Swing Traders: What are your monthly returns?

Discussion in 'Technical Analysis' started by Smart Money, Sep 25, 2022.

  1. wmwmw

    wmwmw

    deleted.
     
    Last edited: Sep 26, 2022
    #61     Sep 26, 2022
  2. TrAndy2022

    TrAndy2022

    It is a no-brainer but it depends very much on the Drawdown one is allowing. Less drawdown means also less return monthly. First goal must be to not thrown out of the market by taking excessive risks. There is a trade-off between risk and return, and it is assymetric. One can also factor in the loss-aversion theory from the nobel price winners, where 1 loss equals 2.4 gain in units. That has some implications. Any profit factor below 2.4 is hurting one owns psychology while trading. One could also have ~70% win rate with 1:1 RRR trades or 50% win rate while having 2.4:1 RRR trades and so on.
     
    #62     Sep 26, 2022
    Laissez Faire likes this.
  3. Why is 15% possible, but 30% not possible? How do you explain this?
     
    #63     Sep 26, 2022
  4. easymon1

    easymon1

    #64     Sep 26, 2022
  5. Haywood

    Haywood

    It's entertainment, my friend. Some like the History Channel, some like the Hallmark Channel, and some like gangster flicks. If I want culture I'll trade. Which are you? Have a wonderful day,
     
    #65     Sep 26, 2022
    taowave likes this.
  6. bln

    bln

    350% and below annually is within the realistic range. Beyond that you are venturing into la la land
     
    #66     Sep 26, 2022
  7. Darc

    Darc

    The only person I know who earns 2229% per year is MacBookProHoe.
     
    #67     Sep 26, 2022
    cesfx, d08 and taowave like this.
  8. deaddog

    deaddog

    Ya but he is an "Elite Trader". I wonder how he does in real life?
     
    #68     Sep 26, 2022
    Darc and taowave like this.
  9. ET is a toxic place for anyone with ambition and intelligence and independent thinking.
    Everyone here considers earning 1.5% per month magical genius performance, and nothing beyond that can possibly be achieved.

    If you have plans and goals and talent to achieve more than 1.5% per month, you are living in rainbow land wearing a straight jacket.

    The only thing Elite about EliteTrader is the domain name. Eliteness certainly doesn't exists in the people, their trading account, their trades, their records, their minds, their understanding, their execution,

    There was a funny Seinfeld episode about an argument between The Statute of Limitations or The Statue of Limitations,
    That dumbness is ET,
     
    Last edited: Sep 26, 2022
    #69     Sep 26, 2022
  10. This is from my research using real market data of last week Thursday (2022-09-15):
    Code:
    # Mon distr:
    #   >100.00%:       1        1
    #   > 95.00%:       0        1
    #   > 90.00%:       1        2
    #   > 85.00%:       1        3
    #   > 80.00%:       0        3
    #   > 75.00%:       0        3
    #   > 70.00%:       0        3
    #   > 65.00%:       1        4
    #   > 60.00%:       1        5
    #   > 55.00%:       2        7
    #   > 50.00%:       7       14
    #   > 45.00%:       9       23
    #   > 40.00%:      21       44
    #   > 35.00%:      51       95
    #   > 30.00%:     121      216
    #   > 25.00%:     256      472
    #   > 20.00%:     834     1306
    #   > 15.00%:    1029     2335
    #   > 10.00%:    4068     6403
    #   >  5.00%:   14538    20941
    #   >  0.00%:   32850    53791
    
    It means there are more than 216 spread trade candidates that have a MonthlyMaxPnL >= 30% (ie. the net credit one receives relative to the collateral), if the price of the underlying stays constant (just a convention to make trades comparable to each other).
    Of course it's not a guaranteed outcome, but a good estimate that it's possible to achieve 30% per month, if done right together with all the other things said (diversification, automation etc.)

    The above table is about 2-leg vertical Put spreads only, not even including the 2-leg calender spreads yet, meaning there are even more such candidates out there.

    The result looks similar at any time during market hours. Ie. there are enough candidates available every day at any time of the day.

    Of course this is a whole-market scan of more than 5300 tickers that have options.

    Btw, this is the results using a cash acct. When using a margin acct then the results are about twice better! But margin account has other limitations like PDT rule, margin call etc.
    Cash acct is sufficient for my needs and plans.
     
    Last edited: Sep 26, 2022
    #70     Sep 26, 2022