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Long Options Strategy That [Apparently] Works and a Sizing Strategy that Takes One Strategy to Production-Ready

This week we look at two contributions from members. The first is a LONG options strategy–something we don’t talk about a lot–that is hinting at an opportunity in the “tail reward” category. The second is a sizing technique that has taken one strategy to ready-to-run status for an incubator account! This sizing technique may be …

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Walk Through Single Size Multiple Time Frame Study

After a look at the current market conditions, we do an extended walkthrough of the single size multiple time frame study. While it looks better than nearly any other “pure” momentum strategy and better than most portfolios of multiple time frames, it’s really just one of the very first studies for this specific concept. It …

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Mean Momentum Strategy, Order Types, and /CL Data Mining

Here’s our first look at the Mean Momentum strategy. There are two main goals with this approach. Evaluate the opportunity to be neutral when price moves away from either side of the Donchian Channel Have directional trades that use a mean reversion bias that is backed by a reason to exit if the trend resumes …

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See The Power of Diversification: Time Frame, Market, Method

In this session, we review two major concepts. The first is “being wrong generating profits”. The images below show one of the worst versions of our momentum trading systems in /CL (crude oil futures). Then we zoom in and test one of the worst periods during that history. This is the worst of the worst. …

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Garrett’s Trend and Neutral Strategy

This specific strategy is being executed in our seed capital program. This is a powerful blend of momentum and neutral trading. Garrett has developed a multi-moving average analysis technique to filter out choppier markets when momentum trading can be whipsawed and neutral trading is more likely to have stronger performance. We believe that the concepts …

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Price Channel Study, Directional BWB, DC Radar, Futures Options Funding, Make Progress

PDF: Group Mentoring Meeting Notes 2018-10-12 Great session to wrap up a week of collaborative development! More importantly, we are spending time making plans to turn the extensive amount of data into simple and practical trading plans. Each one will have a different path to accomplish this. Those who are making the most progress are keeping …

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CL Netzero, Portfolio Trading, Directional Filtering, Solving Data Overload

Note: Jump to 03:45 in the video Chris Gursansky’s 46-30-(Net Positive), 100 DTE, /CL Options Study Entry: The last touch of 20 Period Donchian (Price) Channel was on the upside (this was verified by Chris after the meeting) First expiration more than 100 DTE Put Broken Wing Butterfly Upper and Middle strikes nearest to 46 …

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