简单的买入方法。不过 drawdow down 78%+

首先这不是我的发现。只不过看到一个 YouTube video. 然后我 backtest 一下。现以 setup automation to trade it. 

这个 setup 很简单: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 不是开玩笑的。

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

YTD using 1 contract every time:

这是最近几个 trade

2018 down year

2022 down year

Hope it helps!

 

 

 




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所有跟帖: 

How do you test? which framework? Thanks -BrightLine- 给 BrightLine 发送悄悄话 BrightLine 的博客首页 (0 bytes) () 09/06/2025 postreply 11:49:41

你这AI专家也有疏忽的时候?把图像drop到AI问问就行 -jenning- 给 jenning 发送悄悄话 jenning 的博客首页 (45 bytes) () 09/06/2025 postreply 11:54:03

OptionOmega, they have minute data on SPX options. -Westeros- 给 Westeros 发送悄悄话 Westeros 的博客首页 (0 bytes) () 09/06/2025 postreply 12:27:32

谢谢分享! -*江南雨*- 给 *江南雨* 发送悄悄话 (0 bytes) () 09/06/2025 postreply 13:13:07

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