Buyer Be Ware: "Cool Trading" Stats Grossly Inflated & Incorrect


For the seek of future subscribers, can you please look into (and correct) the following system:

The stats reflected on the system for the trade made on 6/23 is miscalculated and grossly inflated to the benefit of the developer and to the detriment of potential subscribers. Based on the movement of the underlying stock itself (TSLA–around 193-197…to the downside at the period of the trade) and its deriving option (205 call option expiring 6/24 - just a day away) on this specific date and time of the trade, this trade should actually have been a loss and not the grossly inflated gain (almost 900%) on the positive side as shown by the stats. Also note, that the same developer had another similar trade in his other system ( - Day Trading Master) at a slightly different strike price (200, also a Call option), which shows a very minimal gain, relative to the one shown for the referenced 205 call option on the first system (Cool Trading). Also the exit price or "closed out"premium for the 205 call option is much greater (almost 3x) than the 200 call option, although the developer closed both positions out at relatively the same time, which makes no sense whatsoever. Not sure where C2 got the $1.78 close out premium for the 205 call when the 200 call was no more than 0.60-65 at the time of the 205’s position’s exit (and when the stock was actually going down and making all call premiums less valuable as the developer kept “Martingaling” and doubling down on the more “salvageable” 200 call option.)…

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Yes, that was a bad tick. I’ve cleaned the data and recalced the equity curve. Thanks for the heads-up.


Unfortunately that “bad tick” allowed the developer to trade with funds for his subsequent trades that he would not have had if it wasn’t for the incorrect tick on the initial trade. Again, that initial trade should have been a big loss ( with TSLA actually going down from some $195 to some $193 —deluding the premium on the 205 call option from developer’s $0.25 entry price to about half), and with the developer not having any more funds to “double down” so there would been no chance for him to recover the losses as the stock continued to go down. I am not sure how you can fix this because again all the subsequent trades with funds that developer used thereafter should be null and void. For example, the developer could not have the $12500 or so in his account for his very next trade that he was was able to continue to double down and make a 10K profit from.