Transactions 7) IWM JUL07 88 C 2 0.1000 -20.00 -1.50 8) IWM JUL07 83 C -1 1.2400 124.00 -1.00 9) IWM JUL07 81 C 2 2.3500 -470.00 -1.50 10) IWM JUL07 81 C -2 2.4000 480.00 -1.50 11) IWM JUL07 82 C 2 1.7000 -340.00 -1.50 12) IWM JUL07 82 C -2 1.7500 350.00 -1.50 Total 124.00 -8.50 7 - 10) Total 115.5 (incl. commission) Test Trade IWM 13) IWM 30 82.5400 -2,476.20 -1.00 14) IWM -30 82.5800 2,477.40 -1.00 Total 1.20 -2.00 13 - 14) Total -0.80 (incl. commission) 1 - 6) Total 228.00 (incl. commission) 1 - 14) Total 342.70 (incl. commission) -------------------------------------------------------------------------------- Positions IOWGE 2007-07-21 IWM JUL07 83 C -2 1.761879 100 -352.38 IOWGJ 2007-07-21 IWM JUL07 88 C 7 0.167906 100 117.53 IOWSE 2007-07-21 IWM JUL07 83 P -1 1.52888 100 -152.89 IOWSY 2007-07-21 IWM JUL07 77 P 1 0.319742 100 31.97 Total -355.77 Profit -13.07
Transactions 1 - 14) Total 342.70 (incl. commission) Positions IOWGE 2007-07-21 IWM JUL07 83 C -2 1.669251 100 -333.85 IOWGJ 2007-07-21 IWM JUL07 88 C 7 0.127752 100 89.43 IOWSE 2007-07-21 IWM JUL07 83 P -1 1.557444 100 -155.74 IOWSY 2007-07-21 IWM JUL07 77 P 1 0.335604 100 33.56 Total -366.60 Profit -23.90
Transactions 1 - 14) Total 342.70 (incl. commission) Positions IOWGE 2007-07-21 IWM JUL07 83 C -2 1.669251 100 -333.85 IOWGJ 2007-07-21 IWM JUL07 88 C 7 0.127752 100 89.43 IOWSE 2007-07-21 IWM JUL07 83 P -1 1.557444 100 -155.74 IOWSY 2007-07-21 IWM JUL07 77 P 1 0.335604 100 33.56 Total -366.60 Profit -23.90
IWM Two systems on the .5 point grid (10 days) Up 231 Short up move at 1 (2*.5) points, sl 1.5 (3*.5)points, pt .5 (1*.5)points Dn S121; 231 Go with down move with stop order at .5 points, profit target at 1 point (+0.5 points) and stop loss at .5 points. After that use the same system as described above for the the Up moves. --------------------------------------------------------------------------------- Current signal (system Dn 231) is up with limit 83 SL 82.5 and PT 83.5.
Two identical systems for IWM 1 point grid for 2 month Up S121; 2x1 Dn S121; 2x1 Actual signal is down 84 with target 82.
For the 12 month 2 point scenario there are two systems Up S2x1 3/3 - buy breakouts Dn 121 6/8 - buy dips That's very interesting, because it confirms the old rule for uptrends. BUY BREAKOUT TO THE TOP AND BUY DIPS. That strategy made 9*2 points vs. BUY AND HOLD with 7*2 points.
Attached a 'static' capital intense approach. Buying mulitple 'lots' at fixed levels a) Dn 12x b) Dn 13x gains each 10*2 points. But there is much capital needed. In addition it's harder to make money management. Losses will increase non-linear on that approach. 1 2 + 1 = 3 3 + 3 = 6 4 + 6 = 10 5 +10 = 15
Attached a 'static' capital intense approach. Buying mulitple 'lots' at fixed levels a) Dn 12x b) Dn 13x gains each 10*2 points. But there is much capital needed. In addition it's harder to make money management. Losses will increase non-linear on that approach. 1 2 + 1 = 3 3 + 3 = 6 4 + 6 = 10 5 +10 = 15
Two systems 5 point grid 4 years Up S121 Dn 1x1 (with x set to 2) System is expecting a sideway movement and will enter at 80 (limit) with a stop of 75 and a PT of 90.
To summarize Long term trend (4y) is up, but no position is on (waiting for a dip to 80). Mid term trend (1y) is up, but no position is on (waiting for a dip to 82). Short term trend (2M) is sideways with a short signal on (PT 82). Day trend (10D) is sideways with a long signal on (PT 83.5). Systems beat buy and hold. Systems beat multi lots play. For my tactics that means - minimal long put protection - no excess call (only for protection) => I have too many long calls