The debt buy trade: The options side:
(The day trading side is listed below the chart.)
The total of all bankrupt debt consolidated into one account, then traded into.
The traders buy the debt within each 6 months of contract.
They only purchase into the trade, there is no selling.
The traders choose at the start of thier purchase amount
if it is going to drop faster or slower.
From there they do not exit until the end of the contract time frame.
Within those 6 months, the debt is purchased in either a smaller or larger amount, and the originating banks receive 25% of the losers losses. The other 75% of the losers losses goes to the winners.
There are 6 options to choose from and 3 will always win.
The day trading side:
similar to above,
yet with incremental daily time span purchases of fast or slow.
So, if 100 is put toward a fast day choice with the debt account at 12000,
and it is a slow day, reducing not to the wanted 11900, only 11950.
Then one can exit at 11950 and only lose 50 of the 100. or even earlier if they want to play 8's off the top spent into. etc.
details more? each second divided into 6 parts. slow to fast.
that seems extreme., how about 1 hour divided 6 times. 10 min. each.
each 10 min. based on the previous days range drop.
(originally the start range is known by,
the simulation event of only one day of the pre-booked trades,
averaged over the time span.)
10 - 11998 2 slow, day - where before was 10 -slow/ hour avr. 14 per-10 min.
20 - 11997 1 slow day - where before was 22 - fast/ hour avr. 14 per-10 min.
30 - 11995 2 slow day - where before was 32 -fast/ hour avr. 14 per-10 min.
40 - 11970 25 fast day - where before was 5 -slow/ hour avr. 14 per-10 min.
50 - 11968 2 slow day - where before was 1 - slow/ hour avr. 14 per-10 min.
60 - 11950 18 fast day - where before was 12 -fast/ hour avr. 14 per-10 min.
the previous day's hour, being a fast hour. and the 1 divided into 6 parts.
so it plods off, from the previous days 10 min. time range of historical.
In the above example, the dude chooses a fast day, yet closes his trade
30 min. into the hour, thereby losing from his initial 100, only 5.
Had he held the trade the 60 min. the event would have been classed as a
"45 -slow" over the previous range of "82 -fast" in that hr.
his loss being 55 out of his 100.
so he was correct at the interim guess to leap out early.
confused?
it can work----
time span eruptive acknowledgement trading of past event speed analogies---
for those with an important career as a day trader,
specifically known as a money blender man.
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This trade also stops any gov. bailouts from occurring ever again,
as the traders pay it off from their losses.
With my new economy,
the end of the year -- leftover balance of each persons' 20000
can be used to enter into the trade
delegating the actual tradable losses to each person to only a 0, as a game.
Yet, the serious bank corporation losers from before,
receive the past depletions from bankruptcies on account.