SPX Credit Spread Trader

Discussion in 'Journals' started by El OchoCinco, May 17, 2005.

  1. Murray:

    You will get a kick out this today when i was trying to enter a new diagonal spread. I was legging in and had an order to sell 40 MAY 1345 Calls @ $3.70 and got filled. Right after I got filled and before I could enter the long JUNE 1375 Calls, the market pulled back off its highs and I bought to close the 1345 Calls @ $3.40.

    So in 5 minutes I unintentionally had a daytrade flip of $0.30 on 40 contracts or $1,200 lol.....

    Still looking if I can get into my diagonal....
     
    #5421     Apr 21, 2006
  2. rdemyan

    rdemyan

    Rally:

    Unless I've been reading your posts incorrectly, I don't think you've been getting it right on your TA posts, except the last one (where you made no comments). :)

    This is not an attack on your TA, since there aren't many getting it "right". It seems to me that it is "program trading" by a relative few that is screwing up the TA. Maverick never responded to my question on program trading, but it's like the dice are loaded or after they are thrown a select few have the option to move them. Coach though seems to still be concerned about the upside despite all the indicators that we should be heading down.

    However, the one thing that I am doing that you recommended is to sell the bear calls near the top of the channel. The charts show that we've been in an upward channel for awhile, so I've been trading that (except for the bonehead bear call that I sold earlier this week :mad:

    To be honest I'm not the biggest fan of TA. The traders I follow always seem to have a reason for why the market went the opposite way the day after they were sure it was going to go either up or down. Esp. the guy that uses Elliot Wave analysis. It's either the ending wave of an abc up this or the start of one down that. He CYAs but is the best of the group.



    :mad:
     
    #5422     Apr 21, 2006
  3. rdemyan

    rdemyan

    Doh!

    Yes 1360/1375.


     
    #5423     Apr 21, 2006
  4. I have been concerned about the upside from a technical point of view because we have been in an uptrend and broke out of old resistance to new 5-year highs. These are all bullish signs for right now and with good earnings pouring in, the market will most likely now stay in this range above 1300. The big IF is if we get negative news that is floating out there and it is taken bad.

    Oil is moving higher and I doubt the fed is reallly done so I know the bad news is lingering out there, with Iran as the wild card. However until the reversal occurs, call spread sellers need to be wary. Even at 1370 I have small concerns of where we will be at by the next Fed meeting and what they will say.

    So today's action is interesting because we broke out strong and have pulled back a bit and seem to be hovering. Today may be that kind of day with a modest up day. Look for each new high as a confirmation of continued bullishness and watch 1300 or so as the trailing stop, so to speak.

    I also think Elliot Wave analysis is among the worst of TA. It is constantly changing as the markt moves so the predictive power, if such a thing can be measured, is pretty weak. I have seen countless Elliot wavist talk about wave this and that and when the market moves against the expectation they simply re label the waves and say how it was a perfect 4 wave this or that. So in my opinion it is gret for looking back but is too subjective and the users always change it for it to be really useful. JMHO

     
    #5424     Apr 21, 2006
  5. rdemyan

    rdemyan

    Doh!

    Yes 1360/1375.


     
    #5425     Apr 21, 2006
  6. piccon

    piccon

    My fellow SPX traders, Here is my update for the month and year to date. I assume OEX will not reach 600 in the next 5 hours.

    Monthly:

    15 OEX 600/605@1.135 =>1875
    25 OEX 605/610@0.60 =>1500
    25 OEX 575/570@0.50 =>1250
    15 OEX 595/605@0.50 =>750
    15 RUT 780/790@1.00 =>1500
    15 RUT 720/710@0.65 =>975
    13 SPX 1340/1350@0.90=>1170

    This week ate a bunch of my credits

    1) Close RUT 780/790/720/710 for a gain of $410.00
    2)Close OEX 595/605 for a loss of $900

    Total April gain=$4480

    April return on margin (ROM): 7.12%

    Year to date return on investment (ROI):18.5%

    Lessons:

    1) This month was pretty long and stressful. I think I am going to start trading only 20 trading days remaining.
    2) Hedging is very useful . I hedged RUT and OEX and I closed these two with only 500 loss because I hedged them.
    3) Entry is key.
    4) Technical Analysis allows you to get the best premium as it determines your entry point. (Sell High, Buy Low) is key for our strategy.

    5)18.5% return YTD: I never expected this in my life time.

    Thanks to coach and everyone on this board.
     
    #5426     Apr 21, 2006
  7. I will send you info on where to wire my cut :).

    My only advice on your 18.5% return is to step back and look at it and imagine it gone in one day. The point is to resist the urge to ratchet up the risk and size or positions based on past performance. Maybe take it easy the next month to let it soak in before jumping back in to large positions. it is sort of a mental break that prevents greed or excitement from taking you out of your plans. That is why I started slow in Jan and Feb and really did not up my size in a major way until APR.

    THis allows me to break from 2005 success and re focus and remove the bad emotions at times which take over when we have nice winning streaks.

    Congrats again on the trades.



     
    #5427     Apr 21, 2006
  8. piccon

    piccon

    Advice well taken.

    I am 100% cash for now. I will enter for sure but I will be more cautious.

    Thanks coach

     
    #5428     Apr 21, 2006
  9. Good advice coach.:D
     
    #5429     Apr 21, 2006
  10. rdemyan

    rdemyan

    Anybody know the SPX settlement value?
     
    #5430     Apr 21, 2006