首先这不是我的发现。只不过看到一个 YouTube video. 然后我 backtest 一下。现以 setup automation to trade it.
这个 setup 很简单:If QQQ gap down > 1%, long a Delta 60 LEAPS. Target exit 50% profit, or total loss.
我一定要用 bot, between open and close 78% drawdown 不是开玩笑的。
This backtest is using 5% of capital on each trade for last 10yr.
YTD using 1 contract every time:
这是最近几个 trade
2018 down year
2022 down year
Hope it helps!