Vanzandt vs. Destriero Trading Competition

Or maybe he's mentoring Zandy.

 

I have an IQ prerequisite so VZ is out.

 

DEST18: L SPX Jul9 2680/2720/2800 231 in puts. One lot from 46.70 mid.

 

DESTVZ1: L 4 GOOGL Jul6 1087/1125/1200 231 puts from 43.75 EOD 43.55 OUT 35.85 (3,160)
DESTVZ2: L 20 TSLA Jul6/13 340 put calendar from 3.48 OUT 3.58 $200
DESTVZ3: L 10 AAPL Jul6 180/185/195 in puts from 5.87 OUT 5.90 $30
DESTVZ4: S 4 SPX Jul9 2650/2680/2770/2800 iron from (6.45) OUT 7.70 ($500)
DESTVZ5: L 12 SPX Jul3/9 2715 put calendar from 7.8 OUT 9.05 +1,500
DESTVZ6: L 10 SPY Jul9 272 puts from 1.95 OUT 3.34 +1,390
DESTVZ7: L 3 SPX Jul9 2675/2700/2750 231 in puts from 10.75 OUT 14.35 +1,080
DESTVZ8: L 2 ESU8 from 2724.00 OUT 2716.00 ($800)
DESTVZ9: L 1 ESU8 from 2720.75 OUT 2708.75 ($600)

($860) to date. Flat positions.

DEST10: L 3 GS Jul13 200/225/237 132 in calls from 14.82 MTM 18.33 +1,053
DEST11: L 4 BA Jul13 300/340/360 132 in calls from 23.65 MTM 26.52 +1,148
DEST12: L 3 AZO Jul20 600/680/720 132 in calls from 44.55 MTM 48.35 +1,140
DEST13: L 1 SPX Jul9 2630/2730/2780 132 in calls from 53.45 OUT 60.20 +$675
DEST14: S 5 SPX Jul6 2640/2670/2760/2790 irons from 4.60 OUT 1.80 +1,400
DEST15: L 2 GOOGL Jul13 1070/1140/1175 132 in calls from 30.40 OUT 32.40 +400
DEST16: L 2 GOOGL Jul13 50/60 call verts from 4.05 OUT 2.55 ($300)
DEST17: L 1 SPX Jul6 2730/2770/2790 132 in calls from 9.35 OUT 9.55 +20
DEST18: L 1 SPX Jul9 2680/2720/2800 231 in puts from 46.70 UNCH

$99,140 thru DESTVZ9
Closed positions + existing MTM: $104,676

 

DEST19: Long GOOGL Jul13 1085/1125/1205 231 in puts. One lot from 42.25. (10D):

 

DESTVZ1: L 4 GOOGL Jul6 1087/1125/1200 231 puts from 43.75 EOD 43.55 OUT 35.85 (3,160)
DESTVZ2: L 20 TSLA Jul6/13 340 put calendar from 3.48 OUT 3.58 $200
DESTVZ3: L 10 AAPL Jul6 180/185/195 in puts from 5.87 OUT 5.90 $30
DESTVZ4: S 4 SPX Jul9 2650/2680/2770/2800 iron from (6.45) OUT 7.70 ($500)
DESTVZ5: L 12 SPX Jul3/9 2715 put calendar from 7.8 OUT 9.05 +1,500
DESTVZ6: L 10 SPY Jul9 272 puts from 1.95 OUT 3.34 +1,390
DESTVZ7: L 3 SPX Jul9 2675/2700/2750 231 in puts from 10.75 OUT 14.35 +1,080
DESTVZ8: L 2 ESU8 from 2724.00 OUT 2716.00 ($800)
DESTVZ9: L 1 ESU8 from 2720.75 OUT 2708.75 ($600)

($860) to date. Flat positions.

DEST10: L 3 GS Jul13 200/225/237 132 in calls from 14.82 MTM 18.33 +1,053
DEST11: L 4 BA Jul13 300/340/360 132 in calls from 23.65 MTM 26.52 +1,148
DEST12: L 3 AZO Jul20 600/680/720 132 in calls from 44.55 MTM 48.35 +1,140
DEST13: L 1 SPX Jul9 2630/2730/2780 132 in calls from 53.45 OUT 60.20 +$675
DEST14: S 5 SPX Jul6 2640/2670/2760/2790 irons from 4.60 OUT 1.80 +1,400
DEST15: L 2 GOOGL Jul13 1070/1140/1175 132 in calls from 30.40 OUT 32.40 +400
DEST16: L 2 GOOGL Jul13 50/60 call verts from 4.05 OUT 2.55 ($300)
DEST17: L 1 SPX Jul6 2730/2770/2790 132 in calls from 9.35 OUT 9.55 +20
DEST18: L 1 SPX Jul9 2680/2720/2800 231 in puts from 46.70 UNCH
DEST19: L 1 GOOGL Jul13 1085/1125/1205 231 in puts from 42.25 UNCH

$99,140 thru DESTVZ9
Closed positions + existing MTM: $104,676

 

The "savings account" is up better than 1% a day. Up 5% to date.

The double zero roulette playa is down 5%.

The roulette player needs to earn 11% to catch-up to passbook savings. Interesting that he chose that analogy as the -edge on 2x0 roulette is (5.26%).

 

DEST20: Long NQ Jul13 6750/7000/7500 231 in puts. One lot from 270.00. (5D).

 

$38K allocated. $67K OTB. 76% hit-rate and winning 5x risk.

VZ is running a -2 Sharpe.