Schwalbe revised

Ignatz

Member
i made some decent adjustments to my Schwalbe trade and tested it now with all available ES-data from Dec 2010 until now,
39 trades, average 27.59 % per quarter, 110 % per year.
only End of day signals or limit orders. earn money while you do nothing most of the time, let´s have the time work in your favor

new trade starts on monday Sept 21st.

Schwalbe 2010-2020 revised.png
 

Ignatz

Member
hi Mark
curve fitting ? not at all. It´s just a matter of reducing adjustments and planned capital for them and limit it to the bare essentials.
As i mentioned in the pdf: the planned capital is now without adjustments, because the adjustments doubled or tripled the planned capital while 20 % of the trades can´t have any adjustment.
example:
Upper expiration line 1 Vertical, 2 Butterflies: $ 183 planned capital incl selling one wing of the butterfly: 1600, result 11 %
new version: 1 Vertical $ 210 (no butterflies bought) planned capital, incl no selling 800 , result 26 %
 
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NoMoWork

New member
Iggy - How much capital will I need to have in my trading account to trade your new monthly Schwalbe trade?
 

Ignatz

Member
How much capital will I need to have in my trading account to trade your new monthly Schwalbe trade?
i calculate about 3 to 3,5 k per tranche and there will be 3 trades running at the same time later on. Please take into account that a Knock-Out can happen in all 3 trades at the same time and relationship between winner and loser is about 1 to 1. If i would enter a trade now then my lower expiration line would be about 2,6 and the upper expiration line at about 1,4. so a loss can be at about 1,4k, often lower, really depends, when it happens, right after the start or later or short before end. I recommend to close the trade when you get above the 90 or 95 % level of max Profit.
 
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