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Let's assume you start out with 50000 dollars and no SPY, i.e. the position is (cash,spy) = (50000,0). After the first trade the position is (50000-100*127,100) = (37300,100) and the value is still 50000. After the second trade the position is (37300+87*125,100-87) = (48175,13) which has a value 48175+125*13 = 49800. So you have a loss of 200. And so on and ...



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