Return On Investment  
2006 thru 2010  

2010 Results
Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec ROI
Profit/Loss 5.5% 5% -22% 0% 0% 9.5% 5.0%          

 
Starting With 10K $10,550 $11,078 $8,640 $8,640 $8,640 $9,460 $9,933            
Starting With 50K $52,750 $55,388 $43,202 $43,202 $43,202 $47,306 $49,671            
Comments  

Click here for more info about the loss in March and new tools and analysis that we put in place to reduce the chance of this happening again.

 Click here for more info about May   Click here for more info about July and our analysis on Aug, Sep & Oct.          

2009 Results
Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total ROI
Profit/Loss 13.5% 6.5% 6.5% 5% 10% 14.5% 4.5% 9% 3% 6% 6.5% 7%

92% Simple
Starting With 10K $11,350 $12,088 $12,873 $13,517 $14,869 $17,025 $17,791 $19,392 $19,974 $21,172 $22,548 $24,126 241% Compounded
Starting With 50K $56,750 $60,438 $64,367 $67,586 $74,344 $85,124 $88,954 $96,960 $99,869 $105,862 $112,742 $120,635 241% Compounded

2008 Results
Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total ROI
Profit/Loss -11% 13% 8.5% 10.5% 10% 9.5% -10.5% 3.5% 11.5% -35% 13% 15% 33% simple
Starting With 10K $8,900 $10,057 $10,912 $12,058 $13,263 $14,523 $12,998 $13,453 $15,000 $9,750 $11,018 $12,670 26% compounded
Starting With 50K $44,500 $50,285 $54,560 $60,288 $66,317 $72,617 $64,992 $67,267 $75,000 $48,752 $55,089 $63,353 26% compounded
Comments                

Click here for more info about the loss in October  and what we now do differently to reduce the chance of this happening again.

    

2007 Results
Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total ROI
Profit/Loss 6% 8% 8% 4% 0% 8.5% 10.5% -5% 9.5% 8% 7.5% 8.5%

63% Simple
Starting With 10K $10,600 $11,448 $12,364 $12,858 $12,858 $13,951 $15,416 $14,645 $16,036 $17,319 $18,618 $20,200 202% compounded
Starting With 50K $53,000 $57,240 $61,819 $64,292 $64,292 69,757 $77,081 $73,227 $80,184 $86,598 $93,093 $101,000 202% compounded

2006 Results
Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total ROI
Profit/Loss 6% 7% 12% 5% 3% -7% 5% 7% 4% 7% 0% 5%

42% Simple
Starting With 10K $10,600 $11,342 $12,703 $13,338 $13,738 $12,776 $13,415 $14,354 $14,928 $15,973 $15,973 $16,772 168% Compounded
Starting With 50K $53,000 $56,710 $63,515 $66,691 $68,692 $63,883 $67,077 $71,773 $74,643 $79,868 $79,868 $83,862 168% Compounded

For more on how the ROI results are calculated please visit the FAQ Page and read entry # 42

 

Trade Details

2006 thru 2010

 

  
             
             
             
    2010        
             
Expire Month Index Credit Spread Date Opened Credit Collected Notes ROI Achieved in 30 to 40 days (for most of '08 and '09 it's 30 days) Example Cash flow in 30 to 40 days with Hypothetical $50k in maintenance (risk capital)
             
Jul-10 RUT 570/580 Bull PS 6/28 to 7/9 .80 to 1.15 Got under pressure so we rolled it down into the same month for an average net debit of 35 cents to give us some breathing room.    
Jul-10 RUT 560/570 Bull PS 6/28 to 7/8 .75 to 1.05 Expired profitable    
Jul-10 RUT 550/560 Bull PS 6/29 to 7/8 .65 to 1.35 Expired profitable. We opened a few of these fresh for a higher credit to cover the cost to roll the July 570/580 into the July 550/560.  Most of these were from rolling down from the July 570/580 for a net debit of 35 cents.    
Jul-10 RUT 540/550 Bull PS 6/29 to 7/6 .60 to .86 Expired profitable    
Jul-10 RUT 530/540 Bull PS 6/29 to 7/6 .65 to .82 Expired profitable    
Jul-10 SPY 111/113 Bull PS 4/27 to 5/5 .13 to .14 Trade still in play; rolled into Sep 110/112 for an avg. net debit of 58 cents.  We'll make this up in Aug and Sep with some fresh bull put spreads and by completing the iron condor with bear call spreads    
Jul-10 SPY 110/112 Bull PS 4/30 to 5/5 .12 to .13 Trade still in play; rolled into Sep 110/112 for an avg. debit of 49 cents.  We'll make this up in Aug and Sep with some fresh bull put spreads and by completing the iron condor with bear call spreads 5.0% $2,500
         

 

    
             
Jun-10 RUT 680/690 Bear CS 6/10 .57 to .64 Expired profitable; we completed the iron condor for all of our RUT Jun bull put spreads    
Jun-10 RUT 640/650 Bull PS 4/28 to 5/21 .45 to 1.20 Closed early for a profit; rolled from May to Jun for between zero and a credit of 50 cents; then closed early for avg. debit 38 cents to avoid settlement risk    
Jun-10 RUT 630/640 Bull PS 4/28 to 5/21 .35 to 1.20 Closed early for a profit; even though safe and OTM we closed early to avoid settlement risk for a debit of 15 to 20 cents debit    
Jun-10 RUT 620/630 Bull PS 5/19 to 5/20 1.75 to 2.00 We brought in a high credit as we felt comfortable with the technicals. Closed early for a profit to avoid settlement risk for a debit of 15 cents    
Jun-10 RUT 610/620 Bull PS 5/20 to 5/26 2.60 to 2.90 Expired profitable. Rolled from May where we brought in about 1.20 credit, and then rolled again to June for an additional credit of 1.40 to 1.70, for a total avg. credit of 2.75.    
Jun-10 RUT 570/580 Bull PS 5/24 1.20 to 1.30 expired profitable    
Jun-10 RUT 530/540 Bull PS 5/25 1.40 expired profitable    
Jun-10 DIA 102/104 Bull PS 4/28 to 5/5 .12 to .13 expired profitable; rolled from May 102/104 for a debit of 2 cents    
Jun-10 SPY 111/113 Bull PS 4/27 to 5/5 .13 to .14 Trade still in play; rolled into July 111/113 for an avg. debit of 15 cents.  We still show a potential profit of 6 cents, when if finally expires OTM.    
Jun-10 SPY 110/112 Bull PS 4/30 to 5/5 .12 to .13 Trade still in play; rolled into July 110/112 for an avg. debit of 33 cents.  We'll be able to cover this  21 cents loss by bringing in extra premium in July 9.5% $4,750
         

Most of our trades expired OTM and profitable and we only had to roll the SPY bull put spreads again since the SPY continued to be under a lot of pressure.

    
             
May-10 RUT 770/780 Bear CS 4/16 (1.00)to(1.75) expired out-of-the-money    
May-10 RUT 740/750 Bull CS Directional Hedge 4/23 to 4/27 debit of $3.10 to $4.60 Opened 3 directional bull call debit spreads per 10 RUT 770/780 bear call spreads to protect them as the market trended UP for 55 days.  We then closed them for a credit of .70 to $1.30.    
May-10 RUT 640/650 Bull PS 4/28 to 5/5 .40 to .60 Rolled to Jun 640/650 for between zero and a credit of 50 cents    
May-10 RUT 630/640 Bull PS 4/28 to 5/5 .40 to .50 Even though safe and OTM, it was expensive to close just before expiration so we rolled into Jun 610/620 for additional credit of $1.40 to avoid settlement risk    
May-10 RUT 620/630 Bull PS 5/4 to 5/5 1.20 to 1.50 Even though safe and OTM, it was expensive to close just before expiration so we rolled into Jun 610/620 for additional credit of $1.70 to avoid settlement risk    
May-10 RUT 610/620 Bull PS 5/6 to 5/18 1.15 to 1.45 expired profitable    
May-10 RUT 600/610 Bull PS 5/6 to 5/19 1.05 to 1.35 expired profitable    
May-10 RUT 590/600 Bull PS 5/7 to 5/19 .75 to 1.40 expired profitable    
May-10 RUT 580/590 Bull PS 5/7 to 5/19 .65 to 1.10 expired profitable    
May-10 RUT 570/580 Bull PS 5/7 to 5/19 .55 to .80 expired profitable    
May-10 DIA 102/104 Bull PS 4/28 to 5/5 .12 to .13 Rolled into June 102/104 for a debit of 2 cents    
May-10 SPY 111/113 Bull PS 4/27 to 5/5 .13 to .14 Rolled into June 111/113 for a credit of 2 cents    
May-10 SPY 110/112 Bull PS 4/30 to 5/5 .12 to .13 Rolled into June 110/112 for a credit of 3 cents    
May-10 SPY 107/109 Bull PS 5/5 to 5/19 .14 to .16 Rolled into June 110/112 for debit of 1 cent 0% $0
         

The stock market corrected 12% in 13 trading days.  We moved in reserve cash, kept clicking down to bring in more premium and successfully protected our risk capital by rolling our threatened credit spreads into June at no cost or for a credit.  We felt comfortable in clicking down our strike prices as the indexes declined allowing us to bring in additional premium since the US economy and corporate earnings are growing and not contracting as they were in 2008.  For more information on why we made certain trading decisions for May please go here.

    
             
Apr-10 RUT 720/730 Bear CS 3/19 (1.50)to(3.00) under pressure; rolled to May 770/780 Bear CS    
Apr-10 RUT 650/660 Bull PS 4/8 to 4/9 .35 to .55 expired profitable    
Apr-10 RUT 640/650 Bull PS 4/4 to 4/9 .35 to .60 expired profitable    
Apr-10 RUT 630/640 Bull PS 3/19 .35 to 50 expired profitable    
Apr-10 SPY 121/123 Bear CS 4/8 to 4/16 (.22) to (.30) Closed early    
Apr-10 SPY 112/114 Bull PS 4/8 to 4/16 .11 expired profitable    
Apr-10 SPY 111/113 Bull PS 4/5 to 4/7 .09 expired profitable 0% $0
          We moved in reserve cash to open extra bull put spreads to cover the rolls, and opened a butterfly hedge that help offset the loss    
             
Mar-10 RUT 690/700 Bear CS 3/10 to 3/15 .45 to .58 expired profitable    
Mar-10 RUT 680/690 Bear CS 3/10 to 3/15 .45 to .65 under pressure; rolled to April 720/730 Bear CS    
Mar-10 RUT 670/680 Bear CS 3/8 to 3/10 .45 to .65 under pressure; rolled to April 720/730 Bear CS    
Mar-10 RUT 560/570 Bull PS 3/1 to 3/5 .53 to .58 expired profitable    
Mar-10 SPY 116/118 Bear CS 3/1 to 3/5 .10 under pressure; rolled to April 121/123    
Mar-10 SPY 103/105 Bull PS 1/20 .11 expired profitable    
Mar-10 SPY 101/103 Bull PS 3/1 to 3/5 .13 expired profitable -22% -$11,000
          The market rallied for 55 trading days forcing us to roll our spreads into April.  For more info on the new tools that we've put in place to better manage strong trending markets please go here.    
               
Feb-10 RUT 560/570 Bull PS 1/20 to 1/21 .49 to .64 expired profitable    
Feb-10 RUT 550/560 Bull PS 1/21 to 1/265 .45 to .65 expired profitable    
Feb-10 RUT 540/550 Bull PS 1/27 to 2/4 .51 to .60 expired profitable    
Feb-10 RUT 530/540 Bull PS 2/4 to 2/5 .48 to .56 expired profitable    
Feb-10 SPY 103/105 Bull PS 1/20 .11 under pressure; rolled to March for even    
Feb-10 SPY 100/102 Bull PS 1/22 .15 expired profitable    
Feb-10 SPY 99/101 Bull PS 1/22 to 1/28 .13 to .15 expired profitable    
Feb-10 SPY 98/100 Bull PS 1/27 .13 expired profitable 5.0% $2,500
               
             
Jan-10 SPY 117/119 Bear CS 1/4 .09 closed out on last day for 2 cents prior to Intel releasing earnings anticipating a market rally    
Jan-10 SPY 108/110 Bull PS 1/6 .14 expired profitable    
Jan-10 RUT 670/680 Bear CS 12/30 to 1/4 .34 to .40 closed out on last day for 10 cents prior to Intel releasing earnings anticipating a market rally    
Jan-10 RUT 590/600 Bull PS 1/7 .45 expired profitable    
Jan-10 RUT 560/570 Bull PS 12/31 .39 expired profitable 5.5% $2,750
               
             
    2009        
               
               
          2009 Total Simple ROI 92%  
          2009 Total Cash Generated   $46,460
             
Dec-09 IWM 65/67 Bear CS 11/23 .09 to .10 expired profitable    
Dec-09 RUT 650/660 Bear CS 11/23 .42 to .57 expired profitable    
Dec-09 RUT 640/650 Bear CS 12/2 to 12/7 .39 to .55 expired profitable    
Dec-09 RUT 630/640 Bear CS 12/1 .59 expired profitable    
Dec-09 SPY 118/120 Bear CS 11/23 .09 expired profitable    
Dec-09 SPY 117/119 Bear CS 11/23 .13 expired profitable    
Dec-09 RUT 500/510 Bull PS 11/30 .51 to .58 expired profitable    
Dec-09 IWM 49/51 Bull PS 11/30 .10 expired profitable    
Dec-09 SPY 99/101 Bull PS 11/30 .13 expired profitable 7.0% $3,500
               
               
Nov-09 RUT 630/640 Bear CS 11/11 to 11/16 .30 to.32 expired profitable    
Nov-09 RUT 530/540 Bull PS 11/10 to 11/12 .35 to .44 expired profitable    
Nov-09 RUT 510/520 Bull PS 11/10 to 11/12 .45 to .47 expired profitable    
Nov-09 RUT 490/500 Bull PS 10/30 to 11/2 .62 to .80 expired profitable    
Nov-09 SPY 92/94 Bull PS 10/30 to 11/2 .13 expired profitable 6.5% $3,250
               
               
Oct-09 RUT 520/530 Bull PS 10/1 to 10/5 .49 to .78 expired profitable    
Oct-09 SPY 94/96 Bull PS 10/2 to 10/5 .12 to .14 expired profitable 6.0% $3,000
               
               
Sep-09 RUT 640/650 Bear CS 8/25 to 9/16 .38 to .55 expired profitable    
Sep-09 RUT 630/640 Bear CS 9/3 to 9/16 .40 to .55 expired profitable    
Sep-09 RUT 620/630 Bear CS 9/8 to 9/10 .37 to .55 closed out early for $1.70 to $2.20 debit; immediately rolled up into the Sep 630/640s for a credit of 30 to 35 cents to bring in more premium to help reduce the loss    
Sep-09 RUT 510/520 Bull PS 8/31 to 9/2 .57 to .67 expired profitable    
Sep-09 SPY 110/113 Bear CS 8/26 to 9/14 .13 to .14 expired profitable    
Sep-09 SPY 91/94 Bull PS 8/27 to 9/3 .14 to .16 expired profitable 3.0% $1,500
               
               
Aug-09 RUT 620/630 Bear CS 8/4 to 8/7 .43 to .45 expired profitable    
Aug-09 RUT 610/620 Bear CS 8/3 to 8/7 .55 to .61 expired profitable    
Aug-09 RUT 510/520 Bull PS 8/7 .45 to .47 expired profitable    
Aug-09 SPY 107/109 Bear CS 8/7 .11 to .12 expired profitable    
Aug-09 SPY 106/111 Bear CS 8/3 .26 expired profitable    
Aug-09 SPY 89/94 Bull PS 8/11 .19 expired profitable 9.0% $4,500
               
               
Jul-09 SPY 79/84 Bull PS 7/2 to 7/6 .25 to .33 expired profitable    
Jul-09 SPY 78/83 Bull PS 7/6 to 7/9 .23 to .26 expired profitable    
Jul-09 RUT 440/450 Bull PS 7/2 to 7/4 .48 to .50 expired profitable    
Jul-09 RUT 430/440 Bull PS 7/4 to 7/6 .43 to .47 expired profitable    
Jul-09 RUT 420/430 Bull PS 7/6 to 7/9 .44 to .47 expired profitable 4.5% $2,250
               
               
Jun-09 RUT 570/580 Bear CS 6/1 .42 to .59 expired profitable    
Jun-09 RUT 560/570 Bear CS 5/26 to 6/1 .45 to .64 expired profitable    
Jun-09 RUT 410/420 Bull PS 5/15 to 5/21 $1 to $1.20 expired profitable    
Jun-09 RUT 400/410 Bull PS 5/14 $1.08 expired profitable 14.5% $7,250
               
               
May-09 RUT 550/560 Bear CS 4/16 to 4/24 .47 to 65 expired profitable    
May-09 RUT 430/440 Bull PS 5/5 to 5/13 .50 to .60 expired profitable    
May-09 RUT 400/410 Bull PS 5/5 to 5/13 .48 to .58 expired profitable    
        Note: All trades were open for 30 days or less 10.0% $5,000
               
             
Apr-09 RUT 520/530 Bear CS 3/23 to 4/2 .35 to .45 expired profitable    
Apr-09 RUT 490/500 Bear CS 3/23 to 3/26 .55 to 1.20 expired profitable    
Apr-09 RUT 480/490 Bear CS 3/23 .73 closed early to avoid settlement risk for a small profit 5.0% $2,500
               
               
Mar-09 RUT 340/350 Bull PS 2/17 .90 Under pressure and rolled down into the same month for a loss of 90 cents    
Mar-09 RUT 330/340 Bull PS 2/20 .73 to .80 expired profitable    
Mar-09 RUT 320/330 Bull PS 2/20 to 2/27 .68 to .83 expired profitable    
Mar-09 RUT 310/320 Bull PS 2/23 .66 expired profitable    
Mar-09 RUT 300/310 Bull PS 3/2 to 3/6 .63 to 2.15 expired profitable; we also brought in a higher credit for a short period of time to cover some of our loss when rolling down our 340/350s    
          Note: All trades were open for 30 days or less 6.5% $3,250
               
               
Feb-09 RUT 400/410 Bull PS 2/6 to 2/9 .60 to .65 Closed out early for a debit of .90 cents for a 25 to 30 cents loss    
Feb-09 RUT 350/360 Bull PS 1/20 $1 expired profitable    
Feb-09 RUT 340/350 Bull PS 1/2 .75 to .85 expired profitable    
          Note: All new February trades were open for 30 days or less 6.5% $3,250
               
               
Jan-09 RUT 590/600 Bear CS 1/2 .75 expired profitable    
Jan-09 RUT 560/570 Bear CS 1/2 .65 to .75 expired profitable    
Jan-09 RUT 320/330 Bull PS 12/15 .60 expired profitable    
          Note: All new January trades were open for 30 days or less 13.5% $6,750
               
             
    2008        
               
               
          2008 Total Simple ROI 33%  
          2008 Total Cash Generated   $21,500