SPY
9 - 13 May
The weekly VIX -> Volatility Index for S&P 500 index
VIX = 30.2
In this we have to standard it for weekly session
30.2 / sqrt(52-> 52 weeks in a year) = 4.19%
My historical product is telling me with 1.5x coficient that the expected movement for this week
E Volatility = 31.3 / sqrt(52) = 4.34%
With this data, from my calculations, when EV > VIX, there were a 90% chance that the market
stay within the bottom and top created with the ranged from the E Vol
So for next week this range for us is going to be
TOP - 429
BOT - 394
Lets look into an iron condor oppotunity for trading:
429Call Sell - 432Call Buy
394Put sell - 391 Put buy
This is giving us at the current moment a 0.32 expectancy
So taking into account from 1166 weekly candles, that 89% of the times the market stay within our top/bot channel,
Our profit margin would be 89.4% * 0.32 - 10.6%*1 = 18.6ROI after 100 trades
9 - 13 May
The weekly VIX -> Volatility Index for S&P 500 index
VIX = 30.2
In this we have to standard it for weekly session
30.2 / sqrt(52-> 52 weeks in a year) = 4.19%
My historical product is telling me with 1.5x coficient that the expected movement for this week
E Volatility = 31.3 / sqrt(52) = 4.34%
With this data, from my calculations, when EV > VIX, there were a 90% chance that the market
stay within the bottom and top created with the ranged from the E Vol
So for next week this range for us is going to be
TOP - 429
BOT - 394
Lets look into an iron condor oppotunity for trading:
429Call Sell - 432Call Buy
394Put sell - 391 Put buy
This is giving us at the current moment a 0.32 expectancy
So taking into account from 1166 weekly candles, that 89% of the times the market stay within our top/bot channel,
Our profit margin would be 89.4% * 0.32 - 10.6%*1 = 18.6ROI after 100 trades
🔻Website: hercules.money/
🔻Blog: hercules.money/blog/
🔻Telegram : t.me/hercules_trading
🔻Trader Psychology Profile – thelumenism.com/
🔻Blog: hercules.money/blog/
🔻Telegram : t.me/hercules_trading
🔻Trader Psychology Profile – thelumenism.com/
Penafian
Maklumat dan penerbitan adalah tidak dimaksudkan untuk menjadi, dan tidak membentuk, nasihat untuk kewangan, pelaburan, perdagangan dan jenis-jenis lain atau cadangan yang dibekalkan atau disahkan oleh TradingView. Baca dengan lebih lanjut di Terma Penggunaan.
🔻Website: hercules.money/
🔻Blog: hercules.money/blog/
🔻Telegram : t.me/hercules_trading
🔻Trader Psychology Profile – thelumenism.com/
🔻Blog: hercules.money/blog/
🔻Telegram : t.me/hercules_trading
🔻Trader Psychology Profile – thelumenism.com/
Penafian
Maklumat dan penerbitan adalah tidak dimaksudkan untuk menjadi, dan tidak membentuk, nasihat untuk kewangan, pelaburan, perdagangan dan jenis-jenis lain atau cadangan yang dibekalkan atau disahkan oleh TradingView. Baca dengan lebih lanjut di Terma Penggunaan.