User:Camarilla Equation/Sample page

The Camarilla Equation is a mathematical formula discovered on August 10, 1990 in Montreal, Canada by M. B. Kurzencwyg. The equation is used to day trade the futures market, stocks and other Exchange traded assets. The equation offers points of resistance and support, better know as Pivot Points, for day trading. Previous day High, Low and Settlement price are the variables that would need to be factored into the equation for the resistance and support levels to be generated. The equation is also famously known as the Camarilla Pivots.

The Camarilla Equation was first published in The Day Trader Handbook in 1997.The book was registered for copyright and intellectual property protection with the Canadian Intellectual Property Office, registration number 459430 on January 28, 1997. The Day Trader Handbook is a 26-page book that was self-published by M. B. Kurzencwyg and outlines the Camarilla Equation. Only 100 units of the book was ever published. Kurzencwyg began to sell his book by advertising in classified ads in magazines like Futures Magazine and Stocks and Commodities Magazine starting in April of 1997. The book sold out within several weeks.

In 2018 M. B. Kurzencwyg launched a fully automated day trading system coded for NinjaTrader. The system is called Fortress Rubicon. The automated system is specifically designed for day trading in the E-Mini S&P 500 futures contract that is traded at the Chicago Mercantile Exchange. In 2020 the system generated a net profit of 172.36% for the year [4 x default], basically profiting on the stock market crash in the futures Index that began in the latter part of February 2020. The system is available to the public to be managed at fortressrubicon.com.

M. B. Kurzencwyg was attending McGill University in Montreal when on October 19, 1987 the Crash of '87 took Wall Street by storm with one of the biggest one-day percentage drop in the history of the US stock market. He began taking interest in the markets and started spending hours at the McGill library reading books and articles on stock and futures trading. In his studies he came across a formula for Beta which measures risk-volatility for stocks based on a stock's historical High, Low and current price. After several years of testing a certain geometric hypothesis, the Camarilla Equation was discovered and published about 7 years later.

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