Update Schwalbe trade

Ignatz

Member
new emini trade will start today with adjusted strikes. All changes and setup will be discussed in the meeting today.
As expected the old trade expired with no risk for a long time and a nice profit on friday. New trade will have nearly no margin at the beginning !
 

Ignatz

Member
i made a short backtest running from March 07 to March 09 using quartely options in SPX !!! no emini data available. .
here the results:

März 07​

571​

Juni 07​

-297​

Sept 07​

169​

Dez 07​

-135​

März 08​

1581​

Jun 08​

-175​

Sept 08​

-588​

Dez 08​

436​

März 09​

2153​


but to be honest, can i trust this results ? :) but strictly following the rules, commissions at 1.42 as at IB




more details in the weekly meeting

9 trades and 6 of them with -5% exits !
an exit doesn´t mean a big loss everytime

Strikes has been adjusted to V=10 and A = 20 when below 1000 (Dec 08 and March 09)
 

Sohil

New member
Hi Ig,

Could you please clarify your statement?
"Strikes has been adjusted to V=10 and A = 20 when below 1000 (Dec 08 and March 09)"

You meant to say *below 3000*?

Currently, with the latest eMini trade, V=20 and A=25 right?

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Ignatz

Member
hi Sohil
dec 2008 the SPX was below 1000. the A and V was adjusted to a smaller width.
the current trade Dec 2019/March 2020 has V = 20 points and A = 30 points because SPX/Emini is above 3000.
 
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