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bretskigretzky t1_ja4e944 wrote

Reply to comment by golfdude1971 in What TLT Won't Do – Probably by manishmehta71

I use 840,000 as an indicator of risk - you’d hate to be assigned that.

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manishmehta71 OP t1_ja6k2gc wrote

TLT is one of the 600 tickers you can trade. I have same kind of data for SPX since 1962 when SPX started trading. I think 60 years covers all kinds of markets. I have had extremely good success with SPX using this strategy.

You are right that individual tickers, ETFs will have more risk than indices. For TLT never lost since 2002 equates to 1 in 5,040 chance and for SPX never lost since 1962 equates to 1 in 1 in 15,120 chance.

Plus this strategy is for short term trading only. 40 expiry days or less. It is not for short term trends or investing. So bear or bull markets are less important but daily volatility is.

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bretskigretzky t1_ja6pb7g wrote

60 years and multiple interest rate regimes will spit out nonsense. Way to train your ML with a scope as broad as your balls - you gotta have stones to take on unpaid risk like that and say that the past is a predictor of the future.

God speed

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golfdude1971 t1_ja6re4y wrote

On the contrary 60 years will spit out the most conservative scenario. More history equates to more worst case scenarios.

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