Thats not traded through , when we say traded through is when the ask touches your limit order to buy , or when the bid touches your limit order to offer/sell , thats what we call traded through . Posting a limit order to buy and getting filled at the same or better price because the T&S printed there is exactly what many systems here tried to do aka buy at the bid sell at the ask after a print in the T&S , as i said many times i can achieve huge gains using this method in 24 hours .
" First, do you understand how returns are figured here? I started with $25,000. but as the portfolio got bigger I rescaled several times. The purpose was to make it easier for smaller investors … "
I do not buy it I am sorry. The purpose was to build unrealistic expectations through insane leverage/C2 pitfalls and now that You have built it take advantage of it. You are an Academic so You probably understand that your performance on a professional level, it’s untenable by a huge degree.
"Second, people on the forums also complained about people going public too soon and soliciting subscribers when they had a few days or weeks of a track record. "
I do not recall people on the forum complained about people going public too soon . However if some complained about that, at the best, I can only think that They were untaught newbies kicked badly in their A** due to their greed/unrealistic expectations. How can be opacity or hide a system a good thing? It is not our business decide when investors/gamblers should get in / get out from their investments/bets. I am sorry but I do not buy it either.
I am done here. Good luck!
I’ll check back here in a month and see how it went. I’m very skeptical to outsized gains achieved with options. I think many here have learned their lesson the hard way with ConservProfit. If it looks too good to be true, IT IS !
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And that’s what happened. Indeed, the bid not only “touched” my limit order to sell, it went well above it. The buyer’s bid to buy was sometimes a full dollar above my limit order to sell on a roughly $2 option, and a real trade happened at that price above what I was asking. Every single one of my substantially profitable fills on sales of UVXY puts occurred at prices above my limit asking price, usually well above. To me, that’s the very definition of “trading through.”
Obviously, you think I am missing something here, and of course I might be. If you want to continue this exchange by private message, feel free to message me.
I think the answer to this is looking at returns after autotrading begins, which I have urged C2 to implement and highlight. I hope to have good returns going forward at reasonable drawdowns, but no one expects the kind of returns that I achieved in the last 83 days. Indeed, as I noted above, it’s extremely unlikely I can achieve the 0.85% a trading day returns that I achieved when I was not selling UVXY puts in transactions that bother you.
Good luck going forward!
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If you used market orders instead , would you have achieved the same results ? If no then you have taken advantage of C2 matching algorithm and therefore these results cant be replicated in subscribers live accounts .
wow, the couple of best profit trades of your system came from the short of 28-32 thousand of uvxy put contracts, on SAME DAY. holy moly. Do you even trade in real account like this?
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The trading record (as adjusted by C2) shows that I shorted 28.156 option contracts twice on the same day, and closed them out within the hour. That’s 28 contracts twice, not 28,000 contracts twice.
So no, I have never–and never would–short 28,000 contracts once, let alone twice, in any actual or hypothetical trading portfolio.
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HI, I am sorry, it’s my fault for misreading the numbers: it’s decimal, not comma! Thanks for explaining! It all makes great sense now. The timing is incredibly accurate. Amazing system, I would say.
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