Ophir Gottlieb

Here is the webinar https://www.youtube.com/watch?v=RHOAlgpiPbo

Yes. That's exactly what it can do.

The price is now $199 / mo. SO gets it for $129/mo right now. The link is in the first post. The price will go up to $499/mo within the next few years as we continue to add features, like the "Create" tab we just added this week. The price never goes up for anyone that is a subscriber.

Alerts are email and text, so they are mobile.

ToS doesn't use adjusted MAs. We do. You can see them in real time on www.cmlviz.com --> pivot points

There is no such thing as support not getting back to you. Check your spam folders.

Support answers all questions, yes.

hi there, Welcome to Trade Machine. You can create your own custom strategy and run it against 5 stocks at a time entering the tickers comma delimited. You can see how to create a custom strategy here: https://vimeo.com/221315614 There is no way to create a full blown scan for the retail product but 5 at a time does pretty well and we will make that 10 at time soon.

Backtest 1: The Bullish Option Trade Before Earnings in Alphabet Inc We start with the backtest that shows a higher historical return, but lower historical win rate. We will examine the outcome of getting long a weekly call option in Alphabet Inc 7-days before earnings (using calendar days) and selling the call before the earnings announcement if and only if the stock price is above the 50-day simple moving average. Here's the set-up in great clarity; again, note that the trade closes before earnings since GOOGL reports earnings after the market closes, so this trade does not make a bet on the earnings result. And here is the technical analysis -- note only one is "turned on," and that is the 50-day moving average requirement.: Here's a visual representation, where the stock price 7-days before earnings (circled) is above the 50-day moving average (black line), and therefore triggers a back-test. If the stock price fails the technical requirement, it's fine, we just put a pin in it and check next quarter. RISK MANAGEMENT We can add another layer of risk management to the back-test by instituting and 40% stop loss and a 40% limit gain. Here is that setting: In English, at the close of each trading day we check to see if the long option is either up or down 40% relative to the open price. If it was, the trade was closed. RESULTS Here are the results over the last three-years in Alphabet Inc: GOOGL: Long 40 Delta Call % Wins: 70% Wins: 7 Losses: 3 % Return: 277% Tap Here to See the Back-test The mechanics of the TradeMachine® stock option backtester are that it uses end of day prices for every back-test entry and exit (every trigger). Notice that while this is a 3-year back-test and we would expect four times that many earnings triggers (4 earnings per year), the technical requirement using the 50-day moving average has avoided 2 pre-earnings attempts. In other words -- it's working. Setting Expectations While this strategy had an overall return of 277%, the trade details keep us in bounds with expectations: ➡ The average percent return per trade was 27.6%. Backtest 2: The "Not Bearish" Option Trade Before Earnings in Alphabet Inc With a similar set-up, we examine the same phenomenon -- that is, pre-earnings bullish momentum. But, this time, rather than backtesting owning a call option with the earnings date occurring in the options expiration period, we look at the other side. We examine selling a put spread in options that expire before earnings are announced. Specifically, we look at opening the trade 7 calendar days before earnings, selling a 40 delta / 10 delta put spread, in options that expire the closest to 5-days but before the earnings date. We don't us any stops or limits -- this backtest simply waits until expiration. We also note that the technical requirements with the stock above the 50-day moving average, are identical -- this should result in the same number of trades. This is a trade, unlike the long call, that takes a position on the stock that is simply "not bearish," as opposed to aggressively bullish. RESULTS Here are the results over the last three-years in Alphabet Inc for the short put spread -- again, since these options are selected to expire before the earnings dates, this backtest does not take earnings risk. GOOGL: Short 40 / 10 Delta put Spread % Wins: 100% Wins: 10 Losses: 0 % Return: 161% Tap Here to See the Back-test The mechanics of the TradeMachine® stock option backtester are that it uses end of day prices for every back-test entry and exit (every trigger). Setting Expectations While this strategy had an overall return of 161%, the trade details keep us in bounds with expectations: ➡ The average percent return per trade was 20.5%. Decision So, there you have it in black and white. Owning the pre-earnings call yielded a substantially higher return, but with a 70% win rate, and the 3 losses, they were substantial, averaging -33.5%. returns (losses). This is in contrast to the short put spread which has yielded considerably smaller returns, but no losses in the last 3-years. Is This Just Because Of a Bull Market? It's a fair question to ask if these returns are simply a reflection of a bull market rather than a successful strategy. It turns out that this phenomenon of pre-earnings optimism also worked very well during 2007-2008, when the S&P 500 collapsed into the "Great Recession." The average return for this strategy, by stock, using the Nasdaq 100 and Dow 30 as the study group, saw a 45.3% return over those 2-years. And, of course, these are just 8 trades per stock, each lasting 7 days. * Yes. We are empirical. Back-testing More Time Periods in Alphabet Inc Now we can look at just the last year as well. We start with the long call back-test in which the options include the earnings date within the expiration period. GOOGL: Long 40 Delta Call % Wins: 100.00% Wins: 2 Losses: 0 % Return: 115% Tap Here to See the Back-test And now we can look at the short put spread in which the options exclude the earnings date within the expiration period. GOOGL: Short 40 / 10 Delta Put Spread % Wins: 100.00% Wins: 2 Losses: 0 % Return: 42.3% Tap Here to See the Back-test Again, the contrast is clear, but the decision is personal and not obvious. WHAT HAPPENED Don't trade blind, please. Try pattern recognition. Risk Disclosure Past performance is not an indication of future results. Ophir Gottlieb is the CEO & Co-founder of Capital Market Laboratories. Mr Gottlieb’s learning background stems from his graduate work in mathematics and measure theory at Stanford University and his time as an option market maker. He has been cited by Yahoo! Finance, CNNMoney, MarketWatch, Business Insider, Reuters, Bloomberg, Wall St. Journal, Dow Jones Newswire, Barron’s, Forbes, SF Chronicle, Chicago Tribune and Miami Herald. He created and authored what was believed to be the most heavily followed option trading blog in the world for three-years. Related articles: The Incredible Option Trade In VXX Earnings Momentum Trade In Oracle Post Earnings Option Trade In Facebook Option Trade After Earnings In AutoZone Pre-Earnings Momentum Trade In Netflix Microsoft Pre-Earnings Momentum Trade Post Earnings Trade In FedEx Pre Earnings Pattern In Apple Earnings Momentum Trading In Google PANW Broke The Golden Rule How To Profit From PayPal Volatility

Go the discover tab and watch the second movie down (note that it is password protected). Also, please use support@cmlviz.com , this is not a support board.

The community preferred technicals and technical alerts in real-time, so we built #2 and #4 and a huge build out to techncials inteads. Intra day option pricing has virtually no demand relative to other features have asked for.

I don't usually peep up on this board but that last statement is inaccurate. Virtually every time someone thinks they found "a bug," it turns out that it's user error.

It's time to take advantage of volatility. Fear, uncertainty, doubt, unclear news headlines -- these are all trade-able events, at anytime, without concern for earnings. Today we look at exactly what has worked. Across the board for several technology companies, and specifically today, we look at Alibaba (BABA). Please check your Trade Machine for AAPL, NVDA, and others. Now is our time. Take well bounded risk, small, and direction-less, and let a tweet, a news headline, an Apple headline, a day of pessimism or a day of optimism, whatever -- move the market, as it has so often in this new volatility regime. Take well bounded risk, small, and direction-less, and let a tweet, a news headline, an Apple headline, a day of pessimism or a day of optimism, whatever -- move the market, as it has so often in this new volatility regime. The Short-term Option Volatility Trade in Alibaba Group Holding We will examine the outcome of going long a short-term at-the-money (50 delta) straddle, in options that are the closest to five-days from expiration. But we have a rule -- it's a stop and a limit of 10%, and, we back-test re-opening the position immediately, as opposed to waiting for 5-days later. Here is the stock chart for Alibaba since October 1st -- focus on the volatility, not the direction -- these are daily candles. So we see the wild gyrations -- let's not worry about direction, let's try to find a back-test that benefits from that volatility. Here it is, first, we enter the long straddle. Second, we set a very specific type of stop and limit: At the end of each day, the back-tester checks to see if the long straddle is up or down 10%. If it is, it closes the position, and re-opens at the same time, another long straddle, but this one now re-adjusted for what is the newest at-the-money strike price. We have a full blown tutorial write up on this type of stop/limit behavior in the Discover Tab: Stops & Limits Roll Timing What does "open again at normal time" vs "immediately" mean? The Results We back-tested this only over the last six-weeks. We are hyper focusing not on a long drawn out pattern, but rather this time, right now, this period of volatility. Tap Here to See the Back-test The mechanics of the TradeMachine® are that it uses end of day prices for every back-test entry and exit (every trigger). Notice that this has triggered a trade 20 times in the last six-weeks. This is a fast moving, re-adjusting straddle. The idea is simple: Take well bounded risk, small, and direction-less, and let a tweet, a news headline, an Apple headline, a day of pessimism or a day of optimism, whatever -- move the market, as it has so often in this new volatility regime. Setting Expectations Since we use end of day open and closes, while this strategy has an overall return of 408%, the trade details keep us in bounds with expectations: ➡ The average percent return per trade was 23.4%. ➡ The average percent return per winning trade was 49.2%. ➡ The percent return per losing trade was -24.6%. Not only are we seeing a high winning percentage, but also that the average win is twice as large as the average loss. Further, this trade takes no stock direction risk at all. WHAT HAPPENED This is why you have a Trade Machine membership. We can ride the evergreen patterns, and we have, for years. But when the market shifts, we need a minimum amount of data to adjust, and succeed. This is how people profit from the option market. Tap Here to See the Tools at Work Risk Disclosure You should read the Characteristics and Risks of Standardized Options. Past performance is not an indication of future results. Trading futures and options involves the risk of loss. Please consider carefully whether futures or options are appropriate to your financial situation. Only risk capital should be used when trading futures or options. Investors could lose more than their initial investment. Past results are not necessarily indicative of future results. The risk of loss in trading can be substantial, carefully consider the inherent risks of such an investment in light of your financial condition. Please note that the executions and other statistics in this article are hypothetical, and do not reflect the impact, if any, of certain market factors such as liquidity and slippage. Related articles: The Incredible Option Trade In VXX The Volatility Option Trade In Apple Earnings Momentum Trade In Oracle Post Earnings Option Trade In Facebook Option Trade After Earnings In AutoZone Pre-Earnings Momentum Trade In Netflix Microsoft Pre-Earnings Momentum Trade Post Earnings Trade In FedEx Pre Earnings Pattern In Apple Earnings Momentum Trading In Google PANW Broke The Golden Rule How To Profit From PayPal Volatility

These are all trade-able events, at anytime, without concern for earnings. Today we look at exactly what has worked for Apple (AAPL). Take well bounded risk, small, and direction-less, and let a tweet, a news headline, an Apple headline, a day of pessimism or a day of optimism, whatever -- move the market, as it has so often in this new volatility regime. The Short-term Option Volatility Trade in Apple Inc We will examine the outcome of going long a short-term at-the-money (50 delta) straddle, in options that are the closest to seven-days from expiration. But we have a rule -- it's a stop and a limit of 10%, and, we back-test re-opening the position immediately, as opposed to waiting for 5-days later. Here is the stock chart for Apple since October 1st -- focus on the volatility, not the direction -- these are daily candles. Chart from CMLviz.com We can volatility and a general downtrend, in fact, a 14% drop in less than 6 weeks. But let's not worry about direction, let's try to find a back-test that benefits from that volatility that is in fact up 92% in just six-weeks and takes no stock direction risk at all. Here it is, first, we enter the long straddle. Second, we set a very specific type of stop and limit: At the end of each day, the back-tester checks to see if the long straddle is up or down 10%. If it is, it closes the position, and re-opens at the same time, another long straddle, but this one now re-adjusted for what is the newest at-the-money strike price. We have a full blown tutorial write up on this type of stop/limit behavior in the Discover Tab: Stops & Limits Roll Timing What does "open again at normal time" vs "immediately" mean? The Results We back-tested this only over the last six-weeks. We are hyper focusing not on a long drawn out pattern, but rather this time, right now, this period of volatility. AAPL: Long 50 Delta Straddle % Wins: 58.8% Wins: 10 Losses: 7 % Return: 92% Tap Here to See the Back-test The mechanics of the TradeMachine® are that it uses end of day prices for every back-test entry and exit (every trigger). Notice that this has triggered a trade 17 times in the last six-weeks and while the stock has dropped 14%, the option strategy, which takes no directional positioning, is up more than 92% in six-weeks time. This is a fast moving, re-adjusting straddle. The idea is simple: Take well bounded risk, small, and direction-less, and let a tweet, a news headline, an Apple headline, a day of pessimism or a day of optimism, whatever -- move the market, as it has so often in this new volatility regime. Setting Expectations Since we use end of day open and closes, while this strategy has an overall return of 92%, the trade details keep us in bounds with expectations: ➡ The average percent return per trade was 11%. ➡ The average percent return per winning trade was 29.9%. ➡ The percent return per losing trade was -16%. Not only are we seeing a high winning percentage, but also that the average win is twice as large as the average loss. Further, this trade takes no stock direction risk at all. WHAT HAPPENED When the market shifts, we need a minimum amount of data to adjust, and succeed. This is how people profit from the option market -- it's not luck, it's preparation. Tap Here to See the Tools at Work Risk Disclosure You should read the Characteristics and Risks of Standardized Options. Past performance is not an indication of future results. Trading futures and options involves the risk of loss. Please consider carefully whether futures or options are appropriate to your financial situation. Only risk capital should be used when trading futures or options. Investors could lose more than their initial investment. Past results are not necessarily indicative of future results. The risk of loss in trading can be substantial, carefully consider the inherent risks of such an investment in light of your financial condition. Please note that the executions and other statistics in this article are hypothetical, and do not reflect the impact, if any, of certain market factors such as liquidity and slippage. Ophir Gottlieb is the CEO & Co-founder of Capital Market Laboratories. Mr Gottlieb’s learning background stems from his graduate work in mathematics and measure theory at Stanford University and his time as an option market maker. He has been cited by Yahoo! Finance, CNNMoney, MarketWatch, Business Insider, Reuters, Bloomberg, Wall St. Journal, Dow Jones Newswire, Barron’s, Forbes, SF Chronicle, Chicago Tribune and Miami Herald. He created and authored what was believed to be the most heavily followed option trading blog in the world for three-years. Related articles: The Incredible Option Trade In VXX Earnings Momentum Trade In Oracle Post Earnings Option Trade In Facebook Option Trade After Earnings In AutoZone Pre-Earnings Momentum Trade In Netflix Microsoft Pre-Earnings Momentum Trade Post Earnings Trade In FedEx Pre Earnings Pattern In Apple Earnings Momentum Trading In Google PANW Broke The Golden Rule How To Profit From PayPal Volatility

There is a bullish momentum pattern in Apple Inc (NASDAQ:AAPL) stock 2 calendar days after earnings, if and only if the stock showed a large gap up after the actual earnings announcement. This is a conditional entry -- the company reports earnings and if the stock move off of that report is a 3% gain or larger, then a bullish position is back-tested looking for continuing momentum. The event is rare, but when it has occurred, the back-test results are noteworthy. Apple Inc (NASDAQ:AAPL) Earnings In Apple Inc, if the stock move immediately following an earnings result was large (3% or more to the upside), if we test waiting two-days after that earnings announcement and then bought a three-week at the money (50 delta) call, the results were quite strong. This back-test opens two-days after earnings were announced to try to find a stock that continues an upward trajectory after an earnings rally. Simply owning options after earnings, blindly, is likely not a good trade, but hand-picking the times and the stocks to do it in can be useful. We can test this approach without bias with a custom option back-test. Here is the timing set-up around earnings: Rules Condition: Wait for the one-day stock move off of earnings, and if it shows a 3% gain or more in the underlying, then, follow these rules: Open the long at-the-money call two-calendar days after earnings. Close the long call 14 calendar days after earnings. Use the options closest to 21 days from expiration (but more than 14 days). This is a straight down the middle direction trade -- this trade wins if the stock is continues on an upward trajectory after a large earnings move the two-weeks following earnings and it will stand to lose if the stock does not rise. This is not a silver bullet -- it's a trade that needs to be carefully examined. But, this is a conditional back-test, which is to say, it only triggers if an event before it occurs. RISK CONTROL Since blindly owning calls can be a quick way to lose in the option market, we will apply a tight risk control to this analysis as well. We will add a 40% stop loss and a 40% limit gain. In English, at the close of every trading day, if the call is up 40% from the price at the start of the trade, it gets sold for a profit. If it is down 40%, it gets sold for a loss. This also has the benefit of taking profits if there is a stock rally early in the two-week period rather than waiting to close 14-days later. Another risk reducing move we made was to use 21-day options and only hold them for 14-days so the trade doesn't suffer from total premium decay. RESULTS If we bought the at-the-money call in Apple Inc (NASDAQ:AAPL) over the last three-years but only held it after earnings and after an earnings pop higher, we get these results: AAPL Long 50 Delta Call % Wins: 80% Wins: 4 Losses: 1 % Return: 151.9% Tap Here to See the Back-test The mechanics of the TradeMachine® are that it uses end of day prices for every back-test entry and exit (every trigger). Looking at Averages The overall return was 151.9%; but the trade statistics tell us more with average trade results: ➡ The average return per trade was 46.54% over each 12-day period. ➡ The average return per winning trade was 76.92% over each 12-day period. ➡ The average return per losing trade was -75% over each 12-day period. WHAT HAPPENED Bullish momentum and sentiment after of earnings can be quite powerful with the tailwind of an earnings beat. This is just one example of what has become a tradable phenomenon in Apple. To identify patterns that have repeated over and over again, empirically, we welcome you to watch this quick demonstration video: Tap Here to See the Tools at Work Risk Disclosure You should read the Characteristics and Risks of Standardized Options. Ophir Gottlieb is the CEO & Co-founder of Capital Market Laboratories. Mr Gottlieb’s learning background stems from his graduate work in mathematics and measure theory at Stanford University and his time as an option market maker on the NYSE and CBOE exchange floors. He has been cited by Yahoo! Finance, CNNMoney, MarketWatch, Business Insider, Reuters, Bloomberg, Wall St. Journal, Dow Jones Newswire, Barron’s, Forbes, SF Chronicle, Chicago Tribune and Miami Herald and is often seen on financial television. He created and authored what was believed to be the most heavily followed option trading blog in the world for three-years.This article is used here with permission and originally appeared here.