XLF / TBT Update


27% profits every 20 days?

This is what Nic Chahine averages with his options buys. Not selling covered calls or spreads... BUYING options. Most traders don't even have a winning percentage of 27% buying options. He has an 83% win rate. Here's how he does it.


The XLF/TBT pair model has produced a nice equity curve during the recent market turmoil but now appears a bit overextended.  Recent gains have pushed the curve well above the R Squared line and current signals should be considered cautiously.  There are 2 ways to trade this model, one using Z score band reversals and one using zero line crosses.    The zero line cross system has produced 2 losing trades out of 23 in the last  6 months, the same as the Z score reversal system…. the difference being a 90% linearity of the zero cross system and and 42% P&L… lower risk, but lower net yield.  Note that the 4/15-5/11 trade loss can be traced to a violation of the projected 9 day excursion limit.


27% profits every 20 days?

This is what Nic Chahine averages with his options buys. Not selling covered calls or spreads... BUYING options. Most traders don't even have a winning percentage of 27% buying options. He has an 83% win rate. Here's how he does it.


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