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”.
2023
| Date | Symbol | Result | Notes |
|---|---|---|---|
| SPX |
2022
| Date | Symbol | Result | Notes |
|---|---|---|---|
| 1/13 | SPX | 5.2% | |
| 1/14 | RUT | -50% | Markets went into freefall |
| 2/3 | SPX | 6.3% | |
| 3/1 | SPX | 6.3% | |
| 3/15 | SPX | 6.3% | |
| 4/19 | SPX | 5.2% | |
| 4/26 | SPX | 5.2% | |
| 4/28 | SPX | 5.2% | |
| 4/29 | RUT | 8.6% | |
| 5/5 | SPX | 5.2% | |
| 5/18 | SPX | 6.3% | |
| 5/19 | SPX | 6.3% | |
| 5/20 | RUT | 10.3% | |
| 5/27 | SPX | -22% | |
| 6/3 | RUT | 8.7% | |
| 6/10 | RUT | 9.1% | |
| 6/28 | SPX | 6.38% | |
| 7/7 | SPX | 4.1% | |
| 7/14 | SPX | 5.26% | |
| 7/19 | SPX | 6.38% | |
| 7/28 | SPX | 5.26% | |
| 8/10 | SPX | 5.26% | |
| 8/22 | SPX | 6.38% | |
| 9/07 | SPX | 6.38% | |
| 9/28 | SPX | 6.38% | |
| 9/29 | SPX | 6.38% | |
| 10/13 | SPX | 6.38% | |
| 10/17 | SPX | 6.38% | |
| 11/09 | SPX | 5.26% | |
| 11/10 | SPX | 6.38% |
2021
| Date | Symbol | Calls/Puts | Strikes | Credit | Result | Notes |
|---|---|---|---|---|---|---|
| 2/25/21 | SPX | Puts | 3690/3685 | .25 | 5.2% | |
| 3/9/21 | SPX | Calls | 3955/3690 | .25 | 5.2% | |
| 3/16/21 | RUT | Puts | 2260/2255 | .32 | 6.8% | |
| 4/20/21 | RUT | Puts | 2115/2110 | .25 | 5.2% | |
| 5/4/21 | SPX | Puts | 4070/4065 | .25 | 5.2% | |
| 5/11/21 | SPX | Puts | 4065/4060 | .25 | 5.2% | |
| 7/8/21 | SPX | Puts | 4255/4250 | .25 | 5.2% | |
| 7/15/21 | RUT | Puts | 2060/2055 | .25 | 5.2% | |
| 7/22/21 | RUT | Puts | 2085/2080 | .34 | 7.2% | |
| 8/5/21 | RUT | Calls | 2310/2315 | .52 | 11.6% | |
| 8/17/21 | SPX | Puts | 4370/4365 | .25 | 5.2% | |
| 8/19/21 | RUT | Puts | 2000/1995 | .31 | 5.7% | Exited early |
| 9/28/21 | SPX | Puts | 4270/4265 | .30 | 6.4% | |
| 10/5/21 | SPX | Calls | 4420/4425 | .30 | 6.4% | |
| 10/14/21 | SPX | Calls | 4480/4485 | .25 | 5.2% | |
| 10/14/21 | RUT | Calls | 2340/2345 | .43 | 9.4% | |
| 10/28/21 | RUT | Calls | 2370/2375 | .35 | -65% | RUT went on a tear after months of stability |
2020
| Date | Symbol | Calls/Puts | Strikes | Credit | Result | Notes |
|---|---|---|---|---|---|---|
| 1/31 | SPX | Puts | 3155/3150 | .25 | 5.2% | BONUS Trade |
| 2/3 | SPX | Calls | 3315/3320 | .25 | -50% | |
| 2/20 | SPX | Puts | 3300/3295 | .25 | 5.2% | |
| 2/25 | SPX | Puts | 3030/3025 | .25 | 5.2% | |
| 4/30 | SPX | Puts | 2820/2815 | .25 | 5.2% | |
| 6/11 | SPX | Puts | 2930/2925 | .25 | 5.2% | |
| 9/3 | SPX | Puts | 3360/3355 | .25 | 5.2% | |
| 9/10 | SPX | Puts | 3235/3230 | .25 | 5.2% | |
| 9/17 | SPX | Puts | 3250/3245 | .25 | 5.2% | |
| 11/12 | SPX | Puts | 3450/3445 | .25 | 5.2% |
2019
| Date | Symbol | Calls/Puts | Strikes | Credit | Result | Notes |
|---|---|---|---|---|---|---|
| 1/3/2019 | SPX | Puts | 2400/2395 | .25 | 5.2% | |
| 1/22/19 | SPX | Puts | 2570/2565 | .25 | 5.2% | |
| 3/4/19 | SPX | Puts | 2715/2710 | .25 | 5.2% | |
| 3/7/19 | SPX | Puts | 2700/2695 | .25 | 5.2% | |
| 5/6/19 | SPX | Puts | 2860/2855 | .25 | 5.2% | |
| 7/25/19 | SPX | Puts | 2975/2970 | .20 | 5.2% | |
| 8/14/19 | SPX | Puts | 2755/2750 | .30 | 6.2% | Bonus Trade |
| 8/23/19 | SPX | Puts | 2775/2770 | .30 | 6.2% | |
| 10/1/19 | SPX | Puts | 2895/2890 | .25 | -53% |
2018
| Date | Symbol | Calls/Puts | Strikes | Credit | Result |
|---|---|---|---|---|---|
| 1/18/2018 | SPX | Puts | 2770/2765 | .25 | 5.2% |
| 1/30/2018 | SPX | Puts | 2785/2780 | .25 | 5.2% |
| 2/27/2018 | SPX | Puts | 2710/2705 | .25 | 5.2% |
| 4/9/2018 | SPX | Calls | 2710/2715 | .25 | 5.2% |
| 4/19/2018 | SPX | Puts | 2650/2645 | .25 | 5.2% |
| 4/24/2018 | SPX | Puts | 2585/2580 | .25 | 5.2% |
| 5/3/2018 | SPX | Puts | 2565/2560 | .25 | 5.2% |
| 6/19/2018 | SPX | Puts | 2720/2715 | .30 | 6.2% |
| 6/25/2018 | SPX | Puts | 2640/2635 | .25 | 5.2% |
| 8/15/2018 | SPX | Puts | 2770/2765 | .25 | 5.2% |
| 9/6/2018 | SPX | Puts | 2840/2835 | .25 | 5.2% |
| 10/4/2018 | SPX | Puts | 2840/2835 | .25 | 5.2% |
| 10/10/2018 | SPX | Puts | 2770/2765 | .30 | -34% |
| 10/23/18 | SPX | Puts | 2655/2650 | .30 | 6.2% |
| 12/6/2018 | SPX | Puts | 2585/2580 | .25 | 5.2% |
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.
| Date | Symbol | Calls/Puts | Strikes | Credit | Result |
|---|---|---|---|---|---|
| 1/12/2017 | SPX | Puts | 2230/2225 | .25 | 5.2% |
| SPX | Puts | 2235/2230 | .25 | 5.2% | |
| 1/30/2017 | SPX | Puts | 2240/2235 | .25 | 5.2% |
| 3/2/2017 | SPX | Puts | 2365/2360 | .25 | 5.2% |
| 3/14/2017 | SPX | Puts | 2335/2330 | .25 | 5.2% |
| 3/21/2017 | SPX | Puts | 2325/2320 | .25 | 5.2% |
| 4/3/2017 | SPX | Puts | 2325/2320 | .25 | 5.2% |
| 5/11 | SPX | Puts | 2375/2370 | .25 | 5.2% |
| 5/17 | SPX | Puts | 2330/2325 | .25 | 5.2% |
| 6/8 | RUT | Calls | 1435/1440 | .27 | 5.7% |
| 6/29 | SPX | Puts | 2375/2370 | .25 | 5.2% |
| 7/6 | SPX | Puts | 2395/2390 | .25 | 5.2% |
| 7/27 | SPX | Puts | 2445/2440 | .25 | 5.2% |
| 8/10/2017 | SPX | Puts | 2420/2415 | .25 | 5.2% |
| 8/17/17 | SPX | Puts | 2415/2410 | .20 | 4.2% |
| 9/5/17 | SPX | Puts | 2430/2425 | .30 | 6.4% |
| 9/25/17 | SPX | Puts | 2470/2465 | .25 | 5.2% |
| 10/25/17 | SPX | Puts | 2515/2110 | .25 | 5.2% |
| 10/30/17 | SPX | Puts | 2545/2450 | .20 | 4.2% |
| 11/9/17 | SPX | Puts | 2530/2525 | .30 | 6.4% |
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.
| Date | Symbol | Calls/Puts | Strikes | Credit | Result | Notes |
|---|---|---|---|---|---|---|
| 01/05/16 | SPX | Puts | 1940/1935 | .30 | -50% | |
| 01/20/16 | SPX | Puts | 1745/1740 | .25 | 5.2% | |
| 01/27/16 | SPX | Puts | 1800/1795 | .25 | 5.2% | |
| 02/02/16 | SPX | Puts | 1845/1840 | .25 | 5.2% | |
| 02/08/16 | SPX | Puts | 1735/1730 | .30 | 6.4% | |
| 03/01/16 | SPX | Calls | 2015/2020 | .30 | 6.4% | |
| 03/29/16 | SPX | Calls | 2085/2090 | .20 | 4.1% | |
| 04/07/16 | SPX | Puts | 2010/2005 | .30 | 6.4% | |
| 04/21/16 | SPX | Puts | 2065/2060 | .25 | 5.2% | |
| 05/03/16 | SPX | Puts | 2020/2015 | .35 | 7.5% | |
| 05/11/16 | SPX | Puts | 2035/2030 | .30 | 6.4% | |
| 05/17/16 | SPX | Puts | 2015/2010 | .30 | 6.4% | |
| 6/9/16 | SPX | Puts | 2095/2090 | .25 | -50% | |
| 6/28/16 | SPX | Calls | 2050/2055 | .30 | -50% | Bonus Trade: Wednesday expiration |
| 8/2/16 | SPX | Puts | 2135/2130 | .40 | 8.7% | Wednesday Expiration |
| 8/31/16 | SPX | Puts | 2125/20120 | .25 | 5.2% | |
| 9/9/16 | SPX | Puts | 2140/2135 | .25 | -50% | |
| 9/13/16 | SPX | Puts | 2085/2080 | .30 | 6.4% | |
| 9/22/16 | SPX | Calls | 2190/2195 | .30 | 6.4% | |
| 9/29/16 | SPX | Puts | 2100/2095 | .30 | 6.4% | |
| 10/11/16 | SPX | Puts | 2100/2095 | .30 | 6.4% | |
| 11/1/16 | SPX | Puts | 2075/2070 | .30 | 6.4% |
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.
| Date | Symbol | Calls/Puts | Strikes | Credit | Result |
|---|---|---|---|---|---|
| 01/05/15 | SPX | Puts | 1950/1945 | .35 | 7.5% |
| 01/14/15 | SPX | Puts | 1945/1950 | .25 | 5.2% |
| 01/27/15 | SPX | Puts | 1975/1970 | .25 | 5.2% |
| 02/03/15 | SPX | Calls | 2080/2085 | .25 | 5.2% |
| 03/03/15 | SPX | Calls | 2070/2065 | .30 | 6.4% |
| 03/10/15 | SPX | Puts | 2000/1995 | .35 | 7.5% |
| 03/16/15 | SPX | Calls | 2120/20125 | .30 | 6.4% |
| 03/30/15 | SPX | Calls | 2115/2120 | .20 | 4.2% |
| 04/06/15 | SPX | Calls | 2120/2125 | .30 | 6.4% |
| 04/20/15 | SPX | Calls | 2130/2135 | .25 | 5.2% |
| 05/05/15 | SPX | Puts | 2040/2035 | .35 | 7.5% |
| 05/26/15 | SPX | Puts | 2065/2060 | .30 | 6.4% |
| 06/04/15 | SPX | Puts | 2055/2050 | .25 | 5.2% |
| 06/22/15 | SPX | Calls | 2150/2155 | .35 | 7.5% |
| 07/08/15 | SPX | Puts | 2000/1995 | .25 | 5.2% |
| 08/06/15 | SPX | Puts | 2050/2045 | .25 | 5.2% |
| 08/11/15 | SPX | Puts | 2030/2025 | .30 | 6.4% |
| 09/08/15 | SPX | Calls | 2020/2025 | .25 | 5.2% |
| 09/28/15 | SPX | Puts | 1800/1795 | .25 | 5.2% |
| 09/30/15 | SPX | Calls | 1965/1970 | .25 | 5.2% |
| 10/22/15 | SPX | Calls | 2070/2075 | .30 | -50% |
| 11/09/15 | SPX | Puts | 2020/2015 | .30 | 6.4% |
| 11/17/15 | SPX | Calls | 2090/2095 | .25 | 5.2% |
| 12/02/15 | SPX | Puts | 2025/2020 | .25 | 5.2% |
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.
| Date | Symbol | Calls/Puts | Strikes | Credit | Result | Notes |
|---|---|---|---|---|---|---|
| 01/02/14 | SPX | Puts | 1815/1810 | .30 | 6.3% | Bonus Trade |
| 01/13/14 | SPX | Puts | 1800/1795 | .35 | 7.5% | Bonus Trade |
| 01/23/14 | SPX | Puts | 1805/1800 | .30 | -55% | Bonus Trade |
| 02/03/14 | SPX | Puts | 1675/1670 | .30 | 6.3% | Bonus Trade |
| 02/24/14 | SPX | Calls | 1885/1890 | .35 | 7.5% | Bonus Trade |
| 03/03/14 | SPX | Puts | 1790/1785 | .30 | 6.3% | Bonus Trade |
| 03/28/14 | SPX | Calls | 1900/1905 | .35 | 7.5% | Bonus Trade |
| 04/04/14 | RUT | Puts | 1110/1100 | .65 | 6.6% | |
| 04/14/14 | SPX | Calls | 1860/1865 | .45 | 9.3% | |
| 04/25/14 | SPX | Puts | 1800/1795 | .25 | 5.2% | |
| 05/20/14 | SPX | Puts | 1835/1830 | .25 | 5.2% | |
| 07/07/14 | RUT | Puts | 1160/1155 | .20 | -10.2% | RUT settled at 1159.51 |
| 07/31/14 | SPX | Puts | 1905/1910 | .30 | 6.3% | |
| 08/05/14 | SPX | Puts | 1870/1865 | .30 | 6.3% | |
| 08/08/14 | SPX | Calls | 1960/1965 | .55 | 12.3% | |
| 08/18/14 | SPX | Calls | 1995/2000 | .20 | 4.1% | |
| 08/25/14 | SPX | Calls | 2020/2025 | .35 | 7.5% | |
| 09/16/14 | SPX | Calls | 2025/2030 | .40 | 8.7% | |
| 09/22/14 | SPX | Puts | 1955/1950 | .30 | 6.3% | |
| 10/01/14 | SPX | Puts | 1905/1900 | .25 | 5.2% | |
| 10/07/14 | SPX | Puts | 1895/1890 | .25 | 5.2% | |
| 10/21/14 | SPX | Calls | 1965/1970 | .35 | 7.5% | |
| 10/28/14 | SPX | Calls | 2005/2010 | .40 | -50% | |
| 12/01/14 | SPX | Puts | 2005/2000 | .25 | 5.2% | |
| 12/08/14 | SPX | Puts | 2015/2010 | .25 | -50% | |
| 12/17/14 | SPX | Calls | 2040/2045 | .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.
| Date | Symbol | Calls/Puts | Strikes | Credit | Result | Notes |
|---|---|---|---|---|---|---|
| 01/04/13 | RUT | Calls | 895/900 | .43 | 9.4% | Bonus Trade: This trade not a system trade and not included in performance on site |
| 01/11/13 | RUT | Puts | 860/855 | .37 | 7.9% | Bonus Trade: This trade not a system trade and not included in performance on site |
| 01/25/13 | RUT | Calls | 920/925 | .46 | 10.1% | Bonus Trade: This trade not a system trade and not included in performance on site |
| 02/01/13 | RUT | Calls | 930/935 | .22 | 4.6% | |
| 02/15/13 | RUT | Iron Condor | 940/945 905/900 | .50 | -28% | Bonus trade. I exited early but if left to expiration it would have resulted in an 11% gain |
| 03/08/13 | RUT | Puts | 920/915 | .33 | 7% | Bonus |
| 03/15/13 | RUT | Puts | 935/930 | .40 | 8.7% | Bonus |
| 04/01/13 | RUT | Puts | 920/915 | .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. |
| 04/15/13 | RUT | Puts | 890/885 | .42 | 9.1% | Bonus |
| 04/25/13 | RUT | Calls | 935/940 | .48 | -83% | Exited early. Settled at 938.98 which would have been -78% |
| 05/14/13 | RUT | Calls | 1000/1005 | .40 | 8.7% | Bonus |
| 06/03/13 | RUT | Puts | 950/940 | .55 | 5.8% | Bonus |
| 06/18/13 | RUT | Calls | 1020/1025 | .42 | 9.1% | Bonus |
| 06/24/13 | RUT | Puts | 910/900 | .58 | 6.1% | Bonus |
| 06/27/13 | RUT | Calls | 1000/1010 | .98 | -42.3% | Bonus |
| 08/13/13 | RUT | Puts | 990/980 | .56 | 5.9% | |
| 08/30/13 | RUT | Puts | 970/960 | .54 | 5.7% | |
| 10/10/13 | RUT | Calls | 1095/1100 | .45 | -100% | Markets jumped after deal struck to reopen Government |
| 10/30/13 | RUT | Puts | 1090/1080 | .55 | 5.8% | Bonus |
| 11/07/13 | RUT | Puts | 1050/1045 | .28 | 5.9% | |
| 11/21/13 | RUT | Calls | 1140/1150 | .52 | -68.9% | Thanksgiving week |
| 12/06/13 | SPX | Calls | 1835/1840 | .25 | 5.2% | Bonus |
| 12/20/13 | SPX | Calls | 1850/1855 | .30 | 6.3% | Bonus |
2012
| Date | Symbol | Credit | Result |
|---|---|---|---|
| 02/03/12 | RUT | .95 | 10.4% |
| 02/10/12 | RUT | .70 | 7.5% |
| 02/16/12 | RUT | .83 | 19.9% |
| 02/23/12 | RUT | .77 | 18.2% |
| 03/02/12 | RUT | .55 | 12.3% |
| 03/08/12 | RUT | .35 | 7.5% |
| 03/09/12 | RUT | .60 | 13.6% |
| 03/22/12 | RUT | .45 | 9.8% |
| 03/23/12 | RUT | .70 | 16.2% |
| 04/12/12 | RUT | .53 | 11.8% |
| 04/13/12 | RUT | .60 | 13.6% |
| 05/03/12 | RUT | .55 | 12.3% |
| 06/01/12 | RUT | .55 | 12.3% |
| 06/08/12 | RUT | .70 | 16.2% |
| 06/14/12 | RUT | .85 | 20.4% |
| 06/15/15 | RUT | .75 | 8.1% |
| 06/21/12 | RUT | .72 | 7.7% |
| 06/22/12 | RUT | .47 | 10.3% |
| 06/29/12 | RUT | .80 | 19% |
| 07/06/12 | RUT | .52 | 11.6% |
| 07/13/12 | RUT | .43 | 9.4% |
| 07/20/12 | RUT | .35 | 7.5% |
| 07/26/12 | RUT | .70 | 16.2% |
| 07/27/12 | RUT | .75 | 8.1% |
| 08/03/12 | RUT | .33 | 7% |
| 08/30/12 | RUT | .55 | 12.3% |
| 09/07/12 | RUT | .47 | 10.3% |
| 09/13/12 | RUT | .59 | 13.3% |
| 09/27/12 | RUT | .42 | 9.1% |
| 10/19/12 | RUT | .62 | 6.6% |
| 11/01/12 | RUT | .50 | 11.1% |
| 11/02/12 | RUT | .50 | 11.1% |
| 11/08/12 | RUT | .50 | 11.1% |
| 11/29/12 | RUT | .37 | 7.9% |
| 12/21/2012 | RUT | .42 | 9.1% |
2011
| Date | Symbol | Credit | Result |
|---|---|---|---|
| 03/10/11 | RUT | .47 | 10.3% |
| 03/18/11 | RUT | .72 | -3.5% |
| 04/08/11 | RUT | .50 | 11.1% |
| 05/13/11 | RUT | .40 | 8.6% |
| 05/26/11 | RUT | .82 | 19.6% |
| 06/10/11 | RUT | .55 | 12.3% |
| 07/01/11 | RUT | .60 | 13.6% |
| 07/07/11 | RUT | .42 | 9.1% |
| 07/14/11 | RUT | .45 | 9.8% |
| 07/21/11 | RUT | .55 | 12.3% |
| 08/11/11 | RUT | .87 | 21% |
| 08/26/11 | RUT | 1.00 | 25% |
| 09/01/11 | RUT | .77 | 18.2% |
| 09/08/11 | RUT | .47 | 10.3% |
| 09/09/11 | RUT | 1.00 | 11.11% |
| 09/23/11 | RUT | .50 | 11.1% |
| 10/07/11 | RUT | .95 | 23.4% |
| 10/14/11 | RUT | .73 | 17% |
| 10/21/11 | RUT | 1.08 | -100% |
| 11/11/11 | RUT | .68 | 15.7% |
| 12/08/11 | RUT | .90 | 9.8% |
| 12/09/11 | RUT | .78 | 18.4% |
| 12/15/11 | RUT | 1.05 | 11.7% |
| 12/29/11 | RUT | .70 | 16.2% |
Responses