{"id":1623,"date":"2017-07-21T21:29:21","date_gmt":"2017-07-21T21:29:21","guid":{"rendered":"http:\/\/www.travelsandtrades.com\/?p=1623"},"modified":"2017-07-21T21:29:21","modified_gmt":"2017-07-21T21:29:21","slug":"results-from-pc3","status":"publish","type":"post","link":"http:\/\/www.travelsandtrades.com\/?p=1623","title":{"rendered":"Results from PC3"},"content":{"rendered":"<p>Here was the backtest results for the PC3 original adaption which sold a static amount\/value of NPs at a delta regardless of actual cost of BSH. It of course did well in up years (and handled Aug 24 well) but during Sep 2014 it did poorly (The only negative month). Adjusting this to just enough NPs to cover cost of BSH was also backtested but I don&#8217;t have the results on this computer.  It did better during markets like 2014 Sep\/Oct.<\/p>\n<p><a href=\"https:\/\/i0.wp.com\/www.travelsandtrades.com\/wp-content\/uploads\/2017\/07\/Screen-Shot-2017-05-16-at-11.30.18-PM.png\"><img data-recalc-dims=\"1\" loading=\"lazy\" decoding=\"async\" src=\"https:\/\/i0.wp.com\/www.travelsandtrades.com\/wp-content\/uploads\/2017\/07\/Screen-Shot-2017-05-16-at-11.30.18-PM.png?resize=660%2C324\" alt=\"\" width=\"660\" height=\"324\" class=\"aligncenter size-large wp-image-1621\" srcset=\"https:\/\/i0.wp.com\/www.travelsandtrades.com\/wp-content\/uploads\/2017\/07\/Screen-Shot-2017-05-16-at-11.30.18-PM.png?resize=1024%2C502 1024w, https:\/\/i0.wp.com\/www.travelsandtrades.com\/wp-content\/uploads\/2017\/07\/Screen-Shot-2017-05-16-at-11.30.18-PM.png?resize=300%2C147 300w, https:\/\/i0.wp.com\/www.travelsandtrades.com\/wp-content\/uploads\/2017\/07\/Screen-Shot-2017-05-16-at-11.30.18-PM.png?resize=768%2C377 768w, https:\/\/i0.wp.com\/www.travelsandtrades.com\/wp-content\/uploads\/2017\/07\/Screen-Shot-2017-05-16-at-11.30.18-PM.png?w=1280 1280w\" sizes=\"auto, (max-width: 660px) 100vw, 660px\" \/><\/a><\/p>\n<p><a href=\"https:\/\/i0.wp.com\/www.travelsandtrades.com\/wp-content\/uploads\/2017\/07\/Screen-Shot-2017-05-16-at-11.28.42-PM.png\"><img data-recalc-dims=\"1\" loading=\"lazy\" decoding=\"async\" src=\"https:\/\/i0.wp.com\/www.travelsandtrades.com\/wp-content\/uploads\/2017\/07\/Screen-Shot-2017-05-16-at-11.28.42-PM.png?resize=660%2C269\" alt=\"\" width=\"660\" height=\"269\" class=\"aligncenter size-large wp-image-1620\" srcset=\"https:\/\/i0.wp.com\/www.travelsandtrades.com\/wp-content\/uploads\/2017\/07\/Screen-Shot-2017-05-16-at-11.28.42-PM.png?resize=1024%2C418 1024w, https:\/\/i0.wp.com\/www.travelsandtrades.com\/wp-content\/uploads\/2017\/07\/Screen-Shot-2017-05-16-at-11.28.42-PM.png?resize=300%2C122 300w, https:\/\/i0.wp.com\/www.travelsandtrades.com\/wp-content\/uploads\/2017\/07\/Screen-Shot-2017-05-16-at-11.28.42-PM.png?resize=768%2C313 768w, https:\/\/i0.wp.com\/www.travelsandtrades.com\/wp-content\/uploads\/2017\/07\/Screen-Shot-2017-05-16-at-11.28.42-PM.png?w=1280 1280w\" sizes=\"auto, (max-width: 660px) 100vw, 660px\" \/><\/a><\/p>\n<p>Just look at those results.<\/p>\n<p>I managed the STT separately once launched. I&#8217;d do the standard adjustments which are &#8211; rolling if close to structure, adding ICs to flatten deltas in down moves, adding PDS alone, or adding in PCS (harvesting as well) on big up moves against profit bubble.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Here was the backtest results for the PC3 original adaption which sold a static amount\/value of NPs at a delta regardless of actual cost of BSH. It of course did well in up years (and handled Aug 24 well) but during Sep 2014 it did poorly (The only negative month). Adjusting this to just enough &hellip; <a href=\"http:\/\/www.travelsandtrades.com\/?p=1623\" class=\"more-link\">Continue reading <span class=\"screen-reader-text\">Results from PC3<\/span><\/a><\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_exactmetrics_skip_tracking":false,"_exactmetrics_sitenote_active":false,"_exactmetrics_sitenote_note":"","_exactmetrics_sitenote_category":0,"_monsterinsights_skip_tracking":false,"_monsterinsights_sitenote_active":false,"_monsterinsights_sitenote_note":"","_monsterinsights_sitenote_category":0,"jetpack_post_was_ever_published":false,"_jetpack_newsletter_access":"","_jetpack_dont_email_post_to_subs":false,"_jetpack_newsletter_tier_id":0,"_jetpack_memberships_contains_paywalled_content":false,"_jetpack_memberships_contains_paid_content":false,"footnotes":"","jetpack_publicize_message":"","jetpack_publicize_feature_enabled":true,"jetpack_social_post_already_shared":true,"jetpack_social_options":{"image_generator_settings":{"template":"highway","default_image_id":0,"font":"","enabled":false},"version":2}},"categories":[1],"tags":[63,38,61,59,58],"class_list":["post-1623","post","type-post","status-publish","format-standard","hentry","category-trades","tag-ron-bertino","tag-space-trip-trade","tag-space-trip-trade-ron-bertino","tag-stt","tag-sttbsh"],"jetpack_publicize_connections":[],"jetpack_featured_media_url":"","jetpack_sharing_enabled":true,"jetpack_shortlink":"https:\/\/wp.me\/p5IMbd-qb","jetpack-related-posts":[],"_links":{"self":[{"href":"http:\/\/www.travelsandtrades.com\/index.php?rest_route=\/wp\/v2\/posts\/1623","targetHints":{"allow":["GET"]}}],"collection":[{"href":"http:\/\/www.travelsandtrades.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"http:\/\/www.travelsandtrades.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"http:\/\/www.travelsandtrades.com\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"http:\/\/www.travelsandtrades.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=1623"}],"version-history":[{"count":1,"href":"http:\/\/www.travelsandtrades.com\/index.php?rest_route=\/wp\/v2\/posts\/1623\/revisions"}],"predecessor-version":[{"id":1624,"href":"http:\/\/www.travelsandtrades.com\/index.php?rest_route=\/wp\/v2\/posts\/1623\/revisions\/1624"}],"wp:attachment":[{"href":"http:\/\/www.travelsandtrades.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=1623"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"http:\/\/www.travelsandtrades.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=1623"},{"taxonomy":"post_tag","embeddable":true,"href":"http:\/\/www.travelsandtrades.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=1623"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}