This Forum overtrades options

Discussion in 'Options' started by bwolinsky, Nov 9, 2011.

Thread Status:
Not open for further replies.
  1. What happened to "Top C2 Vendor" and "never have a losing month"? Your Covestor model has never had a winning month. All you've proven is that you're a destroyer of (simulated) capital.

    So when you lose, you conveniently benchmark. When you win you're a God? When do we get to see a WIN?
     
    #441     Nov 27, 2011
  2. There are winning months. You are a liar.

    I have to stay out b/c wash sale rules are part of my discipline. One month was up the average profit of 1 of my pairs trades 8.62%.
     
    #442     Nov 27, 2011
  3. I see no high water marks in that chart.

    And you, my dear, suck mightily at life.
     
    #443     Nov 27, 2011
  4. And you're a liar.

    We used invalid assumptions with regard to the functionality of the trailing stop percents we relied on. The backtests showed that but more often than not trailing stops get hit almost immediately so there wasn't and couldn't possibly be as much run-up as the model showed.
     
    #444     Nov 27, 2011
  5.  
    #445     Nov 27, 2011
  6. Benchmarking a "market timing" model to the SPX. One hand clapping.
     
    #446     Nov 27, 2011
  7. A triple leveraged model?
     
    #447     Nov 27, 2011
  8. Triple? There is no mention of trade-size there. The fact that you (poorly) employ "ultra" ETFs says absolutely nothing of your leverage ratio.

    It's a market-timer, right? I assume you're attempting to add alpha and not volatility/var. The peaks and troughs *should* exhibit some symmetry. So your goal is to suck on declines and suck worse on rallies?

    That's nish!
     
    #448     Nov 27, 2011
  9. Cool story, Bro.
     
    #449     Nov 27, 2011
  10. Maybe a visual-aid will help.

    [​IMG]
     
    #450     Nov 27, 2011
Thread Status:
Not open for further replies.