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4,599 posts
msg #130830
Ignore Kevin_in_GA
9/3/2016 9:21:45 AM

What Shilllihs originally asked for was a system based solely on SPY or the ^SPX index. The obvious challenge there is trade frequency, which can be improved by using the entire S&P 500 but that is a different system from what was requested.

Only through the use of leveraged ETFs that are bought/sold BASED ON signals from the ^SPX do I think this is possible - what was not mentioned was the acceptable failure rate and maximum drawdown one should expect. Getting to 50% per year requires risk of equally large losses along the way.

3,809 posts
msg #130840
Ignore shillllihs
9/3/2016 3:57:08 PM

So we agree that by using leveraged etfs through spx as the indicator,
50% may be achievable assuming you have ballz of steel.
It seems we have enough information to make 10-15% in spy
which would translate to 50-60% in Spxl Xiv Spxu Tvix, so what
we should work on is intestinal fortitude.

4,599 posts
msg #130842
Ignore Kevin_in_GA
9/3/2016 4:19:42 PM

Or proper positional sizing and proper entry and exit criteria. Drawdowns are part of trading, but can be managed at the expense of some profitability. This is why I tend to look at both the Sharpe and Calmar ratios for any trading system I am evaluating.

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