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Mini-FIB: that performance!


Today, the FIB system has suffered a loss - as absolutely safe operation of the system - by virtue of the acceleration of the S & PMib final, but now the situation should be automatically be favorable in the case of more lift, both in case of abrupt descents: and that is what I want to get down with the systems in which triggers a favorable spoporzione between potential losses and gains.
In practice, we are left with a Fib losing about 400 points and put options written down. Yet the situation is not worrying whether the market should again bend, and Fib Put out for a quick and overwhelming collected. Should, however, continue to rise, the 5 Call Options 15,500 would begin to have a return that is expected to approach gradually to more than 2 FIB, FIB as saying that for any leaking, there are two who earn ... That's what "protected FIB" At some point you stop not only lose - even against the most glaring errors - but they begin to earn well in the opposite direction!
In the rest of the week we will see how to exploit this situation, but for now I would like you to understand what is happening with a system of this type.

Now a few words about the options: the situation Today is apparently remained unchanged (we have earned the call option purchased what we lost yesterday with Put purchased today), but in reality the situation is much more favorable now here we have the opportunity to earn well in both the case of a large lifts of a sharp downturn. All this as there are exposed to a risk of loss really irrelevant. Is this not enough? Expect the response in the coming days I hope to show you now some nice "firework" ...

and concluding with the miniFIB: here is "pure entertainment". Already yesterday we bought advantageously options (which, in addition to "ensure tight" are gaining on their own), and today we were able to administer a miniFIB total tranquility that has made virtually all the entire course of the day: the night my signal has proposed to purchase 14,900, but in reality it was purchased even better (14 885 at 9.01). Thanks to our security we held tight to the end and now we find him there to 15,500, with a net gain - which could well be "rounded" tomorrow - of 615 points. The fact is that in just two days we are left with a profit of more than 850 Euro! I am very happy for all those who have followed me in the evening and which will send new signals for today. Hello everyone

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Stop losing money, please!


Fifteen days weather markets were enough to make us forget for months (I mean "years"?) losses and suffering, but now, unfortunately, we're back to reality. Or better: "Unfortunately for those who insist on thinking that the stock market is making gains," forecasts ", and never learns from his mistakes. I
effort to show that the prediction is unimportant, what matters is the system. I know previously that is not ever risk losing too much, even when wrong, sometimes, if anything, I can "risk" to gain too. And, as you'll see happen to you if you will follow me.
Earlier this month I saw pass before me a series of "speculators" (I call them "gamblers" is correct!) contrite and forlorn, all there to cry crocodile tears, the last week many of these characters were suddenly ringalluzziti and resumed churning out "prophecies" with the utmost ease. Evidently those who falls in love with "forecast" never learns from experience ...
Come to us. Today, those who had not sold the Put accumulated last week was that of fun. But let us confine ourselves to the comment of the day today as we have seen in the various Cosri week.
OPTIONS: Today we have 18,000 base compreto 3 Call April at an average of 60 points, closing of which were worth 24, but this, as we saw last week, is not a problem. For those who understand this Options small losses should be evaluated in absolute terms (and therefore this is a few points), but gains - are not limited - it pays a percentage.
MINI-FIB: daily gain of 425 € (413 € net of fees, 3 € per contract). Gain achieved with the only options, since it has not been handled the miniFIB.
FIB: Buy the 5 Call and Put 5 (all under 15,500) which is intended to provide greater protection for 2-Fib, and also made 60 points (300 € profit) to the Future; overcome the most difficult phase, ie the purchase Options.

This evening we will have more statements outlined. I wait here on www.sisbor.blogspot.com. Hello everyone.

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Enrolment: Options for daily reports, Fib, miniFIB. Guarantee Win or renovated "

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Minimum capital, low risk, high earning potential



Subscribe now to the practical course that interests you. You can now do your testing and your checks "on the table" for specific evidence to demonstrate the goodness and effectiveness of the methods is not in fact necessary to make real-operability. Subject to safeguards and limits such as mathematics, which remain valid and immutable, can not be given certainty of income, especially in the short and very short period (I am certain, however, the values \u200b\u200bfor the "maximum theoretical risk").
These practical courses are currently planned:



signals for Options; formula "Win or renovated"
(week of scholarship: from 30 March to 3 April)

Cost: € 60 (equivalent to € 50 + VAT)
warranty: free replacement if the profit is less than 250 €
Duration: 5 days (Monday to Friday)
Capital required: $ 1,000
Risk theoretical maximum: $ 1,000 maximum estimated risk
: 500 Euro
Order Entry: once
daily communication signals: mail (at night)
Frequency Gain: 1 / 2
Expectations of gross earnings: 50% (250 €)



signals for miniFIB; formula "Win or renovated"
(week of scholarship: from 30 March to 3 April)

Cost: € 96 (equivalent to € 80 + VAT)
Warranty: free replacement if the profit is
less than 500 € Duration: 5 days (Monday to Friday)
necessary capital: 5,000 Euros
Risk theoretical maximum: 5,000 Euro Risk
estimated maximum: $ 1,000
Order Entry: once a day
communication signals: mail (at night )
Frequency of gain: 2 / 3
Expectations of gross earnings: 50% (500 €)



signals to the FIB; formula "Winner Refurbished or "
(week of scholarship: from 30 March to 3 April)

Cost: € 240 (equivalent to € 200 + VAT)
Warranty: free replacement if the profit is less than € 1,800
Duration: 5 days (from Monday to Friday)
Capital required: $ 20,000
maximum theoretical risk: Risk
estimated maximum $ 20,000: 3,000 Euro
Order Entry: several times during the day
communication signals: SMS (with 5 minutes early)
frequency gain : 2 / 3
Expectations of gross earnings: 60% (1,800 €)



General

I think I've ever had the good habit of not promise more than I can maintain and, above all, to explain very clearly the limitations and risks of all my investment methodology.

Given that all the strategies I suggest are always faithful to my motto "risk very little to gain," is still understood that everything is relative and there are no investments (much less high performance) that involve a "zero risk".

Beyond any moral consideration, I must emphasize that the first great capacity for those who wish to speculate intelligently (rather than engage in a "gambling" in disguise) is to always use and only a small part of the potential for a total of transactions on financial derivatives.

On the other hand they are tools that have very high revenue potential, and therefore there is no reason to bind the figures which could be any loss of injury to a quiet continuation of operations or, still less to serenity of its economic size.

the undersigned, hereby disclaims all responsibility, including teaching only in respect of who should decide to use the proposed strategies in a manner inconsistent with these recommendations.

Finally I want to stress that my systems have been designed and tested platforms Banca Sella and Iw Bank, but can be put into practice at other authorized intermediaries, provided that:

1) No provision is made for "stop loss" automatic
2) is carried off the normal margin between buying options Options and sold, and between Options and Futures (Fib and miniFIB)

also are preferred platforms that enable order entry to the market also closed. The latter requirement is clearly recommended, while the first two are absolutely essential in the sense that the "stop loss" totally undermine the functioning of the systems that provide for the handling of the futures, while failure to compensate for the margins exposes unnecessary (and expensive) unused capital commitments, and thus can significantly alter the amount of money blocked as haircuts.


Details on the terms used

Based on the summarized in the key introductory subscription - weekly - the Practical Course Options for the following features:

1) The above cost for each course is the overall signal for 5 days of operation, except holidays (Monday to Friday 9 to 17.40);
2) The "maximum theoretical risk" means the maximum loss mathematically conceivable, which is usually much larger than estimates based on more realistic. In practice, the key parameter is the "estimated maximum risk." This means that in no case in the world you can lose more than the "maximum theoretical risk", and anyway it is very difficult to lose more than a specified level, in fact, the "maximum likelihood estimate";
3) The subscription signals will be renewed for free if the strategy does not obtain, during the period, "at least" the minimum profit recorded for each Practical Course;
4) The insertion orders for options and miniFIB occurs in one solution, preferably in the morning before going to work, and no longer changes throughout the day, and the signals will be sent to the email address supplied by the user at registration; will be sending during the night, but not in time for placement of orders before the start of the session;
5) The order entry for the FIB can instead be made at any time of day and is transmitted via SMS, with 5 minutes in advance;
6) The frequency of gains "shows how many times you close in on average assets (for example, the frequency ½ points to an average a week on two closed positively);
7) "expectation of profit" we mean the average gross earnings over time, calculated on the "estimated maximum risk" and this is obviously the most important reference, while the " frequency "means" many times "is, in general, the sign +, or profit;
8) The value of the" expectation "tries to identify the average return over time is more than possible that a system that earns less frequently These expectations much higher than another who often earn, and vice versa;
9) In the early stages is the "frequency" that the "expectations" are calculated according to guidance estimates, and thereafter will be updated instead, for better or for worse, according to statistical evidence emerging from the "history" of public performances of each system.

For further information: vincenzo.carchidi @ libero.it (telephone: 338-2176724)

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Thank you for your attention and good work. Sincerely

Vincenzo Carchidi

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Options - Part 4.a (put into practice the first major Trading Strategies)


The great convenience of using options instead of Fib or miniFIB (at least in their normal version, if no other protection not self-defeating "stop loss") as we have already discussed - at least in broad outline - in theory, but next Monday I'll show you how to carry out the implementation.
Of course, I will encourage those who enroll in my "Practical Course" for the weekly option, but certainly not mean neglecting the normal users of this blog.
In practice, the members will send (via e-mail at night) the pattern of orders to be entered "before" the opening of the market at all, however, will - on this page - the report of operations carried out only "after" closure.
In any case the explanations and comments will remain valid for anyone who wants to learn how to handle ease with these valuable tools for intelligent speculation. For those who wished
freely in turning my operational suggestions I do not tire of repeating some important caveats:
1) My current model is based on a hypothetical capital of $ 10,000, distributed in "tranches" of $ 1,000 per week, equivalent also to the "maximum loss" (rather theoretical: the effect is usually more limited) mathematically possible;
2) Some weeks (and in particular those which fall into the "technical maturity", ie the closing months of the Stock Exchange) are much more speculative and, at the same time, more risky (always within the limits possible loss), others - such as the next - are much more quiet in the sense that the hypothesis of "maximum loss" is actually a large and excessive (but since I like to refer, when possible, not assumptions but to the mathematical certainty, I consider it anyway);
3) The system is designed so as to make it applicable even by those who have a challenging job during the day and then you can place orders just before starting the workday: This raises obviously operating limits, but the aim is also to teach you how to work well even in the toughest conditions, which however should not compromise almost never the success of the strategy;
4) The weekly invitation to use only 10% of available capital (in this case $ 1,000 on the hypothetical 10,000) is based on the fundamental difference that exists between the derivatives and equities, as well as the correct management of the famous "leverage effect": the purchase of an option to obtain unlimited earnings potential (up to 100% of 1000% and more in no time), but it certainly raises the risk of loss in percentage rates (although in no case more than 100%, that is the pure cost of the option itself), so it would be very risky and not very scientific exhibit at the risk, even if they advance, a substantial part of the capital;
5) The policy principles for assessing the goodness of the system should never be the "frequency" of earnings, but their "consistency" and, especially, the relative comparison between gains and losses, then it is clear that the purpose of my "Practical Courses" is not to "earn more", but to get that sopravanzino gains over time - possibly in a resounding - losses, ie the "net profit".
no coincidence that I set the formula that is renewed weekly subscription for free when the budget (provisional) is not sufficiently positive: I'm glad to be paid only when they offer concrete results to those who follow me ... and then this will always be our common goal. Good work!

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Options - 3rd Party


Of one thing we can be reasonably sure (unlike what happens with the Warrants, deadly instruments that tell a lot about the "protection of investors that "...): Options S & PMib, at least on based on the most traded market, are almost always a "right" price, which is well calculated on the basis of criteria already mentioned: base, weather volatility.
I say "almost always" because the exception tends to occur in phases when markets are particularly subject to abrupt and sudden acceleration, but even this is a topic that we can not deal with due care.
It 's time, however, to give a major advance for many (virtually all) workers who move effortlessly Futures (Mini-Fib and Fib) without protecting yourself with the options: the preferred futures "discovered" at the Options is an unequivocal sign a vocation to the ruinous gambling, that does not find any reasonable justification in reality.
As I said, I am not saying that the Futures - provided that they are always adequately "protected" - are useless, just simply say that if one wants to do, however, very speculative trading "simple" operation with the options and Ran far more convenient. For at least 3 reasons:

1) The risk of maximum loss is limited - by definition - the sheer cost of purchasing options
2) The ability to gain unlimited remain
3) At constant liquidity committed you can earn much more, risking much less ...

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Options (2nd part)

OPTIONS S & P MIB - We have therefore seen that the futures are a bet most basic: lots of money if you pick, so you lose if you mess up in practice, to 1,000 points in the right direction makes 1,000 points, make as many in the wrong direction means lose as much. Commissions aside, it would be a gamble "fair" (in reality is not so because in the proposed sale and proposal to buy we are always at least 5 ticks of difference and that is a far more expensive cost of fees).
The reality suggests the opposite: most of the alleged gamblers lose, and lose much more than suggest a simple mathematical probability, but this is not the right place to investigate this situation.
When we are interested to focus on another fact: the fact that there are tools in which a motion to guess when I earn 1,000 points, maybe 500, on the other hand, when you miss the 1,000 points it lost only 100.
seems impossible, and instead these tools exist and have a precise name: Options!
understand the concept? Understand the difference between Futures and Options: The Future is a "neutral" behavior that has a "symmetric" in the sense that it gives you so much in a situation, so it takes away in the opposite situation. Instead, the options have a behavior "asymmetrical", that they give you, basically, a lot more than I remove in the opposite case, and, instead, they take away less than you would have earned in the opposite case.
's not all: in case of extreme situations (strong sharp declines or increases) the wrong option at best tends to zero, while the right one can multiply its value with no limit.
these circumstances, would seem incredible that someone may prefer to Futures Options (and much of "is" incredible), but I would not go so long: the Futures have a number of advantages over (or disadvantages less) in some particular market situations, as we will see later (much later). What's really amazing is that the vast majority of operators use the Futures "no" options, thus taking a number of disadvantages heavy and unnecessary risks.
But to come to understand fully the meaning of my statements, you should gain some confidence prior to the Options.
start with the simplest things: the acquisition of Options.
When I buy an Option I take a maximum risk equivalent to its cost, in the sense that the worst thing that can happen is if you clear the same, however, I have no limit as regards the possible gain.
In practice, an option I buy an "unlimited possibility to gain" on payment of a certain price or "premium", who sold it to me, by contrast, collects a "prize" but it becomes " possibility of unlimited loss. "
the option price is decided, in fact, the market, according to the calculation (not always perfect) the "likelihood" that the option has to generate earnings.
The probability - and hence the price - is basically calculated in relation three parameters: the basic option, the volatility, the time remaining to maturity.

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Options: the highway to wealth!


Last year I published an e-book with this title, which I think is very timely especially now that the great crisis has wiped out all the "magicians" of forecasts and analysis techniques .
probably update it on a new publication, but in the meantime, as I promised, will resume beginning the discussion on derivatives, hoping to be clearer and more direct for the (many, very many!) Newcomers, eager rightly to understand and learn.
This time it really part from "absolute zero" but the concepts that I prepare to exhibit will be useful to those who already know these tools. Will use terminology that is absolutely perfect, but easy to understand.
Follow me carefully.

INDEX S & P MIB - My operations on derivatives is now speaking to the Italian market and, specifically, the top 40 national titles in the bag. The S & P Mib is a number that arises from a complex mathematical calculation, which we do not care about the details, and represents the "value" of all these 40 stocks. At this time this value is placed at (approximately) 15,000 points.

THE BET India - Useless, in my opinion, the use of hypocritical and misleading euphemisms. Although their original purpose was anything but an entirely different purpose and value, the derivatives are generally used to make the real "bets" on the rise or fall on the so-called "below" that, in our case, is precisely , the S & P Mib.

THE FUTURE (FIB and FIB-MINI) - The easiest way to "bet" (in the worst sense of the word!) Consists of the Future. To bet on the "up" just "buy" a Future; to bet on the "bottom" is enough to sell it. The bet, in fact, can be done either upward or downward: in turn, the Future is can earn (or lose), equally in all market conditions. By itself, the "bet" is to predict the value of "future" (in fact, Future) S & P Mib index on the date of expiry of the Future itself, which always falls on the 3rd Friday of March, June, September and December . In fact, the futures market is so "liquid" that the purchase and sale can be made at any time, and each transaction can be closed (with the operation of opposite sign) at any time ever. In practice, the futures have a quarterly basis, but in fact can be used (as in fact almost always the case) even for a few hours or a few minutes. The operation begins with a purchase or a sale and can be closed, respectively, with a sale or a purchase, or can be brought to an end (but is increasingly rare), and in that case, the closing takes place automatically index ratio on the opening day deadline.
When operation opens and closes the same day we calculate the difference between the purchase price and the sale and the difference is credited (or charged) after the close of the session on the appropriate "Income Derivatives" opened at a authorized intermediary (and tools) to provide this service.
when the future remains open after the session, it will still be compensated by the "reference price", ie the index value calculated on the average of the last minutes of trading (currently the trading hours are from 9 am to 17.40, or a little later than the close of the stock market). In any case, the counting and the implementation of charges / credits are played on the same day. The amounts are always to be understood and liquids available.
In theory (we will see that in practice is not necessarily so) the creation of a Future involves "blocking" automatic liquidity on account of a large derivatives, without which you can not do this.
When the transaction closes, the cash is automatically unlocked. If the transaction produces a gain no problem (anzi!), but if it generates a loss, there is a risk of going off the side "while the future is still open in that case the Bank is entitled to request 'immediate integration of the amounts required or, failing that, forced to close positions. This information makes it necessary right now, as it is always good practice to distinguish between capital invested and available capital.

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If you fail you lose little, if you pick strategic gains!


Tomorrow will close at 9.10 - to coincide with the official opening of the S & PMib - the month of March 2009 stock.
Our first week of operation, without too many bumps, gave us a profit of 71%, the second (the one I presented as "dangerous") a loss of 45% ... always on a capital of 1,000 Euro. Taking a rough summation
we would still have a decent gain (26% in two weeks scarce), a percentage of profits on which any person would not but a hundred signatures!
But the point is this (and maybe it's just from thinking I'm going to do that you can penetrate the wonderful world of options).
The point is that the first week has been "normal" and the second week has been "terrible" in the sense that we were never in the game: we have focused on the fall and instead there was only a continuous rise and vigorous. Yet not only in the week "terrible" We lost a lot less than we earned in the week "normal", but, more importantly, we never risked a single cent more than the amount lost.
But what I mean spectacular highlight is this: if instead we were made to put downward to upward, we would not have won 45%, but perhaps - with a little 'luck - even 450%, ten times much.
So let's put it this way: you play "heads or tails" knowing that when you lose more than 45 wrong guess and when you can earn 450 or even more?
not know about you, but I will play ... fact: I play!
I explain more tomorrow. And Indeed I take this opportunity to give you some news that probably looked forward to: the theoretical Blog started from scratch, and more specifically the tool more "elementary" the wonderful world of derivatives, namely the FIB (and the Mini-Fib). This time I swear that I will make you understand step by step every single movement.
And soon you will realize that these early days were not tiring at all useless ... See you tomorrow

Vincenzo

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Difficult but not impossible ...


Dear Friends, meanwhile
Please note that I finally managed to realign with the answers to your many comments and very welcome. Therefore, going back you will find the answers that I was not physically able to give you a few days ago.
That said, we arrive at the penultimate day of the month (the last for the current system, which has only one entry per day before the opening: Friday morning that possibility there will be no adjustment because the options with your index opening) and we find ourselves in a situation not easy: even today we have not performed any order, and then we are left with the usual 4 Put on the basis of 13,000 that likely will reset.
But, fortunately, we used less than half of our little venture capital, and so we still have a realistic chance to overturn the result.
Later subscribers will send the appropriate operating instructions and will comment tomorrow with the new situation.
In this regard, since I am sensitive to your requests, I think that next Monday will provide to satisfy those who ask me to do simple theory. I have a surprise for you in Serbia ...

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nothing. And time passes by ... 4


Today was not carried out any orders, because they are not touched on expected prices. The 4
put 13,000 in the portfolio that we have written down, despite the slight decline, on the contrary, should have reassessed.
Here: This is the time factor, crucial in these last sessions of the month, much of the "direction".
Eye, though, because we so far employed only a minority interest. And the downside is that we can buy at a price of "seasonal sales".
In short, we still have two front seats (plus an intermission "night") more interesting. The accounts will do them on Friday morning ...
Anyway, tomorrow you will find answers to your previous comments, as well as the operational guide for the new session.

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We Put in the portfolio. And now?

yesterday were four purchase orders executed on March Put under 13,000. For the record, we bought 50, 40, 35 and 30, ie an average of 39.25 points each.
Today we must decide how to use them, and right now I am going to send to abbonatile operating instructions.
But tomorrow evening we will get together here to comment on the evolution of the system in this exciting week.

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Beautiful and dangerous: a week of "three witches"


Week "3 witches": the so called because it contains the Friday of the "three witches".
Apart from the jargon, we care to know one thing, that 20 (3rd Friday of the month) it is due to the Futures and Options (Fib and miniFIB) for the month of March. While
Options expire on the morning (during opening) of "every" month of the stock exchange, futures expire simultaneously only in March, June, September and December. But
dilunghiamoci in the operational details and we only However, taking into account a lot of these deadlines, as it is a particular week, very nice and very dangerous, as previously stated in the title.
When - as here - the options are very close to maturity, in fact, their "time value" is dwindling faster (other conditions being equal), while the "intrinsic value" is changed abruptly.
I realize that this is an incomprehensible terminology for the less experienced, and then explain it all with a very concrete and practical example.
For tomorrow, Monday, March 16th, I will consider two options Mibo, namely the Put and Call in March under 13,000 under 14,500 in March. Wanting to have
venture capital totaling 1,000 euros, I will try to buy (cheap: this is essential!) is that the Put Call to a maximum expenditure of about 500 Euro (equivalent to 200 points: I remember that the cost of Option is obtained by multiplying the number of points for 2.5 Euros, then 200 points cost 500 Euro). Probably not be able to buy them all, but this is the criterion, and then put immediately orders with clearly defined limits of the price.
In this case (is the last day) will inform you here, publicly, and from tomorrow I will send "signals" during the night only to subscribers, subject to publication on the "after" the end of the session.
Obviously I do not recommend an operation to take effective to those who will not subscribe, why not have a good time to follow my system.
Well, in case of future proposals will insert randomly (but not too much!) Based on identical price levels for the Call for 14,500 to 13,000 Put; precisely my orders are for the purchase of a plot for each of the two options, the following values \u200b\u200b(points): 50 - 40 to 35 - 30 - 25, total 180 points, or € 450 for each and / or the other, so that it remains a wide margin for commissions ( 3 to 5 euros per contract).
In practice, if the minimum Option (Call and / or put) is still above 50 points throughout the session did not even buy one, "below" the 50 points I buy one, I buy two under 40, under 35 will buy 3 and so on. In other words, buy all those that are higher than the minimum of the day.
Why do I say "higher" and not "equal." In short, if the minimum of the day should be 25, I will be sure to buy all or not?
No, I will have the "almost" sure, but to be sure the minimum price should be 24, because if it is 25 orders will be executed according to the time of insertion, and therefore preferable, where possible, incorporate them into night, or at least, on the morning early.
Anyway, back to us. Imagine for a moment (but objectively it is unlikely) that tomorrow is the call that the Put 14,500 13,000 touch a minimum of 24 points or less. In this extreme case I
tomorrow night I'll find myself in the portfolio Put 5 Call + 5, and I will have the account $ 100 less fees (30 to 50 euros in total, at current prices).
What if I then leave things as they are?
I tell you now: should I wait to see how it opens on Friday morning, the S & PMib and then wait for its official value (which is usually reported at around 9.10
always the 3rd Friday of the month).
At that moment my options portfolio would Adjusted with the official index, and the points would be calculated as follows:

If the index case, for example, 12,500, each of my 5 Put (Options which are downwards, and become active in this case, down from 13,000 ) will be worth 500 points, ie a difference to the bottom "between the base (13,000) and the actual value of the index (12,500). 5 put worth 500 points each, lead me therefore to collect 2,500 points, and since each point is worth € 2.5, will be credited to my account (2,500 x 2.5 =) 6250 Euro! In contrast, the call will remain strongly out of 5 price (because their value - as options to increase - this would lead to 14,500 and up. But - attention - merely Zero, but would not imply any other loss other than the purchase price already paid for (and even not pay commissions, as they are simply "abandoned").

Now imagine the opposite situation. If the index were worth 15,384 points instead, what would happen? That each of my 5 Call (which are options to increase, in this case they become active from 14,500 and up) will be worth 884 points, ie the difference "up" between the actual value of the index (15 384) and base (14,500 ). Call 884 worth 5 points each, lead me therefore to collect 4.420punti, and since each point is worth € 2.5, will be credited to my account (4420 x 2.5 =) 11,050 Euros! Put this time would be to stay out of the price (because their value - as options to the bottom - it would lead down from 13,000. Again, however, there would be no further spending for Put abandoned.

And what, finally, if the index opening Friday, March 20 remained in the area between a minimum of 13,000 and a maximum of 14,500 points?
Simply you reset both the Put Call, and then the account would remain only 100 euros (at net of fees) remained after the purchase, made Monday, March 16, the 10 options.

From these three hypothetical scenarios (all possible and plausible, especially in times like these) can draw some important considerations:

1) We can not under any circumstances lose more than we have already spent, because the worst possible case is that of a "zeroing" of the Options, and nothing more;

2) We can also increase tenfold (and below) our investment in a few days and without any effort;

3) Works such an operation would be to accept in advance the risk - absolutely practical - to lose almost all of the capital employed (which is why this type of operation implies that capital is only a fraction of the total available for investment at such a high risk.

And that's why I spoken, with good reason, of the week "beautiful and dangerous": great because you can also gains immense (potenizalmente also much higher than the values \u200b\u200bassumed); dangerous because the risk is substantial or almost clear of the capital employed. The fact remains that the risk / return ratio can be considered with greater confidence if, in fact, it takes only a fraction of the total capital ...

But there is still a way to reduce the risk (and also contain well below the maximum allowed) and / or to increase the potential gain, and that is to do some 'trading, ie buying and selling (once a day, before going to work, as the intent of this first training course on options) as required.

I mean it is true that the options (especially away from the base, like the ones we are currently considering) the last week very quickly lose their "time value", and then inexorably tend to depreciate when the market remains stable , but it is also true that enhance very quickly if they approach the value of the base, even without reaching it.

In practice, after a day (or even better a few hours) of operation, the S & PMib moves significantly upward, the call tends to appreciate much, overtaking the erosion due to the passage of time and also the inevitable devaluation of the Put, conversely, if the market falls, the Put would be to take (usually even more markedly) the role of "multiplier" of the investment.

short, a real struggle between "time" and "price", a particular week (as well as each week that include the 3rd Friday of the month, but now even more because the market is subject to fluctuations) because it is much easier straguadagnare (no theoretical limit), but is also much easier to lose (albeit strictly within the prescribed limits).

I do it with great passion, and I will guide you step by step account holders, however, - Against my interest - I think it appropriate to invite those who still do not feel prepared to postpone a possible real operation the following week.

you tomorrow!

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Soon the instructions for the signals, SOS: Comment

Dear Anici,
publish in the afternoon how to join the service signals. Meanwhile I
SOS: I accidentally deleted a comment, without having been able to read and without seeing the sender. I ask the individual to postpone. In the general public to know that I ALWAYS all comments, unless they present a vulgar or illegal content, and a possible lack of publication (which I hope does not happen more) can only depend, of course, by a fatality or a error, just send it back anyway because I lay immediately proceed to restore. Thanks for your cooperation e. .. Waiting for the "second edition". Thanks. A later

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The earnings came to 71% ... in 4 days!




Devil of a Carchidi! Did you see what he managed to combine? The 13,000
Put at 298 has actually sold, and 298 was the highest price of the day! Unbelievable: if I had not seen it with my own eyes (and I also posted on the blog last night) I would not have ever believed.
I must say it was a word he had said there could have been stratospheric profits, and managed to earn us a 71% four days, without making us lose more than a minute to enter orders, once a day before going to work. But this is a godsend!
Not only that, but I figured that 710 Euro match, in fact, 71% of capital committed in 1000, but much, much more capital put at risk, well below the $ 1,000 in any phase of the speculative model.
Maybe it was lucky, but I certainly do not think one of the many charlatans who make empty promises. That's why he wanted his suggestions were always published "before" because "after" are all doing good and useless statistics pompously called "technical analysis". This, my boys, is one that is serious. Think
: I said that from tomorrow he will return in person and we will also make a series of lectures. And Monday will open a book of "operating signals, which will no longer be free (now what was to demonstrate amply demonstrated) but, in return, will be" guaranteed "in the sense that below a certain percentage (notevole!) gain automatically renew your subscription. Evidently
is sure of himself ...

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Even a 44% profit in 24 hours



Dear Friends, I have always
, Vincenzo Imaginary, and still on the phone yesterday I heard my adviser Vincent Carchidi.
Firstly apologies because it is a bit 'late with responses to your comments (but will in a day). Then I said that yesterday was happier on Tuesday, although the profit was lower in absolute terms. Then I asked him why, and he also explained why.
In fact, I pointed out that buying a put at 150 to 216 and closing ritrovarsela mean, however, have won 44% of the capital put at risk, with the possibility that maybe still earnings today. And he cares about these things: to reduce risk and increase the percentage gain: it says that is the true road to wealth ... However
the weekend he will return in person to take care of this column, to give more technical information, In short, more theory.
meantime, however, there is now close to Put 13,000 remained open. We said that yesterday marked the closing price of 216. Today we will try to sell it better, even at 298. If we succeed, the gain on the transaction yesterday would be almost 100%. So I just now I enter in the night, the following order:

Put a March sale under 13 000 to 298. It seems to me difficult, but I feel confident ... Carchidi We'll see!
Hello everyone from Vincent Imaginary

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Day 3: Imaginary Vincent wants more

I'm back here, dear friends.
As I mentioned, I phoned my consultant. I was elated for them a good profit yesterday, but he seemed dissatisfied.
In particular, seemed genuinely sorry that this happened was nice rebound "phase 1" of its course, because if we had been rather "phase 2" would have fared even better ...
Of course I could not resist the temptation to let me explain the "phase 2", and you know what I said? He still does not like to risk too much on "forecast", and that we must be prepared to gain and when the market rises quamdo that the market goes down, and when you guess the trend is when you are wrong.
He added that everything would be easier if I could enter orders during business hours, but he knows I can not and then gave me a strategic plan for tomorrow, now that I insert in my orders. In practice
advised me:

1) Buy Call March 14 000 base: 1 to 150 and 1 in 100;
2) Buy Put base March 13 000 1 150 and 1 in 100;

I asked what is the point includes options that go in opposite directions: Put the downward and upward Call.
He told me that I will explain it better tomorrow ... or rather, later, now that midnight has gone from a price.