I have decided to publish the results of my trading as I am proud of the performance that I am achieving. A few points to address immediate questions follow. Background Professional Financial Analyst based in UK, who took an interest in options whilst at University and began trading them (unsuccessfully) during my twenties. Studied volatility, hedging and margin management to arrive at the strategy that I am trading now. Trading Swing trading and volatility trading, from long options positions on a range of stock indices, currencies and commodities including SPX, DAX, Nikkei225, FTSE100, AUDUSD, and Oil Trading decisions are purely technical. Looked at intraday timeframes, and decided that whilst profits may be greater with fully-automated trading on shorter timeframes, daily timeframes align my trading style and the securities being traded. Average duration is 20 to 40 days across the range of securities over the last 20 years. Performance Backtesting 20 years to June 2016 Paper trading June 2016 to June 2018 Actual trading since June 2018 Consistently producing annualised returns >1000% over each phase (backtesting, paper trading, actual trading) Notes, disclaimers, caveats Performance figures are calculated by (closing price less opening price) divided by opening price. This seems to be the most transparent method. Performance figures do not take into account commission, which at c.0.1% can be significant for high-frequency trading but has negligible impact here. Backtested performance figures do not take into account bid-offer spread, as trades are inside the spread. NB trading via a spreadbetting account would incur the full cost of the spread. Allocation of funds to a particular strategy is for an individual investor to decide, based on several factors including appetite for risk and correlation to other investments. For example allocating 10% of Funds Under Management to this strategy requires performance figures to be divided by 10. Backtesting does not include Out-of-the-Money trades, which I will incorporate in due course, and which will be accretive to returns. Backtesting does not include occasionally closing losing trades and re-entering the position later - this functionality exceeded my backtesting capabilities - but paper trading and actual trading includes this activity and it is accretive to returns. Nothing I say should be taken as investment advice. It is information only.