| September 9th, 2011 09:30 AM |
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| membar |
Hmm. GLD and SPY both down.
Something seems amiss. |
| September 9th, 2011 03:18 PM |
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| membar |
Another horrible daytrading day. Stopped out in FAS, FAZ and almost stopped out in AGQ.
I kind of had a feeling a crash was in the cards today. Also, Sunday is 9/11. |
| September 9th, 2011 03:51 PM |
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| allen314159 |
Sorry about that...
I'm assuming your using a TSK-like strategy?
Have you looked into "defaulting" on one of the ETFs at open based on the gap? i.e, default in the ETF that gaps down (like FTG)? |
| September 9th, 2011 08:23 PM |
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| membar |
Quote:
allen314159 wrote:
Sorry about that...
I'm assuming your using a TSK-like strategy?
Have you looked into "defaulting" on one of the ETFs at open based on the gap? i.e, default in the ETF that gaps down (like FTG)?
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I've thought about it, but from what I remember, it didn't help.
Then again, maybe I did it wrong.
How has your strategy been treating you lately? |
| September 9th, 2011 10:17 PM |
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| allen314159 |
My strategy is doing ok. It's up a few percent over the past month, but it's mostly stopless which scares the living @#$@ out of me, because I couldn't derive good stops to use to improve it.
I've normalized the strategy to have the volatility of 2x the S&P 500 index, because that's about the max personal stress I can take without stops. |