SPX
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 = 31.69 / sqrt(52) = 4.39%
With this data, from my calculations, when EV > VIX, there were a 89% 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 - 4305
BOT - 3942
Lets look into an iron condor oppotunity for trading:
4300Call Sell - 4325Call Buy
3950Put sell - 3925 Put buy
This is giving us at the current moment a 0.29 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% * 0.29 - 11%*1 = 14.81 ROI 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 = 31.69 / sqrt(52) = 4.39%
With this data, from my calculations, when EV > VIX, there were a 89% 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 - 4305
BOT - 3942
Lets look into an iron condor oppotunity for trading:
4300Call Sell - 4325Call Buy
3950Put sell - 3925 Put buy
This is giving us at the current moment a 0.29 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% * 0.29 - 11%*1 = 14.81 ROI 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/
إخلاء المسؤولية
لا يُقصد بالمعلومات والمنشورات أن تكون، أو تشكل، أي نصيحة مالية أو استثمارية أو تجارية أو أنواع أخرى من النصائح أو التوصيات المقدمة أو المعتمدة من TradingView. اقرأ المزيد في شروط الاستخدام.
🔻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/
إخلاء المسؤولية
لا يُقصد بالمعلومات والمنشورات أن تكون، أو تشكل، أي نصيحة مالية أو استثمارية أو تجارية أو أنواع أخرى من النصائح أو التوصيات المقدمة أو المعتمدة من TradingView. اقرأ المزيد في شروط الاستخدام.