2011: Rebuilding My Battered Account

Discussion in 'Journals' started by neke, Jan 9, 2011.

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  1. neke

    neke

    Weekly Update for week 9/50 ended 3/12/2011

    Nice week, up 27K (9%). Week of steady gains (14 of 20).

    The two stand-out trades were FNSR on Wed, and GMCR on Thurs. Got in with PUTS on FNSR following a dead cat bounce on Wed sometime after it opened, and closed that with a gain of 14K. Unfortunatley dabbled on the short side on GMCR on Thurs. That cost 13K. The GMCR trade should fall under the fade trades to be avoided, but seems my program needs some tweaking to recognise that.


    Code:
    
    Opening Balance:                	282,269
    Net gain for the week 		         26,936
    ------------------------------------------------
    Net Balance:                   		309,205
    
    Number of Trades	            	 20
    Number of Profitable Trades    	    	 14
    
    
    Since Inception of Thread   01/8/2011 - 3/12/2011
    
    Opening Balance:                   	335,899
    Net loss(Less Margin Interest)		 26,694 (Down 8%)
    ------------------------------------------------
    Net Balance				309,205
    
    Number of Trades	           	 144
    Number of Profitable Trades        	 81
    
    
    TOP/BOTTOM DISCRETIONARY TRADES
    
    TICKER			ENTRY DATE/TIME		EXIT DATE/TIME		QTY	PURCHASE AMT	SOLD AMT	GAIN/LOSS	TYPE
    
    FNSRMAR19201128.0PUT	2011-03-09-09-53-29	2011-03-09-15-09-19	15000	35250		49500		14040		FNSR PUT
    -----------------------------------------------------------------
    GMCR			2011-03-10-11-54-03	2011-03-10-12-53-59	4000	246817		233960		-12897		SHORT
    
    
    


    [​IMG]
     
    #101     Mar 11, 2011
  2. neke

    neke

    I wish I have it laid out with a defined rule. But I don't. Normally I have a holding time-frame (intraday for the most part). If I hold for an hour or two and there is no sign of life, I would probably begin to look for an exit. Maybe a litlte bounce in my favour I could be out, but any case not exceeding the end of day. But if there is material information/news I was not aware of on entry I would probably exit immediately I discover.
     
    #102     Mar 11, 2011
  3. Nice week, congratulations !!!
     
    #103     Mar 11, 2011
  4. Neke, did I read that right? You went long 15,000 FNSR puts. Did you have any liquidity concerns? I'd be interested to see you break that trade down a bit if you would be willing to do so.

    You have the capital to short ample stock, what advantage did you see using an option over an outright short?

    TIA
     
    #104     Mar 12, 2011
  5. neke

    neke

    No, that was 150 contracts (representing 15,000 shares). I wouldn't short 15000 shares of FNSR when it was already down more than 35% - the risk would be way too much. It is better done with options (max risk limited to premium paid).
     
    #105     Mar 12, 2011
  6. Okay, thanks for clarifying that. I pulled up last weeks chart on FNSR, looks like you may have put that position on following Wednesday's gap down. I'm not trying to "Monday morning quarterback" here, but have to wonder about taking the short side following a megagap down.

    The volatility in those puts must have been through the roof and the probability of a volatility collapse in the option pricing would be my biggest concern.

    I don't know who you use as your broker, but with accounts over 100k it's generally no problem to get a level five option approval (naked selling).
    Typically, I like to sell high IV not buy it.

    Bottom line, congratulations on another good week. A couple more like that and you'll be back in black for the year.
     
    #106     Mar 13, 2011
  7. rew

    rew

    IRAs don't allow margin or shorting of stocks so just what sort of trades can you do in an IRA? This is a serious question, I'm still trying to develop a trading system so right now my IRA is in stocks and a few bonds that just bounce up and down with the market (so the average return per year over the past decade is around 0%).
     
    #107     Mar 13, 2011
  8. rew

    rew

    I agree. I'd have a heart attack taking the sort of draw downs that neke does. But, damn, it's interesting to see how his account bounces up and down.
     
    #108     Mar 13, 2011
  9. lojze

    lojze

    How to get a symbol of FNSR and other options?
    [

    QUOTE]Quote from neke:

    No, that was 150 contracts (representing 15,000 shares). I wouldn't short 15000 shares of FNSR when it was already down more than 35% - the risk would be way too much. It is better done with options (max risk limited to premium paid). [/QUOTE]
     
    #109     Mar 13, 2011
  10. neke

    neke

    Weekly Update for week 10/50 ended 3/19/2011

    Another nice week, up 23K (7.5%).

    It was a week of "shoulda coulda". Just failed to benefit much from the volatility, instead had quite another scare on Wed when I was too quick to call over-extension in moves, and went long (stock and options) too many names. Ended the day just a tard lower, the big loser being SPY calls (7K). Thur saw nice action with LULU put after their earnings. Fading NKE on friday however was unsuccessful.

    Still working hard to define rules for managing correlated risk (too many positions in same direction) where market is throwing up so many trades at the same time.


    Code:
    
    Opening Balance:                	309,205
    Net gain for the week 		         23,305
    ------------------------------------------------
    Net Balance:                   		332,510
    
    Number of Trades	            	 22
    Number of Profitable Trades    	    	 13
    
    
    Since Inception of Thread   01/8/2011 - 3/19/2011
    
    Opening Balance:                   	335,899
    Net loss(Less Margin Interest)		  3,389 (Down 1%)
    ------------------------------------------------
    Net Balance				332,510
    
    Number of Trades	           	 166
    Number of Profitable Trades        	 94
    
    
    TOP/BOTTOM DISCRETIONARY TRADES
    
    TICKER			ENTRY DATE/TIME		EXIT DATE/TIME		QTY	PURCHASE AMT	SOLD AMT	GAIN/LOSS	TYPE
    
    LULUMAR19201180.0PUT	2011-03-17-09-32-50	2011-03-17-10-40-34	10000	30000		48420		18268		LULU put
    FSLRMAR192011160.0PUT	2011-03-15-09-41-43	2011-03-15-10-50-38	5000	35000		47125		12038		FSLR put
    ----------------------------------------------------------------------------------
    SPYMAR192011126.0CALL	2011-03-16-09-40-51	2011-03-16-15-12-15	10000	23980		18000		-6131		SPY call
    NKEMAR19201175.0CALL	2011-03-18-09-31-51	2011-03-18-10-36-45	10000	29000		22000		-7144		NKE call
    
    
    


    [​IMG]
     
    #110     Mar 18, 2011
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