Trading the Odds

A statistical approach to profit in the US equity markets, trading the markets like professional card counters are playing Blackjack or expert poker players are playing Poker.




I have traded as an individual investor for more than 20 years now. I take a statistical approach in combination with historical market data to profit in the US equity and future markets, focused on intraday and swing trading opportunities (regularly using E-mini futures for intraday trading, and -leveraged- US equity index ETFs for swing trading) .

Please accept my apologies for not being a native speaker, and please take respect to the fact that that blog is (and will probably be for the time being) under construction (there is always room for improvement, especially right after the start, and your suggestions are always more than welcome).

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This blog is all about using the power of statistics in combination with historical market data to profit in the US equity and future markets. It is about trading the markets like professional card counters are playing Blackjack or expert poker players are playing Poker: The key is to have the odds on your side and bet accordingly, knowing what, when, where, why and how much you bet on each trade or wager. If you are a day/swing trader and believe that trading, for all that it is a game of chance, is to the most part a game of skill, this blog may be for you.

Consistently profitable blackjack/poker players and traders pursue their goals as a business, not as a leisurely pursuit therefore taking a completely different approach towards betting/trading from people who play for the action, the excitement and the dream of getting rich quick. Trading is a game of odds NOT certainties, and preserving your equity is vital by taking small losses when you’re wrong and increasing your stake at the right time to maximize profits. Trading is not a game of being right more often than wrong, but all about being profitable.

What may be my value-add to the reader ?

  • (almost) each day I’ll try to provide and comment on interesting patterns in the market’s which might provide a tradable edge for (or over the course of the) the next trading day(s), based on a statistical analysis how those patterns played out in the past, and which probabilities (the true chances that the event will occur) and odds (the amounts that -on average- will be payed out on winning bets/trades in order to determine the expectancy and favorable opportunities) might be applied. Regularly I try to determine probabilities and odds for a higher/lower S&P 500 (and/or SPY, Nasdaq 100, QQQQ, Russel 2000 or DJ Ind.) index open, a potential higher high/lower low, close, and the respective odds (e.g. the profit factor as the sum of all potential profits made divided by the sum of all losses having taken the same trade in the past) in comparison to the respective at-any-time probabilites and odds if one would have invested comparatively either on every single session during the choosen time frame or randomly.
  • in the MARKET STATISTICS section -updated on a weekly basis- I’ll provide some statistics about seasonal patterns (e.g. gains/losses concerning the day of the week, week of the year and/or year of the month), technical indicators (e.g. how the market recently and historically reacted to overbought/oversold conditions, gap fills, and the markets behavior after x consecutive up/down days (average open/high/low/close), among others, and finally
  • with WordPress recently adding the capability to bring Twitter to the blog, I’ll regularly post some intraday updates concerning if -and to what potential extend- the market may provide a tradable edge based on the last session’s analysis and forecast for the the then current session.

Successful trading

Twitter Updates

  • w/ 18.30 at time of writing, the gap between $VIX and $VSTOXX is close to its all time closing low of 19.90, posted on 10/16/2008. 3 years ago
  • The $VIX gained 48.33% over the course of the last week. Since 1/2/1990 there were 38 other occurences w/ $VIX gained > 48% over 5 sessions. 4 years ago
  • On Friday iShares MSCI Brazil Capped ( $EWZ ) closed at 19.09 , a 11+ year low and its lowest level since 11/08/2004. 4 years ago
  • On Friday the Russell 2000 Index ( $RUT ) closed at 1,046.20 , a 2+ year low and its lowest level since 10/09/2013. 4 years ago
  • @QuantStratTradR Sorry, I didn't follow the entire communication. Link to what ? // @easyvolatility 4 years ago


The information on this site is provided for statistical and informational purposes only. Nothing herein should be interpreted or regarded as personalized investment advice or to state or imply that past results are an indication of future performance. Under no circumstances does this information represent an advice or recommendation to buy, sell or hold any security.

The author of this website is not a licensed financial advisor and will not accept liability for any loss or damage, including without limitation to, any loss of profit, which may arise directly or indirectly from use of or reliance on the content of this website, including the information that others post here.

While every effort will be made to provide complete, the most accurate and current information, none of the information on this site is guaranteed to be correct, and anything written here should be subject to independent verification. I make no representations or warranties of any kind, express or implied, about the completeness, accuracy, reliability, suitability or availability with respect to this blog or the information, analysis, statistics, or related graphics contained on the blog for any purpose.

I may or may not hold positions for myself, my family and/or clients in the securities mentioned here. Actions may have been taken before or after information is presented, and any opinions expressed in this site are subject to change without notice.

Please read the full ... DISCLAIMER


May 2020
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