acieved my objective on sp500 1471 cash,
see my post 5-10 buss days ago posting that as top,
now short with sep 1425 puts,
will sell to a loss if we close above 1487 in the next 5 buss
days,( futures)
Ben
----- Original Message -----
From: Gene Pope
Date: Monday, April 16, 2007 4:12 pm
Subject: [RT] Update
To: realtraders@yahoogroups.com
> Just to bring group up to date, this system is still in "active"
> mode. Raw
> Returns (yellow) are above upper cutoff. Green is net returns.
> As you can
> see, this approach cannot work without an expectation of follow
> through once
> the lines are crossed. Whipsaws will kill the results. So it has
> to be
> correct 1 day ahead of time more often than not. It is not the
> purpose of
> the risk management to predict anything. It only tries to be
> right more than
> it's wrong.
>
>
>
> Regards,
>
> Gene
>
>