Options Income
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2009 | +5.6% | +1.4% | (0.3%) | +6.7% | +9.7% | (8.4%) | +7.4% | +4.0% | ||||
| 2010 | +2.4% | +3.7% | +0.5% | +0.9% | (4.6%) | +4.5% | +2.5% | +2.6% | +0.9% | +0.5% | (1.4%) | +4.5% |
| 2011 | +6.2% | +5.4% | (0.7%) | +2.5% | +2.9% | (4.5%) | (5.9%) | (12.1%) | (3.9%) | +5.9% | +0.3% | +6.9% |
| 2012 | +3.4% | +3.1% | +5.6% | +3.3% | (2.1%) | (1%) | +2.4% | (2.4%) | (4.4%) | (0.1%) | +1.5% | (0.5%) |
| 2013 | +12.8% | +4.3% | +2.4% | +2.6% | +1.0% |
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this
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| Instruments | Mostly Options; (some stocks) |
|---|---|
| Strategies | Technical analysis, Volatility trading, Market timing |
| System started | 5/8/2009 (49 months ago) |
| System developer |
Franklin Capital 
(Last login to C2: 5/17/13 13:24) C2 Score: 998  Vendor has created 2 other systems. Show |
System creator requested that closed trades data below be delayed by two days.
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 4/26/13 10:53 | SELL | 2 | SPY1310Q156 | SPY May13 156 put (exp 05/10/2013) | 0.88 | 5/11 9:01 |
0.00 | Low | $174 |
| 4/26/13 10:52 | BUY | 2 | SPY1310Q154 | SPY May13 154 put (exp 05/10/2013) | 0.53 | 5/11 9:01 |
0.00 | Low | ($108) |
| 4/22/13 13:02 | BUY | 2 | SPY1310Q153 | SPY May13 153 put (exp 05/10/2013) | 0.98 | 5/11 9:01 |
0.00 | Low | ($198) |
| 4/22/13 13:02 | SELL | 2 | SPY1310Q155 | SPY May13 155 put (exp 05/10/2013) | 1.51 | 5/11 9:00 |
0.00 | Low | $300 |
| 4/23/13 11:08 | BUY | 2 | SPY1303E161 | SPY May13 161 call (exp 05/03/2013) | 0.14 | 5/3 12:26 |
0.72 | Low | $112 |
| 4/23/13 11:08 | SELL | 2 | SPY1303E159 | SPY May13 159 call (exp 05/03/2013) | 0.58 | 5/3 12:25 |
2.73 | Normal | ($434) |
| 4/19/13 11:12 | SELL | 5 | SPY1303Q153 | SPY May13 153 put (exp 05/03/2013) | 1.01 | 4/22 13:01 |
0.83 | Low | $81 |
| 4/21/13 10:49 | BUY | 200 | NFLX | NETFLIX INC | 170.00 | 4/22 12:59 |
171.97 | Normal | $390 |
| 4/15/13 15:03 | SELL | 1 | SPY1318Q156 | SPY May13 156 put (exp 05/18/2013) | 2.47 | 4/22 9:50 |
2.37 | Low | $8 |
| 3/4/13 10:25 | BUY | 100 | T | AT&T INC | 36.08 | 4/22 9:50 |
38.54 | Low | $244 |
| 4/15/13 11:10 | SELL | 1 | AAPL1318Q410 | AAPL May13 410 put (exp 05/18/2013) | 12.90 | 4/22 9:49 |
30.00 | Very | ($1,712) |
| 4/15/13 15:02 | BUY | 100 | VIPS | VIPSHOP HOLDINGS | 27.41 | 4/22 9:49 |
28.87 | Low | $144 |
| 4/15/13 11:09 | BUY | 1 | AAPL1318Q395 | AAPL May13 395 put (exp 05/18/2013) | 7.75 | 4/22 9:49 |
20.40 | Low | $1,263 |
| 4/8/13 14:31 | SELL | 1 | T1318E38 | T May13 38 call (exp 05/18/2013) | 0.55 | 4/22 9:49 |
1.00 | Low | ($47) |
| 4/19/13 11:12 | BUY | 5 | SPY1303Q151 | SPY May13 151 put (exp 05/03/2013) | 0.65 | 4/22 9:48 |
0.48 | Low | ($95) |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 282 |
| # Profitable | 175 (62.1%) |
| # months tracked | 49 |
| Profitable months | 34 (69.4%) |
| Avg trade duration | 21.6 days |
| Annual return (compounded) | 23.2% |
| Average win | $219 |
| Average loss | $278 |
| Profit factor | 1.6:1 |
| Max peak-to-valley drawdown (historical) | 36.02% |
| drawdown period | May 27, 2011 to Aug 08, 2011 |
| Correlation w/ S&P | 0.287 |
| Sharpe ratio | 1.131 |
| Keep after worst-case slippage | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 41.5% |
| Chance of 20% account loss | 11.0% |
| Chance of 30% account loss | 1.0% |
| Chance of 50% account loss | 0.0% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | 0.13 |
| Average P/L per unit traded | $32.42 |
| Sum of dividends and cash expir. in model account | $4,563 |
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System Description
The Options Income Trading System employs hedge fund-like trading programs in an attempt to stabilize trading returns regardless of overall market direction (with a slight long bias).
With this system, these types of programs become available to retail investors and traders who are not sufficiently capitalized to invest in such funds.
As presented on C2, our system maps a conservative risk profile (note that trading systems are still substantially risky). Aggressive and very risk-tolerant traders can crank up the position size and leverage of our system to boost returns - but at the cost of higher risk. Do not invest in any trading system with funds that you cannot afford to lose.
The system is dynamic and opportunistic. We apply numerous fading and trending programs to likewise diverse options selling strategies. Cash on the sidelines is often put to work in stocks and other securities.
Because of our conservative and long-term outlook, subscribers can also watch and learn how to potentially become self-sufficient discretionary traders and system developers of their own.
With this system, these types of programs become available to retail investors and traders who are not sufficiently capitalized to invest in such funds.
As presented on C2, our system maps a conservative risk profile (note that trading systems are still substantially risky). Aggressive and very risk-tolerant traders can crank up the position size and leverage of our system to boost returns - but at the cost of higher risk. Do not invest in any trading system with funds that you cannot afford to lose.
The system is dynamic and opportunistic. We apply numerous fading and trending programs to likewise diverse options selling strategies. Cash on the sidelines is often put to work in stocks and other securities.
Because of our conservative and long-term outlook, subscribers can also watch and learn how to potentially become self-sufficient discretionary traders and system developers of their own.
- This System Description text was submitted by the creator of this strategy. Collective2 verifies only trading signals and hypothetical trading results. We have not verified that this text above is an accurate system description. Remember there is a substantial risk of loss in trading. Past performance is not indicative of future results. Do not trade with money you cannot afford to lose.
