This page has been archived and commenting is disabled.

How To Outperform The Market With Just 30 Minutes Of Work Per Day

Tyler Durden's picture




 

By now, the world and his pet rabbit is aware of the 'odd' ramp in US equity markets as the European Close looms each day. Today - once again - was no exception, so we thought it worth quantifying this magical - and now self-fulfilling 'pattern'. In the last 4 months, if you bought the S&P 500 at 1100ET and sold at 1130ET, you would have won 55 times (garnering 129 points of profits) and lost 31 times (losing 70 points) for a total profit of over 59 points. This compares to the 53 point gain in the S&P 500 if you had just 'buy-and-hold'-ed over that period... and a quick glance at the chart tells you all you need to know about volatility...

Day by day:

 

Overall performance is simply 'unbelievable' from an absolute and Sharpe ratio perspective:

 

A simpler way of seeing the "Europe is closing" trade vs the return of the overall market.

And now apply leverage.

11:00-11:30 is now the new "Tuesday"

*  *  *

 

- advertisements -

Comment viewing options

Select your preferred way to display the comments and click "Save settings" to activate your changes.
Wed, 11/12/2014 - 13:36 | 5440785 Aeternus
Aeternus's picture

Always buy the fuckin' dip.

Apache Gunship Visits Utah Gun Range......

Wed, 11/12/2014 - 13:39 | 5440792 wallstreetapost...
wallstreetaposteriori's picture

And if 11 to 11:30 doesn't work, just buy 3:30 to 4.   

 

You too can be a zillionaire woriing just 1 hour a day.  Send me money and I will show you how.

Wed, 11/12/2014 - 13:46 | 5440836 El Oregonian
El Oregonian's picture

It really is time to take the side door exit from this crumbling theatre house.

 

Wed, 11/12/2014 - 13:52 | 5440869 Boris Alatovkrap
Boris Alatovkrap's picture

Simple wearing of rubber boot and thick leather glove.

Wed, 11/12/2014 - 14:34 | 5440985 kaiserhoff
kaiserhoff's picture

Thanks Tylers.

As expected, but it's always fun to see the proof.

Wed, 11/12/2014 - 14:42 | 5441015 TruthInSunshine
TruthInSunshine's picture

The next equity crash is going to be as remarkable as 2008 and it will be the thrice bitten in 15 years poison-the-well kind (not that the well isn't already poisoned and "mark-its" supported by pure Central Bank/Bank Racketeering operations now).

Wed, 11/12/2014 - 16:51 | 5441569 Triggernometry
Triggernometry's picture

So what's the best platform for automating this trade on the daily?

 

Wed, 11/12/2014 - 13:45 | 5440837 JenkinsLane
JenkinsLane's picture

I'm in!

Wed, 11/12/2014 - 15:06 | 5441117 Bloppy
Bloppy's picture

To see manipulation in action, check out today's NFLX chart. Sudden ramp-ups on zippo volume.

 

Scathing parody video rips MSNBC to shreds:

http://tinyurl.com/lsbtdwk

Wed, 11/12/2014 - 13:36 | 5440787 Kaiser Sousa
Kaiser Sousa's picture

i have been pointing out this bullshit fraudulent ramp for the last fucking year...

so, thanks for the chart - finally!!!!

Wed, 11/12/2014 - 13:39 | 5440803 madbraz
madbraz's picture

another possibility:  collateral used in london during the day is "recycled" to wall street at the close, used in the US during the day and "recycled" back to london the same evening.  double the leverage, same collateral.

Wed, 11/12/2014 - 13:41 | 5440810 DavidC
DavidC's picture

madbraz,
Interesting possibility.

DavidC

Wed, 11/12/2014 - 13:59 | 5440882 Boris Alatovkrap
Boris Alatovkrap's picture

Without circulation, money is death. Without velocity, there is no free money for bankster class. Inflation and velocity are not natural phenomena, but is for product of manipulation of issuance of currency. To quote Mayer Rothschild, "I care for less of who is making of law is issuing of currency."

Wed, 11/12/2014 - 13:39 | 5440805 Yen Cross
Yen Cross's picture

  The DAX closed down almost 2.00%.

Wed, 11/12/2014 - 14:00 | 5440873 buzzsaw99
buzzsaw99's picture

never have so many paid so much for so little

DB = mark it zero

Wed, 11/12/2014 - 14:08 | 5440902 Its Only Rock N Roll
Its Only Rock N Roll's picture

YC there's an app for that!

Wed, 11/12/2014 - 13:41 | 5440806 DavidC
DavidC's picture

Nearly six years now of this shit. 9th of March 2009 was the bottom and it's never stopped going up since.

DavidC

Wed, 11/12/2014 - 13:53 | 5440868 Coldcall
Coldcall's picture

European close is like putting the children to bed, now the real action starts buy buy buy

Wed, 11/12/2014 - 13:55 | 5440876 madbraz
madbraz's picture

When these type of occurrences happen, you can be certain of one thing - an "invisible hand" that has no fear of capital loss is involved.  If you look at the success rate since the end of October, it becomes even clearer who this is.   85% success rate since.

 

QE ended in October.  "invisible hand" is using all means at their disposal to keep the game going.   A:  New York Fed

Wed, 11/12/2014 - 14:16 | 5440930 DavidC
DavidC's picture

And, as far as I'm concerned, their desperation means it WILL fail - just when though is anybody's guess.

DavidC

Wed, 11/12/2014 - 14:02 | 5440888 halfasleep
halfasleep's picture

I mean, this is all my algo has been doing for the last 6 mos, you?

Wed, 11/12/2014 - 14:14 | 5440929 firstdivision
firstdivision's picture

Soooo....when do the bank settle with regulators over manipulating the equity markets?

Wed, 11/12/2014 - 14:32 | 5440980 ebworthen
ebworthen's picture

Trans-Atlantic three-card Monte.

Wed, 11/12/2014 - 14:45 | 5441024 ES-Sniper
ES-Sniper's picture

There is a way to step this up, check up days only vs down days only going into 11 am.

 

 

Wed, 11/12/2014 - 15:55 | 5441328 Living The Dream
Living The Dream's picture

Everything works.... until it doesn't.

Wed, 11/12/2014 - 16:37 | 5441520 Dungholio
Dungholio's picture

Here comes 15 of 15!!!

Do NOT follow this link or you will be banned from the site!