new schwalbe
- Thread starter Ignatz
- Start date
what do the red, blue and yellow lines represent ? are these actual live trades or a backtest of the system ?
this are the systems i showed in the presentation 3 weeks ago. It was a round table on Dec 13th. The results are backtests since 2016. backtests not possible before 2016 because of lack of available strikes or expirations.
The systems are extremely robust because only few parameters were used, only 1 to3. No MA, no overbought, no stochastic indicators.
Only using Date and seasonality.
The systems are extremely robust because only few parameters were used, only 1 to3. No MA, no overbought, no stochastic indicators.
Only using Date and seasonality.
i will explain some aspects of the new Schwalbe
today i talk about : turn of the month (TOM)
TOM will be one of 3 underlyings instead of SPX
less drawdown, no red zones (which can last up to 2 years), much smoother equity curve, even the out of Sample area since 1930 is much smoother than SPX
TOM consists of defining a date , defining trade duration and defining seasonality which will exclude some months. That´s it.
no MA, no other indicators, no wonderindicators, no supertrend, no stochastic etc. Very robust, very reliable
the new system: much shorter tradeduration, less drawdown, nearly no additional adjustments, only 1 instead of 6 overlapping trades, no red zone,
defined dates when to trade for the whole year.
still selling a vertical at the beginning at a certain level, let the trade expire normally
fixed Stop orders, will be adjusted after reaching a certain new high
that´s it
today i talk about : turn of the month (TOM)
TOM will be one of 3 underlyings instead of SPX
less drawdown, no red zones (which can last up to 2 years), much smoother equity curve, even the out of Sample area since 1930 is much smoother than SPX
TOM consists of defining a date , defining trade duration and defining seasonality which will exclude some months. That´s it.
no MA, no other indicators, no wonderindicators, no supertrend, no stochastic etc. Very robust, very reliable
the new system: much shorter tradeduration, less drawdown, nearly no additional adjustments, only 1 instead of 6 overlapping trades, no red zone,
defined dates when to trade for the whole year.
still selling a vertical at the beginning at a certain level, let the trade expire normally
fixed Stop orders, will be adjusted after reaching a certain new high
that´s it
Subscription will start soon
regular price per quarter is $ 249
there will be an early bird offer until Jan 26th 2024 for the first quarter of $ 199, after that regular price
former members get a price of $ 179 for the first quarter, after that regular price
current members get a price of $ 199 without limit
regular price per quarter is $ 249
there will be an early bird offer until Jan 26th 2024 for the first quarter of $ 199, after that regular price
former members get a price of $ 179 for the first quarter, after that regular price
current members get a price of $ 199 without limit
all 3 systems have a width of 1 %. Updated Version will be shown
i modified VolTreMon. This system will now also be selling a Vertical of 1 % instead of 2 %.
TOM and FR2-3 are not overlapping, VolTreMon overlaps with TOM but not that ofter.
Every system can be traded separately.
Max Invest now will be 2 X 1 sold vertical minus the premium you get, means max 9-10 k minus the premium of about 10-30 %, (depends on volatility)
TOM and FR2-3 are not overlapping, VolTreMon overlaps with TOM but not that ofter.
Every system can be traded separately.
Max Invest now will be 2 X 1 sold vertical minus the premium you get, means max 9-10 k minus the premium of about 10-30 %, (depends on volatility)
logo. Jeden Montag 18 Uhr