So called 100% win strategy on Futures

A short summary of its idea

Consider we are at price P_1 and we e.g. expect the market to go upward. Therefore we open an order L_1 with direction long at this price with size S1 and a take profit price T_1.

If we are wrong and the price reverses for a certain deviation D_1, then at this price P_2 we open an order S_2 with direction short and a take profit T_2.

The required change from P_1 to T_1 and from P_2 to T_2 shall be the same. Further T_1 serves as stop loss price for S_2 and T_2 for L_1.

The size of S_2 shall be chosen in a way that there’s a total gain when closing all orders at T_2.

If we don’t reach T_2 but instead cross P_1 we open another long deal L_3. The size of L_3 shall be chosen in a way that there’s a total gain when closing all orders at T_1.

If we don’t reach T_1 but instead cross P_2 we open another short deal S_4. The size of S_4 shall be chosen in a way that there’s a total gain when closing all orders at T_2.

Etc.

Notice that at T_1 all long orders take profit and all short orders lose. And that it’s the other way around for T_2.

Order size tool

Let’s see whether my little tool can help to find appropriate order sizes for this futures strategy.

The tool adds a part of my Generalised DCA strategy idea, to not hold onto losing orders but instead close them to reduce the losses that we have to regain.

although mathematically this strategy looks 100% win on paper. in reality its very different.
If price moves up and down along P_1 and P_2 enough times we will run out of margin to open new orders
Another risk is implementation is pretty hard code wise even using API

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Yes, this is surely true. That’s why I added an idea of my Generalised DCA strategy to it, to close the current deal when opening a new one. That limits the losses and the fund usage and would even untie us from those boundaries.

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