StockFetcher Forums · General Discussion · VIX Variance Signal<< 1 2 3 4 >>Post Follow-up
BarTune1
406 posts
msg #80647
Ignore BarTune1
10/5/2009 3:13:08 PM

Hey Kevin,

I just lightened up on my holdings with the SSO almost at the 5 DMA ...... ususally I wait for the cross, end of day, but my account went south last week and its up very solidly today .....

Kevin_in_GA
4,553 posts
msg #80655
Ignore Kevin_in_GA
10/5/2009 4:05:45 PM

Out of my position in TNA at 42.30 - net of +3.28% for two days. Wish I had bet more ...

BarTune1
406 posts
msg #80661
Ignore BarTune1
modified
10/5/2009 5:05:21 PM

I'll probably keep this thread alive for times when the signal occurs .... you might want to take a larger position when the divergence is negative to hedge your long positions under your long BB system

Kevin_in_GA
4,553 posts
msg #80673
Ignore Kevin_in_GA
10/5/2009 8:31:25 PM

EXTERNAL VALIDATION!

Check out this link

BarTune1
406 posts
msg #80685
Ignore BarTune1
10/5/2009 10:00:15 PM

Interesting, very interesting ..... similar to Larry Connor's work and conclusions on the subject ....

BarTune1
406 posts
msg #80707
Ignore BarTune1
10/6/2009 9:08:55 AM

Geez Kevin, I'm thinking the way the futures are looking that I may have left alot of money on the table exiting early yesterday .... I think I should stick to my exit rules - end of day, cross the 5 DMA

Kevin_in_GA
4,553 posts
msg #80711
Ignore Kevin_in_GA
10/6/2009 9:21:05 AM

Agreed. Lots of green in the futures this morning.

All trades are gambling - you cashed in your chips at a profit, so feel good. there will be many other hands to play using this strategy.

Kevin_in_GA
4,553 posts
msg #80714
Ignore Kevin_in_GA
modified
10/6/2009 9:46:18 AM

Definitely should have held on to TNA. It's at $44.05 and climbing. Oh well.

EDIT: at 10:05 AM it $44.71 (up 5+%).

BarTune - I have to admit, this system is making good calls.

BarTune1
406 posts
msg #80727
Ignore BarTune1
10/6/2009 11:46:03 AM

Kevin, I was at the Dr. all morning ..... and not feeling better now that I'm home ..... I profit the odd time that I diverge from my exit strategy ... but not usually ... I left about 7-8K on the table by not following my system .... exits are a critical element of system trading ....

And as someone else quite brilliant on here once said "whats the point in having a system if you don't follow it" ....

Kevin_in_GA
4,553 posts
msg #80731
Ignore Kevin_in_GA
10/6/2009 12:13:22 PM

And as someone else quite brilliant on here once said "whats the point in having a system if you don't follow it" ....

How true.

Oct 43.00 calls on TNA are up 62% since Thursday. Wow.

StockFetcher Forums · General Discussion · VIX Variance Signal<< 1 2 3 4 >>Post Follow-up

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