Performance ToM and Fr2-3

[Ignatz]

live trading since Jan24
Results as suggested by system:
ToM: 6 trades, 6 winners, 83% profit on invested capital minus comm.
Fr2-3: 3 trades 2 winners, one loss, minus 26% minus comm
total: 57% in 6 months, 9 trades, 8 winners, 1 loss
Community results differ due to fear and early profit taking, nevertheless positiv.
During summer no trade because of bad seasonality
During summer i will watch and trade silver/gold closely (already invested)

ToM


Fr 2-3

 

[Ignatz]

Systems paused due to seasonality.
Now they will run again. Next trade is on Friday.
results so far:
ToM: 6 trades, 6 winners, 83% profit on invested capital minus comm.
Fr2-3: 3 trades 2 winners, one loss, minus 26% minus comm
total: 57% in 6 months, 9 trades, 8 winners, 1 loss

in the near future i will add another system, which will be a great addition and will make the overall equity curve look even better

 

[Ignatz]

Fr 2-3 made a nice profit of 20 % Performance this year turned from minus 20 to above zero
Overall performance of all trades (ToM and Fr2-3, no overlapping trades) is now (start Jan24) : plus 73 %

 

[Ignatz]

today i will enter a test trade for my new system Monday Down

 

[Ignatz]

no test today because no down day

 

[Ignatz]

black monday entered a trade last week. (if no monday then tuesday). Result is a profit of 7,4 % using SPY at IB

 

[Ignatz]

Performance so far since Jan24: 81 %

 

[Ignatz]

Fr2-3 successfully closed, 16.5 % profit mins comm.

Results so far:

Januar​	ToM​	12,10%​
Februar​	Fr​	10,40%​
Februar​	ToM​	9,70%​
März​	Fr​	15,20%​
März​	ToM​	9,60%​
April​	Fr​	-45,00%​
April​	ToM​	19,60%​
Mai​	ToM​	9,83%​
Juni​	ToM​	11,50%​
September​	Fr​	21,00%​
Oktober​	MoDown​	7,40%​
Oktober​	Fr​	16,50%​
​	​	​
Performance since Jan24​	​	97,83%​

 

[status1]

Shouldn't we get some new pdf document or something for this new MoDown ?

The website still has not been updated and it's a mess now with old and the new Schwalbe in there

 

[Ignatz]

Website will be updated soon

 

[JeffreyW]

Hi, I am interested in finding out more about ToM and Fr2-3. Where can I find information on them? Are they part of the Schwable Trading system?

 

[Ignatz]

yes, it´s the new schwalbe. Not much common with the old system. i looked for some improvements and looked for some other ideas.

the new system is divided into 3systems, which are independent of each other and can also be tradedindividually

The systems are based on market phenomena in the SPX

Turn of the month (ToM) is based on investments that are predominantly made at the beginning of the month

Friday 2-3(Fr2-3) is based on market reactions at the expiry date on the 3rd Friday of the month

Monday Down is based on orders placed at the weekend due to bad news and executed at the beginning of the week,

ToM and Fr2-3 are traded with options on the SPX
MondayDown with SPY ETF (or version for EU)

ToM and Fr2-3 mostly do not overlap (only 4 times in December since 1995),
therefore only max. 2 systems are active at the same time

Idea of the systems:

ToM: before the month change, verticals on the SPX are sold below the current price and closed a few days after the month change

Fri2-3: 1 week before the expiry date, verticals on the SPX are sold below the current price and closed on the expiry date.

Monday down: if Monday is a down day, the SPY is bought and closed on Friday.

All systems consider seasonal effects and pause accordingly.
All systems include stop levels, mostly end of day trading
Some systems have profit targets

Backtests of the SPX underlying were carried out from 1995 to 2022,
Out of sample after 2022 until today and partly back to 1925

Backtests with options as far as available since 2016

 

[MartinB]

Sounds interesting. What is the capital requirement for the 3 systems? Thanks a lot!

 

[Ignatz]

capital requirements depend on the size of the vertical you will sell for ToM aund FR2-3. a 50 wide vertical means 5000 capital minus the permium you get. But also possible to sell only a 10 wie vertical, so 1000 minus premium. Risk is onlyy a little bit higher but also the premium. For the Monday down it dependes on the margin you need, depends on your broker

 

[Ignatz]

i skiped the current ToM trade because it´s running during this election and might trigger the disaster-stop. Risk is too high.

 

[Ignatz]

Performance update Jan-Oct.

Januar​	ToM​	12,10%​
Februar​	Fr​	10,40%​
Februar​	ToM​	9,70%​
März​	Fr​	15,20%​
März​	ToM​	9,60%​
April​	Fr​	-45,00%​
April​	ToM​	19,60%​
Mai​	ToM​	9,83%​
Juni​	ToM​	11,50%​
September​	Fr​	21,00%​
Oktober​	MoDown​	7,40%​
Oktober​	Fr​	16,50%​
Oktober​	MoDown​	-9,00%​
Oktober​	ToM​	23,00%​
Oktober​	MoDown​	-9,00%​
​	​	102,83%​

 

[dtheo]

are there more updates?
thanks

Performance update Jan-Oct.

Januar​	ToM​	12,10%​
Februar​	Fr​	10,40%​
Februar​	ToM​	9,70%​
März​	Fr​	15,20%​
März​	ToM​	9,60%​
April​	Fr​	-45,00%​
April​	ToM​	19,60%​
Mai​	ToM​	9,83%​
Juni​	ToM​	11,50%​
September​	Fr​	21,00%​
Oktober​	MoDown​	7,40%​
Oktober​	Fr​	16,50%​
Oktober​	MoDown​	-9,00%​
Oktober​	ToM​	23,00%​
Oktober​	MoDown​	-9,00%​
​	​	102,83%​

 

[Ignatz]

the forum doesn´t like excel....
the ToM (selling verticals) results last year:
Nov 18 %
Dec 13,5 %
total 126,83 % Comm not included. This was an exceptional result, 100 % Winners.
Fr2-3 will not be traded any more, Result ist near zero
MoDown yearly performance is 6,8 points
results for ToM trading the underlying:
91,66 Points

 

[Ignatz]

results this year so far:
ToM (unerlying)
Jan 9,97
no MoDown so far
ToMTrend still running

 

[Robert B]

Sounds interesting. What is the capital requirement for the 3 systems? Thanks a lot! https://www.musicanalyticstools.com/
Eldfall Chronicles

Can give ballpark figures—are you after upfront costs, long-term ROI, or both?