For those of you following the scaleout versions of the SPY pro system:
1% scaleout is at a price of $188.65 and the 1.25% scaleout is at a price of $189.11. I have not officially changed the current 1% to 1.25% but probably will soon.
The 2.75% scaleout is at a price of $191.92.
Again should you wish to follow those simply set GTC orders so that they automatically execute for you. Or you may choose not to follow the scaleouts.
I also have a scale-in version of the system that I'm considering where it would enter a second position at better prices. I have not yet decided on this.
Here's two very detailed excel reports, right click to download them, these show all the trades for the non-scaleout and scalein.
Also I've attached in image showing an example of the scale-in vs the non-scale-in (see the Feb trade). None of these contain scaleouts
SPY system Excel File Non-scalout system (right click to download)
SPY system Excel File two Scale-in version (right click to download)
No comments:
Post a Comment