Options weekly trading

Hypothetical Monthly Returns (includes typical commissions and system fees)

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2012							-	(0.5%)	(0.5%)	(0.5%)	(0.5%)	(0.5%)
2013	(0.5%)	(0.5%)	(0.5%)	(0.5%)	(0.5%)	-

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Technical Analysis: Moving Average daysX

Instruments	Options
Strategies	Volatility trading, Spreads
System started	7/12/2012 (11 months ago)
System developer	Vitfinance (Last login to C2: 7/17/12 10:26) C2 Score: 447

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Hypothetical Trading Results
Opened ET	B/S	#	Symbol		Price	Closed	Price	Risk	P/L
7/12/12 11:10	SELL	2	EEM1221G39	EEM Jul12 39 call (exp 07/21/2012)	0.12	7/22 9:04	0.00	Low	$22
7/12/12 10:48	SELL	3	EFA1221S46	EFA Jul12 46 put (exp 07/21/2012)	0.16	7/22 9:04	0.00	n/a	$45
7/12/12 10:52	SELL	3	EFA1221G50	EFA Jul12 50 call (exp 07/21/2012)	0.11	7/22 9:04	0.00	Low	$30
7/12/12 10:42	SELL	2	EEM1221S35.5	EEM Jul12 35.50 put (exp 07/21/2012)	0.13	7/22 9:04	0.00	Low	$24

Hypothetical Trading Results
Opened ET	B/S	#	Symbol		Price	Closed	Close Price	Risk	P/L
7/12/12 11:10	SELL	2	EEM1221G39	EEM Jul12 39 call (exp 07/21/2012)	0.12	7/22 9:04	0.00	Low	$22
7/12/12 11:10	STO	2	EEM1221G39		0.12
7/22/12 9:04	exp	2	EEM1221G39		0.00
7/12/12 10:48	SELL	3	EFA1221S46	EFA Jul12 46 put (exp 07/21/2012)	0.16	7/22 9:04	0.00	n/a	$45
7/12/12 10:48	STO	3	EFA1221S46		0.16
7/22/12 9:04	exp	3	EFA1221S46		0.00
7/12/12 10:52	SELL	3	EFA1221G50	EFA Jul12 50 call (exp 07/21/2012)	0.11	7/22 9:04	0.00	Low	$30
7/12/12 10:52	STO	3	EFA1221G50		0.11
7/22/12 9:04	exp	3	EFA1221G50		0.00
7/12/12 10:42	SELL	2	EEM1221S35.5	EEM Jul12 35.50 put (exp 07/21/2012)	0.13	7/22 9:04	0.00	Low	$24
7/12/12 10:42	STO	2	EEM1221S35.5		0.13
7/22/12 9:04	exp	2	EEM1221S35.5		0.00

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Statistics

Analytics

All Statistics Based on Hypothetical Results
Trades	4
# Profitable	4 (100.0%)
# months tracked	12
Profitable months
Avg trade duration	9.9 days
Cumul. Return	-5.5%
Average win	$32.75
Average loss	$0.00
Profit factor	n/a
Max peak-to-valley drawdown (historical)	0.56%
drawdown period	July 17, 2012 to July 19, 2012
Correlation w/ S&P	-0.223
Sharpe ratio	1.51
Keep after worst-case slippage	100.0%
Probabilities of future account loss
Chance of 10% account loss	0.0%
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)	0.52
Average P/L per unit traded	$13.00

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System Description

Signals are sent tipically on thursday morning and on friday before the close of the cash market. you may expect 5-10 trades per week. the size must be adjusted to your account capacity, but maximum 50% of cash should be used for margin requirements.

- 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.

Report

Started	$25,000
Buy Power	$25,131
Cash	$25,131
Equity	$0
Cumulative $	$131
Total System Equity	$25,131
Margined	$0
Open P/L	$0

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