Selling trading strategies

Discussion in 'Options' started by Aquarians, Jan 8, 2021.

  1. fan27

    fan27

    Below are my strategies backtested with "less risk". I have been running some the strategies live for awhile now but the below mix of strategies have only been running for a few weeks.

    LessRisk.JPG

    Below is more risk which I would not trade without some sort of hedge.

    MoreRisk.JPG

    Note that the years with single digit performance would likely have performed better with some sort of hedge in place. I am willing to give up 10% of account via a hedge in other years as net gain should still be acceptable.
     
    #11     Jan 10, 2021
  2. Well yeah, if you make 50% return then can afford to give up 10%, as long as that 50% is a long term average.
     
    #12     Jan 10, 2021
  3. fan27

    fan27

    If I could average net 20 to 30 percent annually I would be very happy.
     
    #13     Jan 10, 2021
  4. how long you hold ?
     
    #14     Jan 10, 2021
  5. fan27

    fan27

    I have two strategies that trade the overnight session and will exit before or at the regular session close.

    One short strategy that could hold for up to a few days.

    One strategy that scales into selling pressure on the daily time frame and it could hold up to a couple of weeks.

    These are all ES based strategies but I am trading MES live to help with fine tuning position sizing.
     
    #15     Jan 10, 2021
    trend2009 likes this.
  6. Yes, a successful trading strategy can really help a trader in the long and short run. Everyone should look for at least one and stick to it.
     
    #16     Jan 27, 2021
  7. ironchef

    ironchef

    @Handle123 posted a similar approach a few years back, for us retails.
     
    #17     Jan 27, 2021
  8. ironchef

    ironchef

    You need to go back further in time.

    I did my SPY backtest all the way back to 1993:

     
    #18     Jan 27, 2021