Bought Puts on Nikkei225 following a reversal. Security / Ticker: N225 Open Trade Date: 08 April 2019 Trade: Buy to Open Expiry Date: 09 May 2019 At the Money / Out of the Money: AtM Exercise Price: 21,750 Direction: Put Opening Price: 348.65 Security / Ticker: N225 Open Trade Date: 08 April 2019 Trade: Buy to Open Expiry Date: 09 May 2019 At the Money / Out of the Money: OotM Exercise Price: 20,625 Direction: Put Opening Price: 41.58
Closed Long FTSE position at a profit. Security / Ticker: FTSE Open Trade Date: 28 March 2019 Trade: Sell to Close Expiry Date: 17 May 2019 At the Money / Out of the Money: AtM Exercise Price: 7,300 Direction: Call Opening Price: 119.2 Close Trade Date: 09 April 2019 Closing Price: 170.3 Roundtrip P&L: 42.9% Security / Ticker: FTSE Open Trade Date: 28 March 2019 Trade: Sell to Close Expiry Date: 17 May 2019 At the Money / Out of the Money: OotM Exercise Price: 7,550 Direction: Call Opening Price: 39.6 Close Trade Date: 09 April 2019 Closing Price: 51.2 Roundtrip P&L: 29.3% Rolling monthly P&L (for a contract size of 1 lot in each security) with no compounding is USD-1366.
...And bought Puts. Security / Ticker: FTSE Open Trade Date: 09 April 2019 Trade: Buy to Open Expiry Date: 17 May 2019 At the Money / Out of the Money: AtM Exercise Price: 7,400 Direction: Put Opening Price: 98.3 Security / Ticker: FTSE Open Trade Date: 09 April 2019 Trade: Buy to Open Expiry Date: 17 May 2019 At the Money / Out of the Money: OotM Exercise Price: 7,150 Direction: Put Opening Price: 20.7 Bought S&P500 Puts on the same day. Security / Ticker: SPX Open Trade Date: 09 April 2019 Trade: Buy to Open Expiry Date: 17 May 2019 At the Money / Out of the Money: AtM Exercise Price: 2,870 Direction: Put Opening Price: 37.90 Security / Ticker: SPX Open Trade Date: 09 April 2019 Trade: Buy to Open Expiry Date: 17 May 2019 At the Money / Out of the Money: OotM Exercise Price: 2,750 Direction: Put Opening Price: 13.55
Closed Long position in DAX30 at a profit. Security / Ticker: DAX Open Trade Date: 29 March 2019 Trade: Sell to Close Expiry Date: 17 May 2019 At the Money / Out of the Money: AtM Exercise Price: 11,550 Direction: Call Opening Price: 237.8 Close Trade Date: 10 April 2019 Closing Price: 385.5 Roundtrip P&L: 62.1% Security / Ticker: DAX Open Trade Date: 29 March 2019 Trade: Sell to Close Expiry Date: 17 May 2019 At the Money / Out of the Money: OotM Exercise Price: 12,200 Direction: Call Opening Price: 34.90 Close Trade Date: 10 April 2019 Closing Price: 81.43 Roundtrip P&L: 133.3% Rolling monthly P&L (for a contract size of 1 lot in each security) with no compounding is USD-1225.
Bought DAX30 Puts following a reversal. Security / Ticker: DAX Open Trade Date: 10 April 2019 Trade: Sell to Close Expiry Date: 17 May 2019 At the Money / Out of the Money: AtM Exercise Price: 11,800 Direction: Call Opening Price: 192.2 Security / Ticker: DAX Open Trade Date: 10 April 2019 Trade: Sell to Close Expiry Date: 17 May 2019 At the Money / Out of the Money: OotM Exercise Price: 11,200 Direction: Call Opening Price: 36.8
Bought AUDUSD straddles following an increase in volatility. Security / Ticker: AUD Open Trade Date: 08 April 2019 Trade: Buy to Open Expiry Date: 07 June 2019 At the Money / Out of the Money: AtM Exercise Price: 0.7100 Direction: Straddle Opening Price: 0.0097 Security / Ticker: AUD Open Trade Date: 08 April 2019 Trade: Buy to OpenExpiry Date: 07 June 2019 At the Money / Out of the Money: AtM Exercise Price: 0.7100 Direction: Straddle Opening Price: 0.0074
A quick update; the last 130 trades, partially detailed here over the last month have produced an average return of 13.7% in 22.9 days. Below backtested average, but still over 600% on an annualised basis, which is not too shabby. I'll be away for the rest of April on holiday, and will pick up when back.
Closed Calls in AUDUSD at a loss: Security / Ticker: AUD Open Trade Date: 11 March 2019 Trade: Sell to Close Expiry Date: 03 May 2019 At the Money / Out of the Money: AtM Exercise Price: 0.71 Direction: Call Opening Price: 0.0074 Close Trade Date: 18 April 2019 Closing Price: 0.0075 Roundtrip P&L: 1.2% Security / Ticker: AUD Open Trade Date: 11 March 2019 Trade: Sell to Close Expiry Date: 03 May 2019 At the Money / Out of the Money: OotM Exercise Price: 0.73 Direction: Call Opening Price: 0.0017 Close Trade Date: 18 April 2019 Closing Price: 0.0004 Roundtrip P&L: -74.2% And bought Puts: Security / Ticker: AUD Open Trade Date: 18 April 2019 Trade: Buy to Open Expiry Date: 07 June 2019 At the Money / Out of the Money: AtM Exercise Price: 0.715 Direction: Call Opening Price: 0.0075 Security / Ticker: AUD Open Trade Date: 18 April 2019 Trade: Buy to Open Expiry Date: 07 June 2019 At the Money / Out of the Money: OotM Exercise Price: 0.695 Direction: Call Opening Price: 0.0014
Closed Put positions on S&P500 at a loss after it rose during April. Security / Ticker: SPX Open Trade Date: 09 April 2019 Trade: Sell to Close Expiry Date: 17 May 2019 At the Money / Out of the Money: AtM Exercise Price: 2,870 Direction: Put Opening Price: 37.9 Close Trade Date: 23 April 2019 Closing Price: 16.4 Roundtrip P&L: -56.8% Security / Ticker: SPX Open Trade Date: 09 April 2019 Trade: Sell to Close Expiry Date: 17 May 2019 At the Money / Out of the Money: OotM Exercise Price: 2,750 Direction: Put Opening Price: 5.0 Close Trade Date: 23 April 2019 Closing Price: 1.3 Roundtrip P&L: -74.6%