Puede parecer arriesgadisimo abrir un rango de solo 40 puntos, con las alas a solo 20 puntos del precio de apertura , pero nosotros tradeamos las matematicas. Nos basamos en el precio , el tiempo que resta al vencimiento y la volatilidad histórica. Esperemos que el precio se mueva dentro una desviación standard en una distribución normal , y con una probabilidad de exito a vencimiento de un 68% , que sube por encima del 85% gracias a la cancelación anticipada de la posición.
Y eso es lo que se hace las semanas que se opera, una y otra vez. No se piensa, si el rango es mucho o poco, siempre buscamos 1 desviación standard. Nuestro objetivo debe situarse entre el 60% y 70% de la prima ingresada y nunca perder mas del 100% de la prima ingresada ( el doble ).
Nos da igual si el mercado esta sobrecomprado, o sobrevendido , o si hay una determinada recomendación. Se acuerdan cuando Goldman Sachs pronosticaba hace meses un eurodolar a 0,90 ?
Disciplina y paciencia. No hay mas. Por cierto , semana fantastica y nuevo pico en la curva de beneficios.
---------------------------------------------------------------------------------
It may seem risky to open a range of only 40 points, with the wings only 20 points from the opening price, but we trade the mathematics. We rely on the price, the time remaining at maturity and the historical volatility. We expect that the price moves within one standard deviation in a normal distribution, and with a probability of success at expiration of 68%, which rises above 85% thanks to the early cancellation of the position.
And that's what you do the week we trade, over and over again. Do not think, if the range is too much or too little, we always look for 1 standard deviation. Our target must be between 60% and 70% of the premium paid and never lose more than 100% of the premium paid (double).
We do not care if the market is overbought, or oversold, or if there is a certain recommendation. Do you remember when Goldman Sachs predicted Eurodolar at 0.90 months ago?
Discipline and patience. That`s all. By the way, fantastic week and new peak in tour equity line.
Weekly set up and final performance
---------------------------------------------------------------------------------
It may seem risky to open a range of only 40 points, with the wings only 20 points from the opening price, but we trade the mathematics. We rely on the price, the time remaining at maturity and the historical volatility. We expect that the price moves within one standard deviation in a normal distribution, and with a probability of success at expiration of 68%, which rises above 85% thanks to the early cancellation of the position.
And that's what you do the week we trade, over and over again. Do not think, if the range is too much or too little, we always look for 1 standard deviation. Our target must be between 60% and 70% of the premium paid and never lose more than 100% of the premium paid (double).
We do not care if the market is overbought, or oversold, or if there is a certain recommendation. Do you remember when Goldman Sachs predicted Eurodolar at 0.90 months ago?
Discipline and patience. That`s all. By the way, fantastic week and new peak in tour equity line.
Weekly set up and final performance
Index Chart , sold strikes , and entry and exit points (Future)
Money Management template and track record with main Stats
