SPX Credit Spread Trader

Discussion in 'Journals' started by El OchoCinco, May 17, 2005.

  1. Choad

    Choad

    Code:
    
    PART TWO
    
    Date:  19900119  Price:  339.15   %Change:  -3.14        %Change LOWEST:  -3.75     %Change HIGHEST:  2.73
     
    Date:  19900216  Price:  332.72   %Change:  -1.90        %Change LOWEST:  -4.77     %Change HIGHEST:  -1.26
     
    Date:  19900316  Price:  341.91   %Change:  2.76        %Change LOWEST:  -2.58     %Change HIGHEST:  2.76
     
    Date:  19900420  Price:  335.12   %Change:  -1.99        %Change LOWEST:  -1.99     %Change HIGHEST:  0.83
     
    Date:  19900518  Price:  354.64   %Change:  [b][color=red]5.82[/color][/b]        %Change LOWEST:  -1.79     %Change HIGHEST:  5.86
     
    Date:  19900615  Price:  362.91   %Change:  2.33        %Change LOWEST:  -0.02     %Change HIGHEST:  3.60
     
    Date:  19900720  Price:  361.61   %Change:  -0.36        %Change LOWEST:  -2.99     %Change HIGHEST:  1.66
     
    Date:  19900817  Price:  327.83   %Change:  [b][color=red]-9.34[/color][/b]        %Change LOWEST:  -9.34     %Change HIGHEST:  -1.25
     
    Date:  19900921  Price:  311.32   %Change:  [b][color=red]-5.04[/color][/b]        %Change LOWEST:  -6.34     %Change HIGHEST:  0.21
     
    Date:  19901019  Price:  312.48   %Change:  0.37        %Change LOWEST:  -5.09     %Change HIGHEST:  1.25
     
    Date:  19901116  Price:  317.12   %Change:  1.48        %Change LOWEST:  -3.39     %Change HIGHEST:  2.53
     
    Date:  19901221  Price:  331.75   %Change:  4.61        %Change LOWEST:  -0.64     %Change HIGHEST:  4.61
     
    Date:  19910118  Price:  332.23   %Change:  0.14        %Change LOWEST:  -6.11     %Change HIGHEST:  0.14
     
    Date:  19910215  Price:  369.06   %Change:  [b][color=red]11.09[/color][/b]        %Change LOWEST:  -1.18     %Change HIGHEST:  11.09
     
    Date:  19910315  Price:  373.59   %Change:  1.23        %Change LOWEST:  -1.69     %Change HIGHEST:  2.08
     
    Date:  19910419  Price:  384.20   %Change:  2.84        %Change LOWEST:  -1.88     %Change HIGHEST:  4.51
     
    Date:  19910517  Price:  372.39   %Change:  -3.07        %Change LOWEST:  -4.07     %Change HIGHEST:  -0.25
     
    Date:  19910621  Price:  377.75   %Change:  1.44        %Change LOWEST:  -0.03     %Change HIGHEST:  4.68
     
    Date:  19910719  Price:  384.22   %Change:  1.71        %Change LOWEST:  -1.88     %Change HIGHEST:  2.02
     
    Date:  19910816  Price:  385.58   %Change:  0.35        %Change LOWEST:  -1.45     %Change HIGHEST:  1.67
     
    Date:  19910920  Price:  387.92   %Change:  0.61        %Change LOWEST:  -2.36     %Change HIGHEST:  2.87
     
    Date:  19911018  Price:  392.50   %Change:  1.18        %Change LOWEST:  -2.87     %Change HIGHEST:  1.26
     
    Date:  19911115  Price:  382.62   %Change:  -2.52        %Change LOWEST:  -2.52     %Change HIGHEST:  1.25
     
    Date:  19911220  Price:  387.04   %Change:  1.16        %Change LOWEST:  -1.93     %Change HIGHEST:  1.16
     
    Date:  19920117  Price:  418.86   %Change:  [b][color=red]8.22[/color][/b]        %Change LOWEST:  2.53     %Change HIGHEST:  8.71
     
    Date:  19920221  Price:  411.43   %Change:  -1.77        %Change LOWEST:  -2.74     %Change HIGHEST:  -0.17
     
    Date:  19920320  Price:  411.30   %Change:  -0.03        %Change LOWEST:  -1.83     %Change HIGHEST:  0.95
     
    Date:  19920416  Price:  416.04   %Change:  1.15        %Change LOWEST:  -4.08     %Change HIGHEST:  1.21
     
    Date:  19920515  Price:  410.09   %Change:  -1.43        %Change LOWEST:  -1.82     %Change HIGHEST:  0.59
     
    Date:  19920619  Price:  403.67   %Change:  -1.57        %Change LOWEST:  -2.23     %Change HIGHEST:  1.76
     
    Date:  19920717  Price:  415.62   %Change:  2.96        %Change LOWEST:  -0.14     %Change HIGHEST:  3.47
     
    Date:  19920821  Price:  414.85   %Change:  -0.19        %Change LOWEST:  -1.13     %Change HIGHEST:  2.28
     
    Date:  19920918  Price:  422.93   %Change:  1.95        %Change LOWEST:  -1.00     %Change HIGHEST:  2.51
     
    Date:  19921016  Price:  411.73   %Change:  -2.65        %Change LOWEST:  -4.79     %Change HIGHEST:  -0.19
     
    Date:  19921120  Price:  426.65   %Change:  3.62        %Change LOWEST:  0.58     %Change HIGHEST:  3.62
     
    Date:  19921218  Price:  441.28   %Change:  3.43        %Change LOWEST:  -0.36     %Change HIGHEST:  3.43
     
    Date:  19930115  Price:  437.15   %Change:  -0.94        %Change LOWEST:  -2.77     %Change HIGHEST:  -0.13
     
    Date:  19930219  Price:  434.22   %Change:  -0.67        %Change LOWEST:  -1.20     %Change HIGHEST:  2.84
     
    Date:  19930319  Price:  450.18   %Change:  3.68        %Change LOWEST:  0.13     %Change HIGHEST:  5.09
     
    Date:  19930416  Price:  448.94   %Change:  -0.28        %Change LOWEST:  -2.00     %Change HIGHEST:  0.40
     
    Date:  19930521  Price:  445.84   %Change:  -0.69        %Change LOWEST:  -3.43     %Change HIGHEST:  0.37
     
    Date:  19930618  Price:  443.68   %Change:  -0.48        %Change LOWEST:  -0.48     %Change HIGHEST:  1.80
     
    Date:  19930716  Price:  445.75   %Change:  0.47        %Change LOWEST:  -0.51     %Change HIGHEST:  1.84
     
    Date:  19930820  Price:  456.16   %Change:  2.34        %Change LOWEST:  -0.28     %Change HIGHEST:  2.40
     
    Date:  19930917  Price:  458.83   %Change:  0.59        %Change LOWEST:  -0.20     %Change HIGHEST:  1.62
     
    Date:  19931015  Price:  469.50   %Change:  2.33        %Change LOWEST:  -1.28     %Change HIGHEST:  2.33
     
    Date:  19931119  Price:  462.60   %Change:  -1.47        %Change LOWEST:  -2.56     %Change HIGHEST:  -0.09
     
    Date:  19931217  Price:  466.38   %Change:  0.82        %Change LOWEST:  -0.75     %Change HIGHEST:  0.90
     
    Date:  19940121  Price:  474.72   %Change:  1.79        %Change LOWEST:  -0.23     %Change HIGHEST:  1.91
     
    Date:  19940218  Price:  467.69   %Change:  -1.48        %Change LOWEST:  -1.48     %Change HIGHEST:  1.53
     
    Date:  19940318  Price:  471.06   %Change:  0.72        %Change LOWEST:  -1.00     %Change HIGHEST:  0.81
     
    Date:  19940415  Price:  446.18   %Change:  [b][color=red]-5.28[/color][/b]        %Change LOWEST:  -6.82     %Change HIGHEST:  -0.46
     
    Date:  19940520  Price:  454.92   %Change:  1.96        %Change LOWEST:  -1.05     %Change HIGHEST:  2.31
     
    Date:  19940617  Price:  458.45   %Change:  0.78        %Change LOWEST:  -0.38     %Change HIGHEST:  1.64
     
    Date:  19940715  Price:  454.16   %Change:  -0.94        %Change LOWEST:  -3.41     %Change HIGHEST:  -0.65
     
    Date:  19940819  Price:  463.68   %Change:  2.10        %Change LOWEST:  -0.56     %Change HIGHEST:  2.42
     
    Date:  19940916  Price:  471.19   %Change:  1.62        %Change LOWEST:  -0.30     %Change HIGHEST:  2.68
     
    Date:  19941021  Price:  464.89   %Change:  -1.34        %Change LOWEST:  -4.00     %Change HIGHEST:  -0.07
     
    Date:  19941118  Price:  461.47   %Change:  -0.74        %Change LOWEST:  -0.87     %Change HIGHEST:  1.91
     
    Date:  19941216  Price:  458.80   %Change:  -0.58        %Change LOWEST:  -3.47     %Change HIGHEST:  -0.58
     
    #1351     Oct 20, 2005
  2. Choad

    Choad

    Code:
    
    PART THREE
    
    Date:  19950120  Price:  464.78   %Change:  1.30        %Change LOWEST:  -0.37     %Change HIGHEST:  2.45
     
    Date:  19950217  Price:  481.97   %Change:  3.70        %Change LOWEST:  0.22     %Change HIGHEST:  4.40
     
    Date:  19950317  Price:  495.52   %Change:  2.81        %Change LOWEST:  0.03     %Change HIGHEST:  2.81
     
    Date:  19950421  Price:  508.49   %Change:  2.62        %Change LOWEST:  -0.09     %Change HIGHEST:  2.77
     
    Date:  19950519  Price:  519.19   %Change:  2.10        %Change LOWEST:  0.72     %Change HIGHEST:  3.87
     
    Date:  19950616  Price:  539.83   %Change:  3.98        %Change LOWEST:  0.85     %Change HIGHEST:  3.98
     
    Date:  19950721  Price:  553.62   %Change:  2.55        %Change LOWEST:  0.48     %Change HIGHEST:  4.24
     
    Date:  19950818  Price:  559.21   %Change:  1.01        %Change LOWEST:  0.27     %Change HIGHEST:  2.10
     
    Date:  19950915  Price:  583.35   %Change:  4.32        %Change LOWEST:  -0.37     %Change HIGHEST:  4.36
     
    Date:  19951020  Price:  587.46   %Change:  0.70        %Change LOWEST:  -1.00     %Change HIGHEST:  1.25
     
    Date:  19951117  Price:  600.07   %Change:  2.15        %Change LOWEST:  -1.83     %Change HIGHEST:  2.15
     
    Date:  19951215  Price:  616.34   %Change:  2.71        %Change LOWEST:  -0.54     %Change HIGHEST:  3.60
     
    Date:  19960119  Price:  611.83   %Change:  -0.73        %Change LOWEST:  -2.90     %Change HIGHEST:  0.81
     
    Date:  19960216  Price:  647.98   %Change:  [b][color=red]5.91[/color][/b]        %Change LOWEST:  0.16     %Change HIGHEST:  8.11
     
    Date:  19960315  Price:  641.43   %Change:  -1.01        %Change LOWEST:  -2.23     %Change HIGHEST:  1.71
     
    Date:  19960419  Price:  645.07   %Change:  0.57        %Change LOWEST:  -1.60     %Change HIGHEST:  2.25
     
    Date:  19960517  Price:  668.91   %Change:  3.70        %Change LOWEST:  -1.06     %Change HIGHEST:  3.70
     
    Date:  19960621  Price:  666.84   %Change:  -0.31        %Change LOWEST:  -1.04     %Change HIGHEST:  1.44
     
    Date:  19960719  Price:  638.73   %Change:  -4.22        %Change LOWEST:  -5.77     %Change HIGHEST:  1.36
     
    Date:  19960816  Price:  665.21   %Change:  4.15        %Change LOWEST:  -1.89     %Change HIGHEST:  4.23
     
    Date:  19960920  Price:  687.02   %Change:  3.28        %Change LOWEST:  -2.37     %Change HIGHEST:  3.28
     
    Date:  19961018  Price:  710.82   %Change:  3.46        %Change LOWEST:  -0.21     %Change HIGHEST:  3.46
     
    Date:  19961115  Price:  737.62   %Change:  3.77        %Change LOWEST:  -1.91     %Change HIGHEST:  3.77
     
    Date:  19961220  Price:  748.87   %Change:  1.53        %Change LOWEST:  -2.26     %Change HIGHEST:  2.63
     
    Date:  19970117  Price:  776.17   %Change:  3.65        %Change LOWEST:  -1.58     %Change HIGHEST:  3.65
     
    Date:  19970221  Price:  801.77   %Change:  3.30        %Change LOWEST:  -1.44     %Change HIGHEST:  5.17
     
    Date:  19970321  Price:  784.10   %Change:  -2.20        %Change LOWEST:  -2.38     %Change HIGHEST:  1.48
     
    Date:  19970418  Price:  766.34   %Change:  -2.27        %Change LOWEST:  -5.92     %Change HIGHEST:  0.87
     
    Date:  19970516  Price:  829.75   %Change:  [b][color=red]8.27[/color][/b]        %Change LOWEST:  -0.78     %Change HIGHEST:  9.86
     
    Date:  19970620  Price:  898.70   %Change:  [b][color=red]8.31[/color][/b]        %Change LOWEST:  0.42     %Change HIGHEST:  8.31
     
    Date:  19970718  Price:  915.30   %Change:  1.85        %Change LOWEST:  -2.23     %Change HIGHEST:  4.22
     
    Date:  19970815  Price:  900.81   %Change:  -1.58        %Change LOWEST:  -1.58     %Change HIGHEST:  4.92
     
    Date:  19970919  Price:  950.51   %Change:  [b][color=red]5.52[/color][/b]        %Change LOWEST:  -0.15     %Change HIGHEST:  5.52
     
    Date:  19971017  Price:  944.16   %Change:  -0.67        %Change LOWEST:  -1.33     %Change HIGHEST:  3.43
     
    Date:  19971121  Price:  963.09   %Change:  2.00        %Change LOWEST:  -7.12     %Change HIGHEST:  2.98
     
    Date:  19971219  Price:  946.78   %Change:  -1.69        %Change LOWEST:  -1.70     %Change HIGHEST:  2.15
     
    Date:  19980116  Price:  961.51   %Change:  1.56        %Change LOWEST:  -2.02     %Change HIGHEST:  3.20
     
    Date:  19980220  Price:  1,034.21   %Change:  [b][color=red]7.56[/color][/b]        %Change LOWEST:  -0.47     %Change HIGHEST:  7.56
     
    Date:  19980320  Price:  1,099.16   %Change:  [b][color=red]6.28[/color][/b]        %Change LOWEST:  -0.35     %Change HIGHEST:  6.28
     
    Date:  19980417  Price:  1,122.72   %Change:  2.14        %Change LOWEST:  -0.51     %Change HIGHEST:  2.14
     
    Date:  19980515  Price:  1,108.73   %Change:  -1.25        %Change LOWEST:  -3.35     %Change HIGHEST:  0.65
     
    Date:  19980619  Price:  1,100.65   %Change:  -0.73        %Change LOWEST:  -2.86     %Change HIGHEST:  0.93
     
    Date:  19980717  Price:  1,186.75   %Change:  [b][color=red]7.82[/color][/b]        %Change LOWEST:  0.23     %Change HIGHEST:  7.82
     
    Date:  19980821  Price:  1,081.24   %Change:  [b][color=red]-8.89[/color][/b]        %Change LOWEST:  -10.45     %Change HIGHEST:  -0.22
     
    Date:  19980918  Price:  1,020.09   %Change:  [b][color=red]-5.66[/color][/b]        %Change LOWEST:  -11.46     %Change HIGHEST:  1.07
     
    Date:  19981016  Price:  1,056.42   %Change:  3.56        %Change LOWEST:  -5.95     %Change HIGHEST:  4.51
     
    Date:  19981120  Price:  1,163.55   %Change:  [b][color=red]10.14[/color][/b]        %Change LOWEST:  0.57     %Change HIGHEST:  10.14
     
    Date:  19981218  Price:  1,188.03   %Change:  2.10        %Change LOWEST:  -1.92     %Change HIGHEST:  2.47
     
    Date:  19990115  Price:  1,243.26   %Change:  4.65        %Change LOWEST:  1.25     %Change HIGHEST:  7.33
     
    Date:  19990219  Price:  1,239.22   %Change:  -0.32        %Change LOWEST:  -2.18     %Change HIGHEST:  2.93
     
    Date:  19990319  Price:  1,299.29   %Change:  4.85        %Change LOWEST:  -1.11     %Change HIGHEST:  6.24
     
    Date:  19990416  Price:  1,319.00   %Change:  1.52        %Change LOWEST:  -2.86     %Change HIGHEST:  4.57
     
    Date:  19990521  Price:  1,330.29   %Change:  0.86        %Change LOWEST:  -2.24     %Change HIGHEST:  3.68
     
    Date:  19990618  Price:  1,342.97   %Change:  0.95        %Change LOWEST:  -3.67     %Change HIGHEST:  0.95
     
    Date:  19990716  Price:  1,418.78   %Change:  [b][color=red]5.64[/color][/b]        %Change LOWEST:  -2.06     %Change HIGHEST:  5.64
     
    Date:  19990820  Price:  1,336.61   %Change:  [b][color=red]-5.79[/color][/b]        %Change LOWEST:  -9.68     %Change HIGHEST:  -0.78
     
    Date:  19990917  Price:  1,335.42   %Change:  -0.09        %Change LOWEST:  -1.39     %Change HIGHEST:  3.38
     
    Date:  19991015  Price:  1,247.41   %Change:  [b][color=red]-6.59[/color][/b]        %Change LOWEST:  -6.59     %Change HIGHEST:  0.04
     
    Date:  19991119  Price:  1,422.00   %Change:  [b][color=red]14.00[/color][/b]        %Change LOWEST:  0.54     %Change HIGHEST:  14.23
     
    Date:  19991217  Price:  1,421.03   %Change:  -0.07        %Change LOWEST:  -2.32     %Change HIGHEST:  0.79
     
    #1352     Oct 20, 2005
  3. Choad

    Choad

    Code:
    
    PART FOUR
    
    Date:  20000121  Price:  1,441.36   %Change:  1.43        %Change LOWEST:  -1.52     %Change HIGHEST:  3.39
     
    Date:  20000218  Price:  1,346.09   %Change:  [b][color=red]-6.61[/color][/b]        %Change LOWEST:  -6.61     %Change HIGHEST:  0.03
     
    Date:  20000317  Price:  1,464.47   %Change:  [b][color=red]8.79[/color][/b]        %Change LOWEST:  -0.95     %Change HIGHEST:  8.79
     
    Date:  20000420  Price:  1,434.54   %Change:  -2.04        %Change LOWEST:  -7.32     %Change HIGHEST:  4.30
     
    Date:  20000519  Price:  1,406.95   %Change:  -1.92        %Change LOWEST:  -3.59     %Change HIGHEST:  2.97
     
    Date:  20000616  Price:  1,464.46   %Change:  4.09        %Change LOWEST:  -2.35     %Change HIGHEST:  5.09
     
    Date:  20000721  Price:  1,480.19   %Change:  1.07        %Change LOWEST:  -1.57     %Change HIGHEST:  3.14
     
    Date:  20000818  Price:  1,491.72   %Change:  0.78        %Change LOWEST:  -4.07     %Change HIGHEST:  1.07
     
    Date:  20000915  Price:  1,465.81   %Change:  -1.74        %Change LOWEST:  -1.74     %Change HIGHEST:  1.95
     
    Date:  20001020  Price:  1,396.93   %Change:  -4.70        %Change LOWEST:  -9.28     %Change HIGHEST:  -0.40
     
    Date:  20001117  Price:  1,367.72   %Change:  -2.09        %Change LOWEST:  -3.27     %Change HIGHEST:  2.52
     
    Date:  20001215  Price:  1,312.15   %Change:  -4.06        %Change LOWEST:  -4.06     %Change HIGHEST:  0.91
     
    Date:  20010119  Price:  1,342.54   %Change:  2.32        %Change LOWEST:  -3.61     %Change HIGHEST:  2.73
     
    Date:  20010216  Price:  1,301.53   %Change:  -3.05        %Change LOWEST:  -3.05     %Change HIGHEST:  2.32
     
    Date:  20010316  Price:  1,150.50   %Change:  [b][color=red]-11.60[/color][/b]        %Change LOWEST:  -11.60     %Change HIGHEST:  -1.74
     
    Date:  20010420  Price:  1,242.98   %Change:  [b][color=red]8.04[/color][/b]        %Change LOWEST:  -4.11     %Change HIGHEST:  8.97
     
    Date:  20010518  Price:  1,291.96   %Change:  3.94        %Change LOWEST:  -2.70     %Change HIGHEST:  3.94
     
    Date:  20010615  Price:  1,214.36   %Change:  [b][color=red]-6.01[/color][/b]        %Change LOWEST:  -6.01     %Change HIGHEST:  1.62
     
    Date:  20010720  Price:  1,210.85   %Change:  -0.29        %Change LOWEST:  -2.81     %Change HIGHEST:  1.87
     
    Date:  20010817  Price:  1,161.97   %Change:  -4.04        %Change LOWEST:  -4.04     %Change HIGHEST:  0.82
     
    Date:  20010921  Price:  965.80   %Change:  [b][color=red]-16.88[/color][/b]        %Change LOWEST:  -16.88     %Change HIGHEST:  1.98
     
    Date:  20011019  Price:  1,073.48   %Change:  [b][color=red]11.15[/color][/b]        %Change LOWEST:  3.90     %Change HIGHEST:  13.64
     
    Date:  20011116  Price:  1,138.65   %Change:  [b][color=red]6.07[/color][/b]        %Change LOWEST:  -1.28     %Change HIGHEST:  6.41
     
    Date:  20011221  Price:  1,144.89   %Change:  0.55        %Change LOWEST:  -1.69     %Change HIGHEST:  2.78
     
    Date:  20020118  Price:  1,127.58   %Change:  -1.51        %Change LOWEST:  -1.51     %Change HIGHEST:  2.41
     
    Date:  20020215  Price:  1,104.18   %Change:  -2.08        %Change LOWEST:  -4.20     %Change HIGHEST:  0.51
     
    Date:  20020315  Price:  1,166.16   %Change:  [b][color=red]5.61[/color][/b]        %Change LOWEST:  -2.10     %Change HIGHEST:  5.80
     
    Date:  20020419  Price:  1,125.17   %Change:  -3.51        %Change LOWEST:  -5.45     %Change HIGHEST:  0.35
     
    Date:  20020517  Price:  1,106.59   %Change:  -1.65        %Change LOWEST:  -6.73     %Change HIGHEST:  -1.54
     
    Date:  20020621  Price:  989.14   %Change:  [b][color=red]-10.61[/color][/b]        %Change LOWEST:  -10.61     %Change HIGHEST:  -0.86
     
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    #1353     Oct 20, 2005
  4. Choad:

    Cannot thank you enough for the work and effort and putting that data together. When things quiet down I will have to pour through it lol.

    Phil
     
    #1354     Oct 20, 2005
  5. Down day but I closed the XEO 555 Calls for small loss to punish myself for trying to get too cute and roll the XEOs down for more credit in such a short time. I think my calculations though on XEOs is that I will have a net loss of ... ... ($1,000). Which means if I did not get cute I would have had a small net profit. Just goes to show you that when you try and get cute, the SPX will surge over 17 points!

    Phil

     
    #1355     Oct 20, 2005
  6. Gatorplease, you did EXACTLY what you were supposed to do. How would you feel if you had not closed out and then a few hours later, found out that the whole position was worth.... ZERO? Capital preservation is JOB #1.

    It is painful to look at the lost profit and think "I could have made $xyz". If anyone has a way to defeat this thought demon, please share! :D


     
    #1356     Oct 20, 2005
  7. Unfortunately no one call really tell you what is the best thing to do. The strategy has pros and cons and it is up to you to decide whether it fits your trading style and risk management. As you can see from the thread, even those that like this strategy are choosing different strikes than I am, some taking slighlty more risk, some taking slightly less risk. Some are using SPYders. Some are making adjustments sooner than I am, some later. Others have offered alternative ways to trade it including buying the corresponding debit spread, butterflies, calendars, diagonals, etc..

    With respect to hedging there are also various opinions.

    None of those opinions are right or wrong, they are based on the individual approach and that is why we have a market. If the strategy interests you, then your first step is to truly study it and the risks and rewards and see if it matches your trading style and ability to manage risk.

    The ability to self-examine your trading skills, experience, emotions, stress and risk aversion is key to becoming a successful trader and applying that self-examination to select the most appropriate strategies. Whatever strategy you decide, the rule of never being 100% committed to it in terms of capital and effort (i.e., always look into other strategies when market conditions change), is always a good one.

    Phil


     
    #1357     Oct 20, 2005
  8. You are only as good as your risk management plan. The motto in addition to "Nickles and Dimes a Thousand Times" is "Sell and Regret". That means you close out the position according to your plan and afterwards you can regret taking a profit too soon or a loss too soon because the market will always find a way to remind you how dangerous it is to ignore risk management.

    If you follow your plan everytime than occasionaly you will have those times where you close out the spread for a loss and the market shoots the other way. But more often than not, the market will continue to go against you and making the adjustment/closing the spread will save you more times than not.

    Remember in September I adjusted my 1245/1255 spread to 1250/1260 a day before the market topped at around 1242 and hit 1225 again. It will not always work that way. A good risk management plan will save your ass more often than not.

    AS for swing trading the market, it is not easy at all and you should not try and do so with these spreads. Look what happened when I tried to get greedy and rolled my XEO 560/575 Call spread down to 555/570. XEO surged almost 7 points to 554 and I closed today for a small loss. I should have just let well enough alone. Also I closed the 555 strike and the market has backed away. But I had to close out because it was too risk being that close with 1.5 trading days left. Stick to it and move on.





     
    #1358     Oct 20, 2005
  9. No, it would be a debit spread, not a credit spread. BUT you would be long vega, not a bad thing when vega is rising. This would be a good position to have if vol did not go back down to its earlier lows and instead stayed up. Calendars are good to leg into as well (buy calls when market is down, sell shorter term calls of same strike when it goes up). Plus no risk of catastrophe, as in the case of "credit spreads."

    Good luck.

    Calendar spreads are safer than debit spreads, but they do involve several commissions, as do all spreads.
     
    #1359     Oct 20, 2005
  10. Well calendars and credit spreads both have limited risks so there not a catastrophe with either strategy per se. What matters is how much risk you put in the position. Someone doing 10 credit spreads could have less risk than someone doing 50 calendars.

    That is why with any position you cannot put 100% of your capital or a significant amount where one loss can wipe out most if not all of your capital.


     
    #1360     Oct 20, 2005