OEX Options and eMini Futures Trading Systems

Mid month performance for November

Tuesday, November 15, 2005

2 OEX day trades so far this month, both winners.
The first was on 11/3 which bought Nov 560 Puts at $4.00 & sold at $4.80 (late in the day). The second was on 11/10 which bought Nov 560 Calls at $5.00 & sold partial at $6.30 and $7.80. Many members did better but we opted not to get greedy.

17 trades have produced +37.50 S&P eMini points.

As you may remember, in late July we took the results of many weeks of research and concluded that a small tweak of our mechanical trading system was needed. To illustrate how simple the fix was, yet so necessary here is an example:

April 1, 2003 the S&P eMini was approx 850.
Today the eMini is approx 1240.
That is a difference of 46%.

An average price target on April 1, 2003 was 3.00 points. On an adjusted basis, that same alert would have a price target of 4.50 points today. That makes a huge difference when you’re pinning these Zig Zag patterns. As you can see from our track record, we had superb performance in 2003 but the results started to slowly decline as the S&P rose. It all makes perfect sense. Now we’re in-line with the current price of the S&P and the 3 ½ months of real-time results illustrate how correct the move was.

We look to have these strategies available for automation via TradeStation software over the next quarter.

Are you posting numbers like these? Its no fluke -- proven price patterns repeat themselves often & our system hones on the Zig Zag.

posted by OEX : 12:27 PM

47% Gain on Call Options

Thursday, November 10, 2005

Today was a lay-up trade, though it turned into a slam-dunk! We entered Call options when the OEX broke above the 2-hour resistance which was also the site of the 5-day resistance. When you have double resistance breaks such as this you can expect a sizable advance and that's exactly what occured. We left a little on the table, but no sense being greedy when you're guaranteed a 47% return for about an hour's work.

posted by OEX : 2:09 PM

+37 points already in NOVEMBER !!!!

Our S&P eMini alerts are on fire!
For the month of November (remember today is only the 10th) we've captured +37 points on 13 trades. Now, we realize we are extremely fortunate to be in this position so early in the month and would never expect similar results to occur, but a point of consistency is the reason for the post. A winning system consistently posts good numbers and occasionally hits one out of the park. Take a look at the track record from August - November 10th (37 points). This has been a spectacular time for trading the S&P. How has your trading been? Each signal is crystal clear and provided long before the moves develop.

Happy Trading!

posted by OEX : 11:30 AM

Put Signal

Friday, November 04, 2005

A successful OEX option trade on Thursday.

posted by OEX : 10:43 AM

End of Month Review

Wednesday, November 02, 2005

October offered another exciting month for trading our systems.

ES CTS (S&P eMini) gained 32.25 points for the month. Wouldn't you know the last day of the month turned into a loss, bumping us below the 40 point mark. Who can really complain with 30+ points?

ER2 CTS (Russell eMini) has gained $2,000 per contract since going live 8/25/05. As a reminder, this system experiences zero slippage since a trade is only recorded once it trades through the entry & exit level by at least 1 tick. In other words, you can reproduce these results and probably better. The win/loss success rate is currently 85%. We offer an Accelerated contract management system that intuitively decides how many contracts to trade on the next alert based on real time account size. Accelerated contract management has gained $3,400 per contract over the same time frame, a 70% gain over standard management requiring a 1 minute calculation each day.

How has your trading been?

posted by OEX : 1:38 PM