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testing tighter stops - early results mixed

started testing tighter stop losses today.

goal: reduce avg loss from $660 to $600.

early results: mixed.

the change
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old stops: -150% of credit received

example: sell $2.00 credit spread, stop at -$3.00 loss (-150%)

new stops: -140% of credit received

same $2.00 spread, stop at -$2.80 loss (-140%)

difference: $0.20 tighter stop per spread

monday 7/10 trades
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trade 1: SPX put spread

  • entry: sold for $2.15 credit
  • old stop would’ve been: -$3.23
  • new stop: -$3.01
  • result: stopped out at -$3.01

old system: would’ve stayed in position (hadn’t hit -$3.23 yet)

new system: stopped out earlier

what happened after stop:

  • position continued against me
  • would’ve hit old stop at -$3.23 anyway
  • saved: $0.22 per contract = $22 total (10 contracts)

good test. tighter stop worked.

trade 2: TLT call spread

  • entry: sold for $1.85 credit
  • new stop: -$2.59
  • result: +$0.93 profit (closed at 50%)

no stop hit. clean winner.

trade 3: IWM put spread

  • entry: sold for $2.40 credit
  • new stop: -$3.36
  • result: stopped out at -$3.36

the problem with this one:

position bounced back after i got stopped.

if i’d used old stop (-$3.60), would’ve stayed in and eventually profited.

estimated cost of tighter stop: -$240 (would’ve been +$120 winner)

today’s net
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trade 1: -$301 trade 2: +$93 trade 3: -$336

total: -$544

first red day in july. sucks.

the analysis
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tighter stops:

  • saved $22 on trade 1 (worked)
  • cost $360 on trade 3 (got whipsawed)

net impact: -$338 worse than old stops would’ve been

sample size issue
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can’t conclude anything from 1 day.

need 20-30 trades minimum to know if -140% stops are better than -150%.

what i’m doing
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continuing with -140% stops for 2 more weeks.

tracking:

  • how often new stops save money
  • how often new stops whipsaw me out

after 30 trades, will compare to historical -150% stop data.

july update
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goal: +$3,500

current: +$1,286 (-$544 today brought me down from $1,830)

remaining: +$2,214 in 3 weeks

still doable but today hurt.

A. update
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saw her sunday night.

cooked together (pasta, she’s teaching me).

still haven’t brought up the fantasy.

came close after sex but chickened out again.

she asked: “is everything ok? you seem like you want to say something”

me: “nah, just thinking about trading stuff”

her: “ok, you know you can tell me anything right?”

me: “yeah i know”

i’m a pussy. she literally gave me opening and i didn’t take it.

mental state
#

frustrated by today’s losses.

frustrated by lack of confidence with A.

know both are fixable:

  • trading: more data needed on stops
  • A.: just fucking tell her the fantasy

easier said than done on both.

tomorrow’s plan
#

continue testing -140% stops.

aim for 2-3 trades.

focus on quality entries (vol detection, correlation checks).

maybe tell A. the fantasy tomorrow night when she comes over.

probably won’t. but maybe.


3:25am tuesday. first red day in july. testing tighter stops, early results mixed. need more data. still a pussy about fantasy.

-AK

Related

lost one, saved three - vol detection paying off
thursday was rough but could’ve been way worse. what happened # thursday 6/8: TLT put spread: -$315 (stopped during bond market dump) account: $341,720 → $341,405 lost $315 on one trade. sucks but manageable.
analyzing profit factor - why 2.1 isn't good enough
been tracking profit factor for 2 months. current: 2.1 sounds good. but it’s not good enough. what is profit factor # profit factor = gross wins / gross losses
july day 1 - small win to start month
first trading day of july (markets closed friday for july 4th weekend). up $215. sunday 7/2 trade # SPX put spread: +$215
hit june goal - $3,285 total
june goal: $3,000 actual result: $3,285 fucking crushed it. final week trades # friday 6/23: IWM put spread: +$245 monday 6/26:
week 3 done - $485 away from june goal
june week 3 finished. up $1,100 for the week. best week yet. week 3 trades # monday 6/19:
week 2 review - staying consistent
june week 2 done. up $635 for the week. week 2 trades # monday 6/12: GLD put spread: +$340 tuesday 6/13: