SPX Credit Spread Trader

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

  1. You must have meant May:p Nothing on for June:confused:
     
    #5681     Apr 26, 2006
  2. Actually, I'll roll either down (in May) or out (to June), depending on what the situation dictates. More risk to roll to June, but I'm a risk taker of sorts and can do it for a credit usually....
     
    #5682     Apr 26, 2006
  3. wow durable goods report turned the futures:eek: you guys should get your fill of fills today:)
     
    #5683     Apr 26, 2006
  4. Don't feel so lucky to have gotten those puts yesterday now....:(
     
    #5684     Apr 26, 2006
  5. i wouldnt worry about the puts just yet but any surprises in the oil inv at 10:30 could be a major push to either direction.
     
    #5685     Apr 26, 2006
  6. I agree. Plus the Beige Book at 2PM (EST). Guess that's why we're not directional traders. I personally would be broke already trying to trade the funnymentals...
     
    #5686     Apr 26, 2006
  7. :D my guess we will be down...up...down...up....down close same:p
     
    #5687     Apr 26, 2006
  8. rdemyan

    rdemyan

    Got my first fill on my new strategy for one of my IRA accounts.
    I've changed it a little from my earlier posts. Strategy is:

    1) Bear calls only so as to avoid a black swan event
    2) FOTM call spreads the second month out, put on 7 to 8 weeks out.
    3) I'm going for a little better credit than posted earlier and will compensate by risking less margin.

    Fill: June SPX 1375/1385 bear call at $0.55

    20% of the IRA portfolio in this position.

    No additional positions will be put on until just after May expiration. At that time I'll look at July bear calls. So after about a month passes I'll have 40% of the account in bear calls spread out over two months.

    My goals are to make a good annual rate of return (around 15 to 20% on the entire account amount, not margin risked), obviate the possibility of a black swan event affecting this account, and be further FOTM than my regular account.
     
    #5688     Apr 26, 2006
  9. Is your 20% initital allocation 20% based on margin or risk?

     
    #5689     Apr 26, 2006
  10. rdemyan

    rdemyan

    About 20% of the account amount is what I meant. So the margin is about 20% of the account (I trade round lots so it's not exact).


     
    #5690     Apr 26, 2006