Recent Trades

All Trades from 2011 to the present.

Some years have bonus trades and were not signaled by the System.

For certain weeks there are no trades listed. That is because there were no Signals given by the System that week. The System only gives off a Signal when conditions are “optimal”.

2020

DateSymbolCalls/PutsStrikesCreditResultNotes
1/31SPXPuts3155/3150.255.2%BONUS Trade
2/3SPXCalls3315/3320.25-50%
2/20SPXPuts3300/3295.255.2%
2/25SPXPuts3030/3025.255.2%
4/30SPXPuts2820/2815.255.2%
6/11SPXPuts2930/2925.255.2%
9/3SPXPuts3360/3355.255.2%
9/10SPXPuts3235/3230.255.2%
9/17SPXPuts3250/3245.255.2%
11/12SPXPuts3450/3445.25

2019

DateSymbolCalls/PutsStrikesCreditResultNotes
1/3/2019SPXPuts2400/2395.255.2%
1/22/19SPXPuts2570/2565.255.2%
3/4/19SPXPuts2715/2710.255.2%
3/7/19SPXPuts2700/2695.255.2%
5/6/19SPXPuts2860/2855.255.2%
7/25/19SPXPuts2975/2970.205.2%
8/14/19SPXPuts2755/2750.306.2%Bonus Trade
8/23/19SPXPuts2775/2770.306.2%
10/1/19SPXPuts2895/2890.25-53%

2018

DateSymbolCalls/PutsStrikesCreditResult
1/18/2018SPXPuts2770/2765.255.2%
1/30/2018SPXPuts2785/2780.255.2%
2/27/2018SPXPuts2710/2705.255.2%
4/9/2018SPXCalls2710/2715.255.2%
4/19/2018SPXPuts2650/2645.255.2%
4/24/2018SPXPuts2585/2580.255.2%
5/3/2018SPXPuts2565/2560.255.2%
6/19/2018SPXPuts2720/2715.306.2%
6/25/2018SPXPuts2640/2635.255.2%
8/15/2018SPXPuts2770/2765.255.2%
9/6/2018SPXPuts2840/2835.255.2%
10/4/2018SPXPuts2840/2835.255.2%
10/10/2018SPXPuts2770/2765.30-34%
10/23/18SPXPuts2655/2650.306.2%
12/6/2018SPXPuts2585/2580.255.2%

2017

Our first perfect year! We had no losses for the whole of 2017!

We had fewer trades than we liked last year because of the historically low volatility. When volatility is low, option premiums are very low, and the risk increases exponentially for weeklies.

We will continue to trade Wednesday expiration SPX options, and even add the newer Monday expiration SPX options.

DateSymbolCalls/PutsStrikesCreditResult
1/12/2017SPXPuts2230/2225.255.2%
SPXPuts2235/2230.255.2%
1/30/2017SPXPuts2240/2235.255.2%
3/2/2017SPXPuts2365/2360.255.2%
3/14/2017SPXPuts2335/2330.255.2%
3/21/2017SPXPuts2325/2320.255.2%
4/3/2017SPXPuts2325/2320.255.2%
5/11SPXPuts2375/2370.255.2%
5/17SPXPuts2330/2325.255.2%
6/8RUTCalls1435/1440.275.7%
6/29SPXPuts2375/2370.255.2%
7/6SPXPuts2395/2390.255.2%
7/27SPXPuts2445/2440.255.2%
8/10/2017SPXPuts2420/2415.255.2%
8/17/17SPXPuts2415/2410.204.2%
9/5/17SPXPuts2430/2425.306.4%
9/25/17SPXPuts2470/2465.255.2%
10/25/17SPXPuts2515/2110.255.2%
10/30/17SPXPuts2545/2450.204.2%
11/9/17SPXPuts2530/2525.306.4%

2016

We are starting something new this year. The CBOE has introduced Wednesday expiration options. So these are weeklies that expire on Wednesday instead of Friday.

We will be testing these with Bonus trades to see how they work out.

The FED did raise rates last year, but all the way in November. No telling how the markets will behave this year.

Last year we kept the focus on the SPX and did very well, with only one losing trade.

DateSymbolCalls/PutsStrikesCreditResultNotes
01/05/16SPXPuts1940/1935.30-50%
01/20/16SPXPuts1745/1740.255.2%
01/27/16SPXPuts1800/1795.255.2%
02/02/16SPXPuts1845/1840.255.2%
02/08/16SPXPuts1735/1730.306.4%
03/01/16SPXCalls2015/2020.306.4%
03/29/16SPXCalls2085/2090.204.1%
04/07/16SPXPuts2010/2005.306.4%
04/21/16SPXPuts2065/2060.255.2%
05/03/16SPXPuts2020/2015.357.5%
05/11/16SPXPuts2035/2030.306.4%
05/17/16SPXPuts2015/2010.306.4%
6/9/16SPXPuts2095/2090.25-50%
6/28/16SPXCalls2050/2055.30-50%Bonus Trade: Wednesday expiration
8/2/16SPXPuts2135/2130.408.7%Wednesday Expiration
8/31/16SPXPuts2125/20120.255.2%
9/9/16SPXPuts2140/2135.25-50%
9/13/16SPXPuts2085/2080.306.4%
9/22/16SPXCalls2190/2195.306.4%
9/29/16SPXPuts2100/2095.306.4%
10/11/16SPXPuts2100/2095.306.4%
11/1/16SPXPuts2075/2070.306.4%

2015

The FED is expected to raise interest rates this year. This should result in increased volatility and many more trading opportunities so that we can pick and choose the best ones.

The implementation last year of the 50% stop loss was effective. All trades where we were stopped out would have been total losses.

Last year we focused on the SPX. For the most part the trades went well. There were a couple instances that we should have avoided, like the holiday weeks of Thanksgiving and Christmas.

DateSymbolCalls/PutsStrikesCreditResult
01/05/15SPXPuts1950/1945.357.5%
01/14/15SPXPuts1945/1950.255.2%
01/27/15SPXPuts1975/1970.255.2%
02/03/15SPXCalls2080/2085.255.2%
03/03/15SPXCalls2070/2065.306.4%
03/10/15SPXPuts2000/1995.357.5%
03/16/15SPXCalls2120/20125.306.4%
03/30/15SPXCalls2115/2120.204.2%
04/06/15SPXCalls2120/2125.306.4%
04/20/15SPXCalls2130/2135.255.2%
05/05/15SPXPuts2040/2035.357.5%
05/26/15SPXPuts2065/2060.306.4%
06/04/15SPXPuts2055/2050.255.2%
06/22/15SPXCalls2150/2155.357.5%
07/08/15SPXPuts2000/1995.255.2%
08/06/15SPXPuts2050/2045.255.2%
08/11/15SPXPuts2030/2025.306.4%
09/08/15SPXCalls2020/2025.255.2%
09/28/15SPXPuts1800/1795.255.2%
09/30/15SPXCalls1965/1970.255.2%
10/22/15SPXCalls2070/2075.30-50%
11/09/15SPXPuts2020/2015.306.4%
11/17/15SPXCalls2090/2095.255.2%
12/02/15SPXPuts2025/2020.255.2%

 2014

We have concluded the tests on our new SPX trading System and starting in April, we made it part of our official trading plan. So now we have two systems. One on RUT and one on SPX. both offer the same type of trade but the signals for each are different. We should now have trades in both high volatility and low volatility markets.

DateSymbolCalls/PutsStrikesCreditResultNotes
01/02/14SPXPuts1815/1810.306.3%Bonus Trade
01/13/14SPXPuts1800/1795.357.5%Bonus Trade
01/23/14SPXPuts1805/1800.30-55%Bonus Trade
02/03/14SPXPuts1675/1670.306.3%Bonus Trade
02/24/14SPXCalls1885/1890.357.5%Bonus Trade
03/03/14SPXPuts1790/1785.306.3%Bonus Trade
03/28/14SPXCalls1900/1905.357.5%Bonus Trade
04/04/14RUTPuts1110/1100.656.6%
04/14/14SPXCalls1860/1865.459.3%
04/25/14SPXPuts1800/1795.255.2%
05/20/14SPXPuts1835/1830.255.2%
07/07/14RUTPuts1160/1155.20-10.2%RUT settled at 1159.51
07/31/14SPXPuts1905/1910.306.3%
08/05/14SPXPuts1870/1865.306.3%
08/08/14SPXCalls1960/1965.5512.3%
08/18/14SPXCalls1995/2000.204.1%
08/25/14SPXCalls2020/2025.357.5%
09/16/14SPXCalls2025/2030.408.7%
09/22/14SPXPuts1955/1950.306.3%
10/01/14SPXPuts1905/1900.255.2%
10/07/14SPXPuts1895/1890.255.2%
10/21/14SPXCalls1965/1970.357.5%
10/28/14SPXCalls2005/2010.40-50%
12/01/14SPXPuts2005/2000.255.2%
12/08/14SPXPuts2015/2010.25-50%
12/17/14SPXCalls2040/2045.30-50%

2013

2013 was an awful year for weekly credit spreads. Because the market was in a strong uptrend, the volatility was taken out of the market. This lowered the prices of all options and so option sellers were not given enough credit for the risk they were taking. This lead to the System keeping us out of the market most of the year. And when signals were given, it was when some extraordinary event was taking place that was manipulating the markets like the turmoil in Washington.

We did have several Bonus trades, which are listed here, but the System trades did not do well. This lead us to do a lot of testing and analysis. We came to a few realizations.

The following will be implemented in 2014:

1. We would be able to implement a stop loss of 50% without hurting any winning trades. This will significantly trim any losses.

2. We have also developed a separate System to trade the SPX.  This will allow for more potential trades. The overall thesis of the SPX system is the same as the RUT System but allows us to initiate trades on more days. The results of  testing the SPX System in 2012 and 2013 were very promising; great returns and many trades.

3. We expect volatility to return to the markets once the FED stops printing money with their Qualitative Easing program. This is expected to occur in the early part of 2014. This will allow the markets to return to normal trading and have the RUT System giving off more successful trading signals.

DateSymbolCalls/PutsStrikesCreditResultNotes
01/04/13RUTCalls895/900.439.4%Bonus Trade: This trade not a system trade and not included in performance on site
01/11/13RUTPuts860/855.377.9%Bonus Trade: This trade not a system trade and not included in performance on site
01/25/13RUTCalls920/925.4610.1%Bonus Trade: This trade not a system trade and not included in performance on site
02/01/13RUTCalls930/935.224.6%
02/15/13RUTIron Condor940/945
905/900
.50-28%Bonus trade. I exited early but if left to expiration it would have resulted in an 11% gain
03/08/13RUTPuts920/915.337%Bonus
03/15/13RUTPuts935/930.408.7%Bonus
04/01/13RUTPuts920/915.34-100%Bonus Trade: This trade not a system trade and not included in performance on site. Trade was fine until a large gap down open on Friday morning. Note: This trade was started on Monday.
04/15/13RUTPuts890/885.429.1%Bonus
04/25/13RUTCalls935/940.48-83%Exited early. Settled at 938.98 which would have been -78%
05/14/13RUTCalls1000/1005.408.7%Bonus
06/03/13RUTPuts950/940.555.8%Bonus
06/18/13RUTCalls1020/1025.429.1%Bonus
06/24/13RUTPuts910/900.586.1%Bonus
06/27/13RUTCalls1000/1010.98-42.3%Bonus
08/13/13RUTPuts990/980.565.9%
08/30/13RUTPuts970/960.545.7%
10/10/13RUTCalls1095/1100.45-100%Markets jumped after deal struck to reopen Government
10/30/13RUTPuts1090/1080.555.8%Bonus
11/07/13RUTPuts1050/1045.285.9%
11/21/13RUTCalls1140/1150.52-68.9%Thanksgiving week
12/06/13SPXCalls1835/1840.255.2%Bonus
12/20/13SPXCalls1850/1855.306.3%Bonus

2012

DateSymbolCreditResult
02/03/12RUT.9510.4%
02/10/12RUT.707.5%
02/16/12RUT.8319.9%
02/23/12RUT.7718.2%
03/02/12RUT.5512.3%
03/08/12RUT.357.5%
03/09/12RUT.6013.6%
03/22/12RUT.459.8%
03/23/12RUT.7016.2%
04/12/12RUT.5311.8%
04/13/12RUT.6013.6%
05/03/12RUT.5512.3%
06/01/12RUT.5512.3%
06/08/12RUT.7016.2%
06/14/12RUT.8520.4%
06/15/15RUT.758.1%
06/21/12RUT.727.7%
06/22/12RUT.4710.3%
06/29/12RUT.8019%
07/06/12RUT.5211.6%
07/13/12RUT.439.4%
07/20/12RUT.357.5%
07/26/12RUT.7016.2%
07/27/12RUT.758.1%
08/03/12RUT.337%
08/30/12RUT.5512.3%
09/07/12RUT.4710.3%
09/13/12RUT.5913.3%
09/27/12RUT.429.1%
10/19/12RUT.626.6%
11/01/12RUT.5011.1%
11/02/12RUT.5011.1%
11/08/12RUT.5011.1%
11/29/12RUT.377.9%
12/21/2012RUT.429.1%

2011

DateSymbolCreditResult
03/10/11RUT.4710.3%
03/18/11RUT.72-3.5%
04/08/11RUT.5011.1%
05/13/11RUT.408.6%
05/26/11RUT.8219.6%
06/10/11RUT.5512.3%
07/01/11RUT.6013.6%
07/07/11RUT.429.1%
07/14/11RUT.459.8%
07/21/11RUT.5512.3%
08/11/11RUT.8721%
08/26/11RUT1.0025%
09/01/11RUT.7718.2%
09/08/11RUT.4710.3%
09/09/11RUT1.0011.11%
09/23/11RUT.5011.1%
10/07/11RUT.9523.4%
10/14/11RUT.7317%
10/21/11RUT1.08-100%
11/11/11RUT.6815.7%
12/08/11RUT.909.8%
12/09/11RUT.7818.4%
12/15/11RUT1.0511.7%
12/29/11RUT.7016.2%