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Jack,
would you mind sharing additional data like the usual "Performance Summary"
or something with more detail? I was considering OB but kept hearing about
potential DD. Have not made a decision yet.
Thanks!
IndexTrader
----- Original Message -----
From: "jack zaner" <jzaner@xxxxxxxxxxxx>
To: "Omega List" <omega-list@xxxxxxxxxx>
Sent: Friday, February 21, 2003 3:47 PM
Subject: $SPX vs. ES in Oddball
> I have noticed, through the months that I have traded a variation of OB,
> that results when using cash prices ($SPX) vs. e-minis are consistently
> better with cash. The profitable cash trades are about 30% larger than
the
> identical signals for e-minis; the losers are about 40% less for cash than
> the e-minis (exclusive of commissions). Obviously the choice of trading
> vehicle can be the difference between a winning outcome vs. a losing
> experience, even though the trades are triggered identically. The more
one
> trades, the bigger the difference of final cumulative outcomes. Cash
S&P's
> and e-minis may look alike, but they are different animals. Unless you
are
> careful, you can turn a winning system into a loser. Try comparing them
> for yourself.
> Regards, Jack.
>
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