Decided to put this strategy to the test for 100 shares. Price of SPY at time of entry: 204.85 In addition, I added a long Dec 2017 205 put for:...
I did not include commission and slippage due to both being nominal when trading SPY (tight spreads). As far as the tail risk, it maxes out...
Lets assume the following scenario exists every week. Where you can construct a trade with the following characteristics for SPY. Do you believe...
Bad week for the market. The strategy held up somewhat well by outperforming the market. Weekly SPY Change: -3.57% Ending Portfolio Value:...
Got tied up and didn't post this last Friday. The week should have been great, a +2 or 3% week. Tried adding a few wrinkles to various hedges. One...
Finally a week of outperformance. Towards the end of this week, I made a fundamental shift in my hedges. Took a lot of them off temporarily. With...
Last few weeks, I have under performed. Not using anywhere near my usual size on premium. The market overall has me and my strategy a bit...
I hold very little stock, almost exclusively long dated options. So on weeks like this one where I do not sell much premium, the decay will hurt a...
I essentially took the week off due to not establishing many positions last Friday. However, even though I did not sell much premium, my long...
This week, I had a slight under performance. I was too aggressive in adjusting my hedges to protect against a pull back earlier in the week. This...
So far holding up as expected SPY change: +1.1% Ending Portofolio Value: $109,855 Change: +$1,139 (+1%)
First week running the portfolio live is in the books. Spy Change this week: 192.87 - 195.45 = -2.58 = -1.3% Portfolio Change: Last Friday:...
The positions are engaged at the same time - no legging in. The same underlinings are traded each week. The positions are a combination of long...
My portfolio strategy consists of several hedges which when combined "in theory" should produce the following returns: 1. Sideways market...
On the weekends, I like to pick which companies I plan to buy puts/calls for the upcoming week. Part of this analysis, I need to easily be able to...
What are some of the most popular/heavily traded options around earnings season? I know stocks like AAPL,NFLX,CMG,GOOG are popular with heavy...
Essentially what I am trying to do is buy or sell straddles into earnings. When I look at something like zacks or yahoo's earnings calendar it...
Does anyone know of a website or screener which lists only upcoming earnings announcements where the underlining has very liquid options?
Creating the reverse position is much harder due to puts being more expensive. I can create a position that makes a "small" amount when unchanged...
Lets assume the stock market is Random. In that scenario, shouldn't the below strategy make you the "house" and over time be profitable? With DIA...
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