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Hello jack,
What vehicle do you use to actually trade the cash $SPX?
Friday, February 21, 2003, 5:47:57 PM, you wrote:
jz> I have noticed, through the months that I have traded a variation of OB,
jz> that results when using cash prices ($SPX) vs. e-minis are consistently
jz> better with cash. The profitable cash trades are about 30% larger than the
jz> identical signals for e-minis; the losers are about 40% less for cash than
jz> the e-minis (exclusive of commissions). Obviously the choice of trading
jz> vehicle can be the difference between a winning outcome vs. a losing
jz> experience, even though the trades are triggered identically. The more one
jz> trades, the bigger the difference of final cumulative outcomes. Cash S&P's
jz> and e-minis may look alike, but they are different animals. Unless you are
jz> careful, you can turn a winning system into a loser. Try comparing them
jz> for yourself.
jz> Regards, Jack.
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Best regards,
Roger mailto:mailrs@xxxxxxxxxx
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