10 weeks - 100 trades

I used to post my trades on the thread 'Weekly options experiment'. Method that I tried there was too directional - to win on a trade I would have to get direction and vol right. Since then I rebuild my model and now I can simply scan for statistically profitable trades. I will post 10 trades every week. In 10 weeks we will see if it's profitable or not.

[Note: trades will take place on a demo account at TradeMonster]

 

Trades:
AAPL: Sell 3x 395 Call, Buy 3x 415 Call, Sell 2x 395 Put, Buy 2x 415 Put
BAC: Buy 20x 11 Call, Sell 20x 11.5 Call, Buy 30x 11 Put
BIDU: Sell 10x 92.5 Call, Buy 15x 95 Call
C: Buy 20x 46.5 Call, Sell 30x 46 Put, Buy 30x 46.5 Put
CLF: Buy 6x 16 Call, Sell 6x 18 Call, Buy 9x 16 Put, Sell 9x 17.5 Put
F: Buy 30x 14 Call, Sell 20x 13.5 Put, Buy 20x 14 Put
GOOG: Sell 2x 805 Call, Sell 1x 810 Call, Buy 6x 815 Call
IBM: Sell 5x 190 Call, Buy 15x 200 Call
NDX: Sell 2x 2800 Call, Buy 3x 2825 Call
SPX: Sell 20x 156 Call, Buy 30x 157 Call

I want high probability trades, somehow my program finds ratio spreads.

 

What expiration?

 

All next week.

Here is my risk profile, greeks and so on:

 

Could you post your entry prices?

 

Sure, which ones?

 

BAC and F .

 

Also do you have graphs showing your return vs the price of the underlying? I can't figure wether you a rooting for a up or down movement.

 

BAC and F entries are shown on screen:

 

bac profit vs underlying: