簡單的買入方法。不過 drawdow down 78%+

首先這不是我的發現。隻不過看到一個 YouTube video. 然後我 backtest 一下。現以 setup automation to trade it. 

這個 setup 很簡單:If QQQ gap down > 1%, long a Delta 60 LEAPS. Target exit 50% profit, or total loss.

我一定要用 bot, between open and close 78% drawdown 不是開玩笑的。

This backtest is using 5% of capital on each trade for last 10yr.

YTD using 1 contract every time:

這是最近幾個 trade

2018 down year

2022 down year

Hope it helps!

 

 

 




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How do you test? which framework? Thanks -BrightLine- 給 BrightLine 發送悄悄話 BrightLine 的博客首頁 (0 bytes) () 09/06/2025 postreply 11:49:41

你這AI專家也有疏忽的時候?把圖像drop到AI問問就行 -jenning- 給 jenning 發送悄悄話 jenning 的博客首頁 (45 bytes) () 09/06/2025 postreply 11:54:03

OptionOmega, they have minute data on SPX options. -Westeros- 給 Westeros 發送悄悄話 Westeros 的博客首頁 (0 bytes) () 09/06/2025 postreply 12:27:32

謝謝分享! -*江南雨*- 給 *江南雨* 發送悄悄話 (0 bytes) () 09/06/2025 postreply 13:13:07

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