monthly live trade since Sept 20

Ignatz

Member
monthly live trades since Sept 20.PNG

this are the entries (green) of the new monthly trades, less planned capital,
profit target in 3 months for the newest trade, if no adjustments were made: $ 755,
planned capital for RegT-Margin: 2k,
planned capital for SPAN Margin: about 1.300
max possible lowest point ever during the trade: 2k, no fat tail risk
knockout level (pink) is fix, potential loss estimated, would be around 1k, depending on DTE
risk will be minimized up to max zero towards the end of the trade, will happen soon for the Sept-Dec trade
 
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Ignatz

Member
here some screenshots to show, why i don´t open my trades at the money but some distance below. You see the red signals in the second line, when the price will be below entry price but above Knockout level when the 3 month trade expires. Doesn´t happen often but it happens, shown in 3 charts, starting in first, second or third month.
I always reduce risk towards the end of the trade by moving and reducing the verticals. That just happened in exp. dec trade, already closed more than 2Weeks before expiration and today i started to reduce already in the Jan trade. Next GTC for reducing the risk also active.

Next trade starts on Monday, last time for a reduced price.

agenda:
Line 1 red, when below entry price
line 2 Signal, when below entry but above Knockoutlevel at expiration
line 3 Knockout happened
line 4 Schwalbe Signal
line 5 NO Entry zone
line 5 Entry ok zone
if no entry and entry ok at the same time then reduced size
Screenshot 2020-12-09 13.25.30.png

Screenshot 2020-12-09 13.25.04.png


Screenshot 2020-12-09 13.24.22.png
 

Ignatz

Member
this morning my limitorder for the exp Jan got filled, reduced the risk by another $500 for a price much below $1. Next limitorder is online.
max risk started at $ 1850, planned capital was $ 2000, now below $ 900
next trade starts on Monday, last time for $199 per quarter and price will be the same until end of november 2021
 

Ignatz

Member
here an analysis of the monthly version ( 3 Trades in a quarter ) from 2004 to 2020. it just shows, if the trade will be a winner or loser. Quote winner to loser is in real trading about 1 to 1 or even better. During 2008-2009 trading was taken out by an indicator.

Next trade starts tomorrow if possible, otherwise on tuesday

Schwalbenschwarm 3 er ab 2004 - 2020.PNG
 
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Ignatz

Member
Schwalbe for SPX (!) since 1995 monthly trades
this is an analysis without adjustments like risk reduction to the end of trade, simple analysis, if there will be a winner or loser. Real trades have results 1 to 1 winner/loser, means loser are usually not bigger or even smaller than the average winner. An Indicator based on yearly levels stops trading in downtrends

I will enter a new trade today !

3er Schwalbe SPX 1995-2020.PNG
 
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Ignatz

Member
today i did 2 risk adjustments in one day on the Feb Trade. first limit got filled then i put the next on and it also got filled :) Doesn´t happen very often. Volatility lower, price up, less DTE, GREAT ! all in my favor. now lower expiration line is $1000 higher from -1725 up to -782, Upper expiration line still pretty high at 717.50 (minus comm)
 

Ignatz

Member
this trade will expire on friday with a nice profit of about $ 600, planned capital was 2 k for SPAN margin, will let it expire with no commissions. nice 30 % profit in 3 months.
Will open next trade on monday.
Another trade will expire end of month in 10 days, profit now about $ 640, planned capital 2k SPAN margin.
New trade will be opened 14 days after next monday.

Feb 3F.PNG
 

Ignatz

Member
Trade Nov-Feb 3F closed, $ 592 profit per tranche. Next trade will be closed next Friday, slightly better result.
on Monday next trade will be opened


Schwalbenschwarm 20. Feb 2021.PNG
 

Ignatz

Member
a new Schwalbe started today. On friday the last one made a nice profit of 21.35 % in 3 months, a monthly profit of more than 7 %.
 

Ignatz

Member
Schwalbe has landed, trade EoM will close today. 2 trades closed this month, portfolio performance 7.67%, Trade EoM performance 24,75 % in 3 months
 
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