should go from

VIX < 20 Spread = 2.50.
VIX > 20 < 25 Spread = 2.00.
VIX > 25 < 30 Spread = 1.50.
VIX > 30 Spread = Crossover

 

02/10/2012 12:08:29 OFV = 1344.25326840001 Buy to Open at 1342.68 Spread = 1.25
02/10/2012 13:00:20 OFV = -1000.26408996692 Sell to Close SPX at 1338.57
02/10/2012 13:32:43 OFV = 1339.03913000865 Sell to Open at 1340.41 Spread = 1.25
02/10/2012 16:00:07 OFV = 1341.17598676251 Buy to Close SPX at 1342.64

 

One that's consistent, the losses. Keep up the good work.

 

There is a serious parameter inversion on Friday. So far, PI is 100% accurate on predicting selloffs, even on mild cases of inversion. You will see tomorrow, that FV implodes, and the others follow. Initial target is 1300, but 1292 seems likely if 1300 is reached. The price action early on will continue to show pullback buying, until one late afternoon it gets blasted 15 handles in ten minutes. Then 1300 comes pronto.

I wish I could add to short position, but I am already overextended.

 

Buying with both fists here....thanks
wish i could add to the long position as i am already underextended

 

A lot of fisting going on here. This thread is serving little useful purpose.