Sunday, May 8, 2011
Weekly Income Trader system
This is just a quick note about a BRAND NEW video
Mikhail Borisov has done about RISK. It will
really get you excited.
Mikhail’s colleagues decided to put his new Weekly
Income Trader system to the test. They went back
through the historical data for the past 20 years
to see just how risky it is to sell “naked” index
options.
They went through the S&P 100 for the past 20
years to look for any time the market has closed
up or down 4%, and they couldn’t believe their
eyes.
Click here to watch the NEW Weekly Income Trader
Risk Management video.
http://weeklyoptionsincometrader.com/disaster-factor/?aff_id=701
Here’s what Mikhail’s colleagues discovered:
Almost 95% of the time, the market does trade
within a very narrow range. However, once or
twice a decade, there will be a month or two of
extreme volatility when a smart trader would
simply step aside.
For example, in the 10 years from January 1990
through the end of 1999, the OEX closed 4% above
or below its opening price exactly ONCE. This was
on October 15, 2008, when it soared 4.56%.
The next 10 years, the market was volatile at the
beginning and end, but it was as placid as a
mountain lake in the middle. In 2000, 2001 and
2002, the OEX traded closed above or below the 4%
threshold 12 times–an average of 4 times per year.
Not too bad.
In the 5 years from January 2003 through August
2008, the OEX closed above or below 4% of its
opening day price ZERO times.
Click here to watch the NEW Weekly Income Trader
Risk Management video.
http://weeklyoptionsincometrader.com/disaster-factor/?aff_id=701
What about apocalyptic scenarios… 9/11-type
disasters?
Well, the terrorist attack on 2001 didn’t even
come close to the 2008 sell-offs.
On September 17, 2001, the OEX opened at
529.10–down from its close on September 10th of
558.58. It closed at the same price (529.10) for a
total loss of 29.48 points over the 10th. That’s a
loss of 5.27%.
If you held one OEX options contract, that would
represent a loss of $2,948. It’s a huge loss, to
be sure, but one that would have to be balanced by
the many more winning positions you potentially
held in the past.
At that point, either you or your brokerage would
close out your position, locking in your loss.
The conclusion: Using Mikhail’s system, you can
have losses – just as he had 3 losses of around
$650 each in 2009. Yet, these are more than offset
by the 98% to 100% winners!
Trading like this—scientific trading—is really a
numbers game.
You lock in winners week after week, month after
month, year after year… and these outbalance the
once-a-decade catastrophes that post big losses,
like 9/11 or the 2008 crash.
Click here to watch the NEW Weekly Income Trader
Risk Management video.
http://weeklyoptionsincometrader.com/disaster-factor/?aff_id=701
Best wishes,
Steve Parker
Mikhail Borisov has done about RISK. It will
really get you excited.
Mikhail’s colleagues decided to put his new Weekly
Income Trader system to the test. They went back
through the historical data for the past 20 years
to see just how risky it is to sell “naked” index
options.
They went through the S&P 100 for the past 20
years to look for any time the market has closed
up or down 4%, and they couldn’t believe their
eyes.
Click here to watch the NEW Weekly Income Trader
Risk Management video.
http://weeklyoptionsincometrader.com/disaster-factor/?aff_id=701
Here’s what Mikhail’s colleagues discovered:
Almost 95% of the time, the market does trade
within a very narrow range. However, once or
twice a decade, there will be a month or two of
extreme volatility when a smart trader would
simply step aside.
For example, in the 10 years from January 1990
through the end of 1999, the OEX closed 4% above
or below its opening price exactly ONCE. This was
on October 15, 2008, when it soared 4.56%.
The next 10 years, the market was volatile at the
beginning and end, but it was as placid as a
mountain lake in the middle. In 2000, 2001 and
2002, the OEX traded closed above or below the 4%
threshold 12 times–an average of 4 times per year.
Not too bad.
In the 5 years from January 2003 through August
2008, the OEX closed above or below 4% of its
opening day price ZERO times.
Click here to watch the NEW Weekly Income Trader
Risk Management video.
http://weeklyoptionsincometrader.com/disaster-factor/?aff_id=701
What about apocalyptic scenarios… 9/11-type
disasters?
Well, the terrorist attack on 2001 didn’t even
come close to the 2008 sell-offs.
On September 17, 2001, the OEX opened at
529.10–down from its close on September 10th of
558.58. It closed at the same price (529.10) for a
total loss of 29.48 points over the 10th. That’s a
loss of 5.27%.
If you held one OEX options contract, that would
represent a loss of $2,948. It’s a huge loss, to
be sure, but one that would have to be balanced by
the many more winning positions you potentially
held in the past.
At that point, either you or your brokerage would
close out your position, locking in your loss.
The conclusion: Using Mikhail’s system, you can
have losses – just as he had 3 losses of around
$650 each in 2009. Yet, these are more than offset
by the 98% to 100% winners!
Trading like this—scientific trading—is really a
numbers game.
You lock in winners week after week, month after
month, year after year… and these outbalance the
once-a-decade catastrophes that post big losses,
like 9/11 or the 2008 crash.
Click here to watch the NEW Weekly Income Trader
Risk Management video.
http://weeklyoptionsincometrader.com/disaster-factor/?aff_id=701
Best wishes,
Steve Parker
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