Recent content by YIELDSAFE

Trade #11 (opened on 1/4/13) Sold VIX Feb 13 2013 15.0 Put @ 0.51 Bought VIX Feb 13 2013 13.0 Put @ 0.06 Net Credit of 0.45

Here is confirmation of the trade during market hours on 11/6/12.

Trade #10 (closed on 11/6/12) Bought to close SPY Nov 17 2012 139.0 Put @ 0.54 Sold to close SPY Nov 17 2012 137.0 Put @ 0.29 Net Debit of 0.25 Return = 0.10 (original credit of 0.35 minus debit of 0.25) Return% = 0.10 / 1.65 = 6.06%

Trade #10 (opened on 10/22/12) Sold SPY Nov 17 2012 139.0 Put @ 1.18 Bought SPY Nov 17 2012 137.0 Put @ 0.83 Net Credit of 0.35

Trade #9 (closed on 6/14/12) Bought to close TLT Jun 16 2012 126.0 Call @ 0.33 Sold to close TLT Jun 16 2012 128.0 Call @ 0.03 Net Debit of 0.30 Return = 0.02 (original credit of 0.32 minus debit of 0.30) Return% = 0.02 / 1.68 = 1.19%

Trade #8 (closed on 6/12/12) Bought to close SPY Jun 16 2012 127.0 Put @ 0.10 Sold to close SPY Jun 16 2012 125.0 Put @ 0.04 Net Debit of 0.06 Return = 0.27 (original credit of 0.33 minus debit of 0.06) Return% = 0.27 / 1.67 = 16.17%

Trade #9 (opened on 5/17/12) Sold TLT Jun 16 2012 126.0 Call @ 0.89 Bought TLT Jun 16 2012 128.0 Call @ 0.57 Net Credit of 0.32

Selling a bear call spread on TLT, selling June 126 and buying June 128, for a net credit of 0.30 or more would be a high probability trade.

Trade #8 (opened on 5/15/12) Sold SPY Jun 16 2012 127.0 Put @ 1.39 Bought SPY Jun 16 2012 125.0 Put @ 1.06 Net Credit of 0.33

Trade #6 (closed on 4/12/12) Bought to close GLD Apr 21 2012 157.0 Put @ 0.41 Sold to close GLD Apr 21 2012 155.0 Put @ 0.21 Net Debit of 0.20 Return = 0.12 (original credit of 0.32 minus debit of 0.20) Return% = 0.12 / 1.68 = 7.14%

Trade #7 (closed on 4/10/12) Bought to close VXX Apr 21 2012 18.0 Put @ 0.38 Sold to close VXX Apr 21 2012 16.0 Put @ 0.08 Net Debit of 0.30 Return = 0.10 (original credit of 0.40 minus debit of 0.30) Return% = 0.10 / 1.60 = 6.25%

Trade #7 (opened on 3/14/12) Sold VXX Apr 21 2012 18.0 Put @ 0.54 Bought VXX Apr 21 2012 16.0 Put @ 0.14 Net Credit of 0.40

Trade #6 (opened on 3/12/12) Sold GLD Apr 21 2012 157.0 Put @ 1.24 Bought GLD Apr 21 2012 155.0 Put @ 0.92 Net Credit of 0.32

Trade #5 (closed on 11/1/11) Bought TLT Nov 19 2011 108.0 Put @ 0.29 Sold TLT Nov 19 2011 106.0 Put @ 0.17 Net Debit of 0.12 Return = 0.20 (original credit of 0.32 minus debit of 0.12) Return% = 0.20 / 1.68 = 11.90%

Thanks. I use a mean reversion style similar to what you mentioned above. 1. The size for each trade is approximately 10% of trading capital. 2. I have developed mechanical trading systems for the VIX, bonds, gold, oil, S&P 500 and other asset classes. Thus, I select trading vehicles which...