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I currently have 7 open trades, with expirations in Aug (2), and Sep (3), Oct (2):
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Total defined risk for these trades 39.8% of the account net liquidation value.
30 trades have been closed this year...16 wins and 14 losses. Return on the account for the year is at 2.7%. Total win rate is at 53%. The win rate on the core trades is at 62%. Not happy with the core trade win rate. Of the 7 open trades, 3 currently have a positive P&L.
Broken wing butterflies are not performing as well as last year. I am digging into the iron condor backtest results a bit more right now to see how well they have performed in 2017.
I plan to work on part 3 and part 4 of the the IC backtest summary this weekend. If all goes well, I will publish part 3 next week.
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