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The live results for the 200K Portfolio this month are +$26,259.40 while the hypotheticals are +12,712.50 for the Stock Index Portfolio 18 MIT. The reason why we are ahead of the hypotheticals is based on our rotation to the Stock Index Portfolio 18 MIT + BLITZ for three days last week while the risk to worse case drawdown was lower in the BLITZ setup. Last Thursday, we rotated back to the Stock Index Portfolio 18 MIT.
Yesterday, the risk to reward was once again in favor of adding the additional 10 trading systems in the BLITZ setup. At Friday's close, the risk to worse case drawdown was $6.2K (when adding the BLITZ) versus $20.5K trading the Stock Index Portfolio 18 alone.
We also pay attention to the cycle in the market of trend versus chop. We don't need big trends to be profitable. There were two days last week when the portfolio was profitable during a choppy trading period. Certainly, a strong directional trend is more favorable.
After some massive gains on Thursday, November 10, 2022 on the CPI report, the market has spent 6 days, quietly trading at the highs of last Thursday's trading range. We have also seen a VIX Divergence during this time period as well.
On Friday, November 4, I posted about a 3 day in a row bullish VIX Divergence on the S&P that occurred on Thursday November 3. The following week, our trading systems had some of it's best performance in a while with big gains five days in a row on November 7 - 11.
This past Thursday we had a two day in a row VIX Divergence based on the VIX vs S&P Futures and as of Friday, there was a three day in a row VIX Divergence on the VIX vs Nasdaq futures.
The drawdown cycle, trend to chop cycle, and VIX Divergence cycle have all lined up again for this week's trade in the Stock Index Portfolio.
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