Taking 76K to 500K by Year End

Discussion in 'Journals' started by neke, Feb 25, 2007.

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  1. gbos

    gbos

    Hi neke. I hope you'll achieve your goal. Sorry about your drawdown but I think such drawdowns are unavoidable if you’re trying to turn 75k to 500k in less than a year.

    Assuming you have correctly estimated your weekly edge at 50-50 20% gain 10% loss and you are going for a growth rate of 5.9% a week with 2.5 leverage, you can expect worst max drawdown to be above 70%.
     
    #231     Jul 7, 2007
  2. neke

    neke

    It depends on the time to expiration and my expected holding duration. I normally aim for the nearest out-of-money strike price. But if it is too far away, or the stock is expiring in a few days, I may go just for the in-the-money option. This reduces rate of deterioration of your premium.
     
    #232     Jul 7, 2007
  3. neke

    neke

    That performance is commendable. Of course a 30% drawdown is normal with such a strategy. I hope you are not staking it all in one option. This is a really strong-trending market. Buying anything on the upward move in the morning almost always leads to bigger gains by close of market. Like all good things it could come to an end. You need to manage your exposure and know when the tide is turning.

    I generate text files of my results using a VB program that looks at my downloaded text account statement and aggregates and summarizes according to my specified rules. I then embed the text into ET post using the [ code ] [ /code ] tags (omit the spaces, was added to preserve the tag).
     
    #233     Jul 7, 2007
  4. stepan7

    stepan7

    neke,

    What are you using as data feed?

    Thank you,

    Stepan
     
    #234     Jul 12, 2007
  5. neke

    neke

    Weekly Update for week 20 ended 07/13/2007

    Spectacular week! I guess the right words to describe these past two weeks in the market is MOMENTUM MADNESS! I was reluctant to play it much until this week. Almost any stock with any quality that starts the day up finishes the day even much higher. That is obviously not surprising giving that the Nasdaq-100 index has risen by 2.5% each of the last two weeks. I could reel off the names of stocks that have shown such trends on one day or the other: CME, RIMM, AAPL, FSLR, CMI etc. I wish I had participated in all of them! At times like this it makes raking in money through the market look simple, since any Tom, Dick and Harry could hop onto a momentum stock in the morning and finish up the day higher still.

    On Monday, I hopped onto the momentum in FSLR when I discovered it, leveraging using options. Bought 60 contracts at 10.20, closing at 13.70 before end of market for a gain of 20.4K. (Who would buy this stock and hold at those levels for 6 months?). Thursday bought 90 contracts of MA 165 CALLS at 5.7 after discovering the momentum (too late, what was I waiting for all day!). Held overnight till Friday and exited at 8.9 after that vertical move up about 10am, making 30K. After waiting for some time and seeing it holding firm, decided to load up 100 contracts of JULY 170 at 5.70. Big mistake! You do not buy the second day of a rally. Forced out at 3.90 for a loss of 18K. Another mover on Friday was SGR whose JULY 55 calls I bought and sold, making 23K. On the stock side, shorted 5000 ALNY at 25 on Monday (pre-market), and closed at 23 for a 10K gain.

    Am I glad we have this momentum madness? Yes and No. Yes, because it makes it easy to rake in money on the long side. No, because when it's so easy to make money, it means a sudden sharp reversal is in the offing which will hurt unprepared, over-leveraged folks. I only hope I am not part of them.

    Altogether lost 3K in Automated methods, and made 74K by discretionary methods for a total of 71K (60% for the week), the largest one-week percentage gain in the last one year. I am glad to be once again above my target trend line.

    Here is one regrettable trade I missed. On the last pullback in the market on June 27, I saw this stock (PKX) which was on my watchlist and wanted to buy the JULY 120 call. the stock was at 115.6, and the options were trading bid 2.3 ask 2.7. I thought the spread was big (having lost a lot on spread costs in my prior year's bad option day-trades). I put in a limit to buy at 2.60 hoping it should be good enough for the market maker. My order failed to execute, and after some time the stock started up, never to come down again. Last time I checked PKX, the stock is at $150. Wow! I missed out on a potential gain of $27.30 on a cost price of $2.70, haggling over 10 cents!! That hurts.

    For the next two/three weeks we have a barrage of earnings reports. With that come lots of opportunities to make (or lose) money. Need to remind myself not to overtrade.


    Code:
    
    Balance B/F:                   		119,009
    Gain for the week (Less Interest)        71,203
    ------------------------------------------------
    Balance C/F:                   		190,212
    Number of Trades	            	 26
    Number of Profitable Trades    	    	 15
    
    Since Inception of Thread   2/25/2007 - 07/13/2007
    
    Balance B/F:                   		 76,636
    Net Gain (Less Margin Interest)		144,576
    Cash Withdrawal		       		-31,000
    ------------------------------------------------
    Balance C/F:                   		190,212		(Adjusted balance before withdrawals is 221212, up 189% )
    Number of Trades	           	 498
    Number of Profitable Trades        	 296
    
    Expected Balance at this time to be on track for Year-End Target : 
    			       179,755
    Status:			       Ahead of Target		(Based on adjusted balance before withdrawals)
    
    Top/Bottom Discretionary Trades for the week
    
    TICKER	ENTRY DATE/TIME		EXIT DATE/TIME		QTY	PURCHASE AMT	SOLD AMT	GAINS		TYPE
    
    MALGM	2007-07-12-15-25-41	2007-07-13-10-12-18	9000	50600		80100		29334		OPTIONS (MA)
    SGRGK	2007-07-13-10-17-52	2007-07-13-15-59-16	30300	68400		92150		23234		OPTIONS (SGR)
    QHBGA	2007-07-09-10-26-37	2007-07-09-15-13-45	6000	61200		81832		20481		OPTIONS (FSLR)
    RFYGD	2007-07-13-14-16-01	2007-07-13-15-22-51	5000	39000		50000		10904		OPTIONS (RIMM)
    ALNY	2007-07-09-08-05-42	2007-07-09-11-03-52	5000	114781		125000		10197		SHORT   
    -----------
    CPWR	2007-07-11-10-06-01	2007-07-11-12-07-11	10000	97100		96300		-822		SHORT
    APVGG	2007-07-10-12-51-26	2007-07-10-15-11-46	10000	23950		20500		-3620		OPTIONS (AAPL)
    SCHN	2007-07-09-09-32-43	2007-07-09-10-18-07	1000	61079		57240		-3860		PRECONS 
    VTAL	2007-07-11-09-26-07	2007-07-11-16-23-36	16000	320892		315562		-5404		SHORT
    MALGN	2007-07-13-10-43-57	2007-07-13-13-55-43	10000	56920		39010		-18091		OPTIONS (MA)
    
    
                                            (Before Interest and Other charges)
                                            TRANSACTIONS ANALYSIS FROM 2007-02-25 TO 2007-07-14
    
                                 Current Week                                    |	Since Inception of Thread
                                                                                 |                                           
                    Method          Gains/Loss       No Of          Profitable   |  Gains/Loss       No Of       Profitable  
                                                    Trades              Trades   |                  Trades           Trades  
    Automated       AutoTrade1           -2033           5                   2   |       34168         136               80  
                    AutoTrade2             257           1                   1   |        3719           4                3  
                    AutoTrade3           -1448           1                   0   |       -1448           1                0  
                                    -----------     --------        ------------ |  -----------     ------       ------------
    Total Automated                      -3224           7                   3   |       36439         141               83  
                                    -----------     --------        ------------ |  -----------     ------       ------------
    Discretionary   Long                  2063           4                   3   |      -55294         142               81  
                    Short                 5631           6                   2   |       44145         137               84  
                    Options(long)        66743           9                   7   |      120236          78               48  
                                    -----------     --------        ------------ |  -----------     ------       ------------
    Total Discretionary                  74438          19                  12   |      109087         357              213  
                                    ===========     ========        ============ |  ===========     ======       ============
    Net Totals                           71214          26                  15   |      145525         498              296  
                                    ===========     ========        ============ |  ===========     ======       ============
    
    
    
     
    #235     Jul 13, 2007
  6. congrats neke, nice to see you get back on track again. I've made some nice dough trading the ES the past week as well ;)
     
    #236     Jul 13, 2007
  7. stepan7

    stepan7

    it's cool, congratulation neke
     
    #237     Jul 13, 2007
  8. Do yourself a favor and take 50k out.
     
    #238     Jul 14, 2007
  9. Neke's equity curve attached.
     
    #239     Jul 14, 2007
  10. Neke's equity curve separated @ week 12 and redrawn. It's funny how the mind is always looking for patterns.
     
    #240     Jul 14, 2007
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