Know When To Walk Away
- Posted by DynamicHedge
- on December 1st, 2010
I like to trade UNH vs WLP. I’ve traded both names long and short against one another for years. I find that it’s a pretty dependable spread. It looked like a great contra/convergence setup to me today. This is the type of setup that I would usually scalp a few units of capital on. If I’m right quick, I might add to the position, or I might not, depending on what side of the bed the trading algos woke up on that morning. Here’s the setup:
But I didn’t take the trade. I walked away from a nice setup in a pair that has been a solid money maker. Why? I do not short anything making a 52 week high or trading dangerously close to a 52 week high. It’s a simple rule based on solid mathematic principles detailed here.
Below is UNH brushing up against its intraday 52 week high, and closing above its 52 week daily close. For those of you keeping score at home: the daily close is the print that matters. Yeah, it’s old school, but it’s also true.
This trade, or lack of, even comes with a soundtrack.
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DynamicHedge is an equities, futures and derivatives trader based on the West Coast. He runs a long/short opportunistic relative-value strategy within a proprietary trading group. More
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