Options 787
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2011 | +0.2% | - | +1.8% | +9.6% | +8.9% | +8.9% | +4.7% | |||||
| 2012 | +2.1% | (0.6%) | +1.8% | +3.2% | +2.6% | +5.1% | +2.0% | +1.3% | (0.7%) | +1.4% | +2.8% | +0.8% |
| 2013 | +0.3% | +0.4% | +0.9% | (11%) | (1.3%) |
Loading Chart...
| Instruments | Mostly Options; (some stocks) |
|---|---|
| Strategies | Technical analysis, Volatility trading, Spreads, Market timing, Unclassified |
| System started | 6/21/2011 (23 months ago) |
| System developer |
Options Trading 787 
(Last login to C2: 5/17/13 9:52) C2 Score: 996  Vendor has created 1 other system. Show The name of this system has been changed 3 times. Show |
System creator requested that closed trades data below be delayed by one day.
Live brokerage trade data is available for this system. Show broker data?
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 4/25/13 9:48 | SELL | 12 | DIA1318E150 | DIA May13 150 call (exp 05/18/2013) | 0.20 | 5/10 9:37 |
1.40 | Low | ($1,463) |
| 4/11/13 14:04 | SELL | 12 | IWM1318E98 | IWM May13 98 call (exp 05/18/2013) | 0.29 | 4/22 15:52 |
0.02 | Low | $301 |
| 4/4/13 13:41 | SELL | 12 | XOP1320P53 | XOP Apr13 53 put (exp 04/20/2013) | 0.20 | 4/21 10:50 |
0.00 | Low | $229 |
| 3/28/13 10:42 | SELL | 12 | EXAS1320P7 | EXAS Apr13 7 put (exp 04/20/2013) | 0.55 | 4/21 10:49 |
0.00 | Low | $653 |
| 3/13/13 15:00 | SELL | 12 | FXI1320P34 | FXI Apr13 34 put (exp 04/20/2013) | 0.18 | 4/21 10:46 |
0.00 | Low | $205 |
| 3/12/13 11:42 | SELL | 12 | EWY1320P54 | EWY Apr13 54 put (exp 04/20/2013) | 0.20 | 4/21 10:46 |
0.00 | Low | $229 |
| 3/25/13 9:49 | SELL | 12 | XME1320P37 | XME Apr13 37 put (exp 04/20/2013) | 0.18 | 4/15 9:47 |
0.94 | Low | ($935) |
| 4/11/13 9:57 | SELL | 12 | GDX1318Q31 | GDX May13 31 put (exp 05/18/2013) | 0.23 | 4/15 9:38 |
2.05 | Low | ($2,207) |
| 4/4/13 13:38 | SELL | 12 | SLV1320P24.5 | SLV Apr13 24.50 put (exp 04/20/2013) | 0.13 | 4/15 9:30 |
1.79 | Low | ($2,015) |
| 3/13/13 15:02 | SELL | 12 | GDX1320P33 | GDX Apr13 33 put (exp 04/20/2013) | 0.20 | 4/12 10:54 |
0.96 | Low | ($935) |
| 4/8/13 11:06 | BUY | 12 | GLD1318Q136 | GLD May13 136 put (exp 05/18/2013) | 0.15 | 4/12 10:36 |
0.17 | Low | $1 |
| 4/8/13 11:08 | SELL | 12 | GLD1318Q143 | GLD May13 143 put (exp 05/18/2013) | 0.41 | 4/12 10:35 |
1.67 | Low | ($1,535) |
| 2/19/13 12:13 | SELL | 12 | GDX1320P34 | GDX Apr13 34 put (exp 04/20/2013) | 0.25 | 4/12 9:30 |
1.03 | Low | ($957) |
| 4/5/13 14:36 | BUY | 12 | FFIV1312P72.5 | FFIV Apr13 72.50 put (exp 04/12/2013) | 1.57 | 4/9 13:25 |
0.98 | Low | ($735) |
| 4/4/13 13:26 | SELL | 12 | FFIV1320P82.5 | FFIV Apr13 82.50 put (exp 04/20/2013) | 0.33 | 4/9 13:24 |
10.04 | High | ($11,675) |
icons. This will pop up a window showing you who is trading this in a live brokerage account, at what trade size, and what prices the trader received. This will allow you to compare broker data to the hypothetical results you see below.
Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 352 |
| # Profitable | 281 (79.8%) |
| # months tracked | 24 |
| Profitable months | 19 (79.2%) |
| Avg trade duration | 22.5 days |
| Annual return (compounded) | 28.9% |
| Average win | $437 |
| Average loss | $851 |
| Profit factor | 2.0:1 |
| Max peak-to-valley drawdown (historical) | 12.32% |
| drawdown period | March 28, 2013 to April 17, 2013 |
| Correlation w/ S&P | 0.180 |
| Sharpe ratio | 2.126 |
| Keep after worst-case slippage | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 3.5% |
| Chance of 20% account loss | 0.0% |
| Chance of 30% account loss | 0.0% |
| Chance of 50% account loss | 0.0% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | 0.47 |
| Average P/L per unit traded | $12.88 |
Reviews
Totally agree with the last reviewer. Lost of 12% in a strong bull market is unacceptable. Wonder what would happen if we're in a market crash or bear market.
...we try our best to make money in a bull and bear market, our aim is to have a positive return on our money before every new year.
System has two flaws: It sometimes trades individual stocks, and it performs poorly during strongly trending markets. The 4/4/13 loss was due to a surprise downgrade on an individual stock. Recent general losses are due to the current bull market. Would rate this system higher if it only traded ETFs and responded better to trends. Certain competitors seem to be able to do this.
....i agree, the unexpected downgrade was a brutal trade.
System Description
- $20K recommended to trade this strategy
( 1 lot per trade at this level )
- 10 to 15 trades monthly
- the fund will sell credit spreads, calls, and puts
- mostly trading very high volume ETFs
- email "Options 787" for any other questions
----------------(Options 787)--------(S&P 500)-------------------
2011________+38.7%_________-1.1%___________
2012________+24.0%________+13.5%___________
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- 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.
