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Hi Index: The best summary available would be Mark Brown's on the OB site.
It is comprehensive and in 2000i format. I doen't have e-mini continuous
data so mine would be cut and paste. My e-mini account, with some mistakes
and farting around was still profitable, although nothing close to Mark's
hypo. And yes, the DD is daunting.
Regards, Jack
----- Original Message -----
From: "indextrader" <indextrader@xxxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Friday, February 21, 2003 4:13 PM
Subject: Re: $SPX vs. ES in Oddball
> 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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