Blogs about: Mean Reversion

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EZ Money

largecaptrader wrote 2 days ago: This is a gap fade trade on SPY you can have for free because its not something I want to trade. Som … more →

Tags: Strategy, Research, Trading Strategy, GAP Trading, Fade Gaps, TradeStation Report, optimization report, SPY Gaps

Discretionary Trading Update w/ Butterfly

largecaptrader wrote 4 days ago: I took a lot of positions off including a 4% trade in VXX. Like Ice Cube said, “Today was a go … more →

Tags: Strategy, Signals, Volatility, Profitable Signals, Butterfly, Discretionary Trading, Profits

Butterfly Experiment

largecaptrader wrote 1 week ago: I am currently long 3 butterflys, discretionary trades: VZ July 29/30/31 (Speculative) @ 0.22 QCOM … more →

Tags: Strategy, Signals, Butterfly, Discretionary Trading

July 8, 2009 Signals

largecaptrader wrote 1 week ago: July 8, 2009 Signals … more →

Tags: Strategy

July 7, 2009 Signals

largecaptrader wrote 1 week ago: July 7, 2009 Signals Sorry for the delay! … more →

Tags: Strategy

Discretionary Trade Update

largecaptrader wrote 1 week ago: I went long IBM ($101.12) and VZ ($29.92) in the discretionary book today. Also took off a short INT … more →

Tags: Strategy, Profitable Signals

July 7, 2009 Signals

largecaptrader wrote 1 week ago: July 7, 2009 Signals … more →

Tags: Strategy, Profitable Signals

July 1, 2009 Signals

largecaptrader wrote 2 weeks ago: July 1, 2009 Signals … more →

Tags: Strategy, Signals, Profitable Signals

Discretionary Update

largecaptrader wrote 2 weeks ago: Closed long CVX position. I utilized the 65/70/85 Call Butterfly purchased at 1.55 and sold at 1.80 … more →

Tags: Strategy, Signals, Volatility, Butterfly, Update

Float Like a Butterfly

largecaptrader wrote 2 weeks ago: Mean-Reversion trading is in essence dip-buying. We attempt to buy overreaction or provide in short … more →

Tags: Strategy, Directional Butterfly, dip buying, Options, Butterfly

June 26, 2009 Signals

largecaptrader wrote 2 weeks ago: June 26, 2009 Signals Update to Performance: Performance BA is in a significant drawdown, there was … more →

Tags: Strategy, Signals

Discretionary Book Update

largecaptrader wrote 3 weeks ago: WMT closed @ 48.92, +1.01%, 7 days QQQQ closed @ 36.26,+ 0.97%, 7 days GE closed @ 12.05, +4.00%, 8 … more →

Tags: Strategy, Signals, Volatility

June 17, 2008 Performance

largecaptrader wrote 1 month ago: Additional longs, mostly in the financial sector were taken on the Systematic Side showing mixed res … more →

Tags: Strategy, Signals

June 16, 2009 Performance

largecaptrader wrote 1 month ago: So I haven’t really come up with a suitable method for posting performance. The current strate … more →

Tags: Strategy, Signals

June 16, 2009 VIX Trade

largecaptrader wrote 1 month ago: I wanted to post these quickly before the close and will edit with explanation afterwards. My mean-r … more →

Tags: Strategy, Signals, Volatility

Explanation of LargeCapTrader Core Strategy

largecaptrader wrote 1 month ago: This post will serve as a general explanation of the core strategy and the explanation behind it. In … more →

Tags: Strategy

DEAD HORSES AND BRICK WALLS2 comments

ihavenocluedou wrote 4 months ago: One trade all day, that’s it on the executions front.  Did more work on some other ideas, not … more →

Tags: daily activity, Trading, Systems, Trading systems, futures, Risk Management, S&P 500, Strategies, Ideas!

Mean Reversion - Giants, Titans

underdogtheorem wrote 7 months ago: Unrelated to the Underdog Theorem, just an NFL point spread thought to share while we wait for Seaso … more →

Tags: Wall Street, NFL, Titans, Giants, revert to mean, Investing


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