Wednesday, May 7, 2014

SPY Pro system comments

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)

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