Session Contents: Tips to rapidly model options strategies in minutes rather than days or weeks. A new “quick ratio” for evaluating the performance of your rapidly modeled strategies to know if you should spend more time studying the strategy or move on to something else. A discussion on the benefits and challenges of market neutral …
Here we will: Take a look at a TLT study submitted by Bruce Bitner Look at more of the momentum credit spread portfolio study (with some new shortcuts that will save a lot of time) FINALLY let you know how to get the Print edition of Skip the Dip for free (actually, you may get …
Group Mentoring: TLT, Momentum, CMLiz Strategies Read More »
Here we dig into taking a very simple idea and find it’s key risk. Then we add some simple filters to see if we can keep the reward and remove the risk.
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 …
Walk Through Single Size Multiple Time Frame Study Read More »
This is the re-recording of the live session because the recording didn’t happen 😐 Being the 5th or 6th time through this detailed report, I think this recording is more efficient anyway. Big shout out to Don Brady again for all this amazing information. I cannot emphasize enough what this 35-minute video represents. To manually …
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 …
Mean Momentum Strategy, Order Types, and /CL Data Mining Read More »
In this session, we walk through a trade-by-trade study of using GC options on the underlying 30-period Donchian (Price) Channel. Looking back, I would have picked a period of time that had more losers because this specific study makes it look like you can almost never lose. Either way, this session shows you the process …
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. …
See The Power of Diversification: Time Frame, Market, Method Read More »
