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September 29 Weekly Expiration Trade (#34) - Closed 18-Sep (+1.32%)
September 29 Weekly Expiration Trade (#35) - Closed 18-Sep (+1.64%)
October 20 Monthly Expiration Trade (#36) - Adjusted 18-Sep
- 27-July Entry (post)
- 08-September Adjustment (post)
- 12-September Adjustment (post)
- 15-September Adjustment (post)
October 20 Weekly Expiration Trade (#37) - Adjusted 18-Sep
- 01-August Entry (post)
- 08-September Adjustment (post)
- 12-September Adjustment (post)
- 15-September Adjustment (post)
November 3 Weekly Expiration Trade (#40) - Adjusted 20-Sep
November 17 Monthly Expiration Trade (#42) - Adjusted 20-Sep
November 17 Weekly Expiration Trade (#41) - Adjusted 20-Sep
November 30 Weekly Expiration Trade (#43) - Adjusted 20-Sep
- 15-September Entry (post)
I currently have 9 open trades, with expirations in Oct (4) and Nov (5):
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Total defined risk for these trades 70.9% of the account net liquidation value.
35 trades have been closed this year...19 wins and 16 losses. Return on the account for the year is at 2.9%. Total win rate is at 54%. The win rate on the core trades is at 61%. Not happy with the win rates, but at least the losses have been small.
Of the 9 open trades, 8 currently have a positive P&L. The 1 trade that has a negative P&L was entered this week (1 trade on Sep-21). This week's trade is down -0.32% on margin...this is typical in the first week or so of the trade.
I will likely enter one new trade next week and will make adjustments as follows:
- Highly likely: #40, #41
- Likely: #39, #42
- Possible: #43
- Unlikely: #36, #37, #38, #44
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2 comments:
Hi Dave, thank you for sharing your trade book as well as your back tests. Recently I have read a lot about (broken wing) butterflies and made some own (manual) backtests. I am still unsure if these aproaches fit into my trading portfolio. However, most of the researchers/trades use RUT and not SPX. Could you explain why you are trading the SPX, please?
Best, Andreas
I used to trade RUT, but found that the fills started getting bad a few years ago. At that point I switched to the SPX because the fills were better (closer to the mid and sometimes below mid). There is also quite a bit more liquidity on the SPX.
I may start looking at the RUT again though, for the simple reason that it is harder to manipulate an index of 2000 products than an index of 500.
Thanks,
Dave
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