"The only way to trade with Fibonaccis" journal

Discussion in 'Journals' started by 1a2b3cppp, Mar 6, 2010.

  1. Gap up! Good thing I didn't sell those covered calls. lol.

    Stop order to close entire SPY position at $127.50.

    Current price $128. Normally I don't use stop order but this huge gap has me perplexed.
     
    #481     Oct 27, 2011
  2. Stop moved to 128.
     
    #482     Oct 27, 2011
  3. Stop moved to 128.50.
     
    #483     Oct 27, 2011
  4. Closed everything.

    SPY @ 129.
    SH @ 40.09.
     
    #484     Oct 27, 2011
  5. SPY: $31,115.00 (closed)
    hedge: -$3,281 (closed)

    $27,834.00 (SPY gain + current hedge loss)
    $1,223.60 (realized)
    $2,931.69 (realized)
    $1,129.72 (dividend)
    $3,561.93 (estimated dividend to be paid on 10/31)
    $5,221.55 (realized)
    ------------------------
    $41,902.49 (total for trade)

    All positions closed.
     
    #485     Oct 27, 2011
  6. To each his own. I (and most) will never tolerate a 60k drawdown. Esp since your extreme R:R is 3/2 ~ (60k/40k)?

    Even if you weren't scared of blowing your account out, you don't seem to have thought of "what if I'm wrong?" Then when it keeps going, and going, ... What do you do in this case?
     
    #486     Oct 27, 2011
  7. You can't really say it was 60k/40k because I didn't know I was going to exit at a $40k gain initially.

    R/R can only be calculated if you have set points in mind before you enter the trade.

    And technically there was no "risk" either since there was no hard stop.

    Hedges and money management. Around $9k of the gain in this trade was from hedging. Had price not gone against me, my end result would've been less.

    I was set to buy more if SPY got down to $105 which would further lower my average cost, but part of the reason I sold today was that is a long way away and if price decides to go back and forth between 120 and 112 again without making it down to my next buy point or going up to a net profit area, I don't want to sit around waiting. So I saw a good opportunity today to exit and I did.
     
    #487     Oct 27, 2011
  8. Nice sequence of trades...

    Seems your hedging strategy is not designed to cover 100% of your draw down but to cover approx 1/3 - 1/2. The more oscillations the more realized hedge trades. From what I can observe your exposure is one directional deep collapses. Even then it seems you have some discretion in your system.

    Man this is a long thread to read... I'm sure I've missed much skipping through. I'm interested in learning more about your option plays and leveraged ETF trades you've put on to hedge or carry the trade position. Sorry if you've answered it somewhere in here.. Just a high level summary of your approach and reasoning.

     
    #488     Oct 27, 2011
  9. Any plans for your next trade? certain SPY level to initiate, will SPY even be the vehicle? etc.

    I enjoyed following your thread.
     
    #489     Oct 31, 2011
  10. dv4632

    dv4632

    Maybe you can predict better than you think. I haven't counted but it seems like you had a lot more wins than losses in your day trading. I've never tried to do this (not comfortable holding 9 contracts) but I bet it could be pretty easy to start drawing fib lines in the wrong direction and take plenty of full losses. I mean, once price starts retracing and you've entered your first position.... isn't it 50/50 as to whether it will touch the 0% or 100% line first? And I haven't seen anyone posting about their success day trading your methods.... so maybe you do have sense of which way price is more likely to go?
     
    #490     Oct 31, 2011