DNA Backtest of LTB vs. PCCRC

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I am sorry that I cannot always make the chart small enough to fit neatly on the left column. I want you to be able to see the details I want to point out.


I Hope this helps,


Juan

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First of all, this is not an endorsement or a rejection of any trade strategy. I am simply exploring a possible situation in which the LTB may be useful. To me, the different strategies people like to share are best applied to narrow situation, tested in such narrow situations, and if they work then one may become a specialist, creating a system that could be reproduced with success again and again.

In that spirit, it occurred to me that stocks that jump more than 30% in one day, usually go sideways for a while, and then eventually rally or collapses strongly again. BUT I wanted to see if I could capture the original sideways motion and then modify the trade in case of accelerated Delta move. Here is a comparison of a LTB with a PCCRC on DNA, following a strong move up (>30%). Both trades were studies between 3/15/05 and 4/15/05. I am entering the Platinum URL for those who subscribe to platinum.






LTB:

http://platinum.optionetics.com/cgi-bin/platinumv30/op4email.php?trade_name=DNA|Apr05-Jun05|03-14-05|Put|Call™_date=2005-03-14&sym=DNA&num_legs=5&tra0=-10:P05:50.000:1.200:DNA:2005-03-15:47.49900055:FFFFFF:0! :0&tra1=10:D05:55.000:2.800:DNA:2005-03-15:48.92699814:FFFFFF:0:0&tra2=-20:D05:60.000:1.300:DNA:2005-03-15:51.24300003:FFFFFF:0:0&tra3=10:D05:65.000:0.5:DNA:2005-03-15:51.23899841:FFFFFF:0:0&tra4=10:R05:50.000:1.900:DNA:2005-03-15:35.83499908:FFFFFF:0:0

PCCRC:
http://platinum.optionetics.com/cgi-bin/platinumv30/op4email.php?trade_name=DNA|Apr05-Jun05|55|Call|Put™_date=2005-03-15&sym=DNA&num_legs=8&tra0=5:D05:55.000:3.400:DNA:2005-04-08:55.75000000:FFFF99:0:0&tra1=-5:D05:55.000:2.700:DNA:2005-03-15:47.33499908:FFFF99:0:0&tra2=5:P05:55.000:0.600:DNA:2005-04-08:51.38700104:FFFF99:0:0&tra3=-5:P05:55.000:3.300:DNA:2005-03-15:46.97700119:FFFF99:0:0&tra4=-5:E05:55.000:4.700:DNA:2005-04-08:40.45399857:E8E8E8:0:0&tra5=-5:Q05:55.000:1.900:DNA:2005-04-08:40.96300125:E8E8E8:0:0&tra6=10:F05:55.000:4.100:DNA:2005-03-15:38.86299896:99FF66:0:0&tra7=10:R05:55.000:4.400:DNA:2005-03-15:38.23199844:66CCFF:0:0