Kudos to MMs

While nitro plays snakes and ladders with his simulator (mostly snakes),a classic rock song is playing in the background.

"this is a song of desperation"

Led Zeppelin (stairway to heaven)

There's a madman who's sure,
all that glitters is gold,
And he's buying a decimal to heaven,
And when he gets there he knows,
if the market is closed,
with a word he can get more....fair value
ooh ooh,
And he's buying a decimal to heaven....

 

02/27/2012 08:56:51 OFV = 1360.29 Buy to Open at 1357.21 Spread = 3

 

02/27/2012 09:06:29 OFV = 1359.45 Sell to Close SPX at 1359.14 Spread = 3
02/27/2012 09:16:41 OFV = 1363.51 Buy to Open at 1360 Spread = 3

 

02/27/2012 10:31:28 OFV = -968.87 Sell to Close SPX at 1367.96

 

02/27/2012 11:24:45 OFV = 1362.95 Sell to Open at 1367 Spread = 3

 

02/27/2012 13:00:21 OFV = -964.95 Buy to Close SPX at 1367.72

 

02/27/2012 14:20:44 OFV = 1372.49 Buy to Open at 1368.87 Spread = 3
02/27/2012 14:31:33 OFV = 1369.66 Sell to Close SPX at 1370.28 Spread = 3

 

-400 points, are we there yet????

 

Someone compile a report of the results of this system with the signals reversed.

 

http://www.elitetrader.com/vb/showthread.php?s=&threadid=113413&perpage=30&pagenumber=2