So I don't use stops and I think the math supports this.

Discussion in 'Options' started by wxytrader, Sep 13, 2023.

  1. This is on a defined risk spread. I find my profit target and let the trade just run out.
    My reasoning is if my profit target is hit then I make maximum profits.
    If it isn't then I let the option expire worthless.

    Over time this should average out to being the same as if I took early profits and left some $ on the table when the stock continues to move in my direction combined with taking early stops to avoid greater losses if the stock continues against me.

    I mean if its essentially going to net profit me the same over time then I'd rather not have to spend time managing the trade...I just place it every Monday and see what happens.

    Being that my risk:reward is 1:3, I only have to be right 1 in every 3 times to break even.

    For example my current trade I was up about $250 USD yesterday, thought about taking profits. Then I was down $150 USD end of day and thought about adding to the position. Today I am at break even. I am expecting the move down to my target price by Friday, as this looks like a simple abc correction. If it hits my target today, tomorrow or friday I will make between $450 USD - $650 USD.

    I know the say "you never go broke taking profits", but I disagree with that notion because those profits essentially protect you from the losses.
     
    Last edited: Sep 13, 2023
    earth_imperator likes this.
  2. Interesting.

    I think if its mechanical or you are extremely disciplined it looks doable.

    As always,its the emotional drawdown after a string of losses that makes it difficult.
     
    wxytrader likes this.
  3. You still can optimize it: for example if the max possible win (ie. when shortselling options) gets hit much earlier, then you should close earlier. Since "time is money", you then can extend your win...

    I once did some research also on the Long side: IIRC under certain circumstances there too is an optimal point in time where it makes sense to close earlier b/c the option time decay would eat up much of the current (high) profits....

    With long options, time decay means also extrinsic value decay (ie. time value decay) :

    LongOption_time_and_value_decay.png
     
    Last edited: Sep 13, 2023

  4. Good point....but one would have to assume that tinkering would solve the problem, and I know from experience that my tinkering does not. :)

    One caveat to my system is if the stock moves substantially early, then I will take profits to take advantage of the volatility spike. I would have to look at the graph, but I think in that situation, even if price continued to move in my direction and I stay in it for the remainder, I may only stand to make marginally more once volatility drops, so not a good use of capital.

    I guess in a perfect trade, I make entry where I believe volatility will spike, and then I will pass the hot potato.
     
    semperfrosty likes this.

  5. Ha we were posting the same idea at the same time.
     
    earth_imperator likes this.
  6. newwurldmn

    newwurldmn

    it all depends on the conviction of your view, your trading structure, and the nature of the instruments you are trading.
     
    longandshort and murray t turtle like this.
  7. deaddog

    deaddog

    Any time I read about what should happen I tend to be a little skeptical.
    I'd rather read about data that has happened.
     
    birdman likes this.
  8. MarkBrown

    MarkBrown

    no such words as

    1. Should:
      • Ought to
      • Must
      • Need to
      • Have to
      • It is advisable
      • It is recommended
    2. Would:
      • Will
      • Could
      • Might
      • Used to
      • Was/were going to
    3. Could:
      • Can
      • May
      • Might
      • Be able to
      • Have the ability to
      • It is possible
    4. Might:
      • May
      • Could
      • Perhaps
      • Possibly
      • Maybe
      • It's conceivable
     
    birdman and maxinger like this.

  9. I don't know...I would be just as wary from hearing something Will happen. Based on what I can figure it should work out that I make the same money doing nothing as I would micro managing the trade. I really don't have the patience to actually test it before implementing it. I just test real time and size down.
     
    Last edited: Sep 13, 2023
  10. maxinger

    maxinger


    It just takes one incident and it can cost your life.

    In trading, the #1 priority is to protect one's life.
     
    #10     Sep 13, 2023
    birdman and MarkBrown like this.