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Transactions 1 - 14) Total 342.70 (incl. commission) Positions IOWGE 2007-07-21 IWM JUL07 83 C -2 1.669251 100 -333.85 IOWGJ 2007-07-21 IWM JUL07 88 C 7 0.127752 100 89.43 IOWSE 2007-07-21 IWM JUL07 83 P -1 1.557444 100 -155.74 IOWSY 2007-07-21 IWM JUL07 77 P 1 0.335604 100...

Intraday movements are gigantic!!! More than 200 Dow points intraday. Not good for shorting options which is my core business. 06/27/07 -34.3% 06/28/07 +21.9% 06/29/07 +10.4% Don't confuse the absolute values. Need log to compare. I am nearly at my start point at 01/03/07. That's 119...

Transactions 7) IWM JUL07 88 C 2 0.1000 -20.00 -1.50 8) IWM JUL07 83 C -1 1.2400 124.00 -1.00 9) IWM JUL07 81 C 2 2.3500 -470.00 -1.50 10) IWM JUL07 81 C -2 2.4000 480.00 -1.50 11) IWM JUL07 82 C 2 1.7000 -340.00 -1.50 12) IWM JUL07 82 C -2 1.7500 350.00 -1.50 Total 124.00 -8.50 7...

--------------------------------------------------------------------------------- Transactions 6) IWM JUL07 88 C 06/26 2 0.1300 -26.00 -1.50 1) IWM JUL07 88 C 06/25 1 0.2000 -20.00 -1.00 2) IWM JUL07 83 C 06/25 -1 1.7300 173.00 -1.00 3) IWM JUL07 83 P 06/25 -1 1.7400 174.00 -1.00...

Sometimes I have the feeling that it's not worth the time and effort. That's because I can't make a living with trading yet and I have big swings in my equity curve. The market seems to 'be going crazy' and over some periods of time and then starts to completely 'working against me'. After...

06/26/07 +3.5% Back to writing bear call and bull put spreads (digital options) on the Dow. I know that I am starting from scratch.

For directional judgement I see two systems. (All is based on a 5 point grid over 5 years.) One is for up movements and one for down movements (please see attached graphics). If the IWM is in an up move I go with the trend based on System S131 with profit of 25 points in 5 trades...

MGJ You provided very valuable information. Thank you! PS: I will also add a variable for the expected directional move. Therefore I will need at least 30 month of historical data of the IWM.

I am running a strategy with four legs with IWM options. Two legs provide immediate credit (short call and short put). Two legs make a debit (long call and put). The writing of the options is nearer at the money than the bought options. I treat that also a bear-call spread / bull-put...

Attached a graphics to illustrate.

Two Systems applied on RUT Up S1x1 3*20 points/5 trades Dn L1x1 4*20 points/5 trades Current signal is Long from 840 with a trailing stop at 820. If 820 is crossed to the downside a limit buy is triggered with a trailing profit target of 20 points.

06/21/07 -23.8% Avg. is at 0.1% in 115 days. I am starting from nearly zero again. Target is avg. 3% per day!

neke Performance is bad. I am switching between long and short strangle all the time. Need to rethink my strategy again.

06/20/07 -58.2%

06/18/07 -35.8% 06/19/07 +8.9%

SPX 5 point grid. Current signal is up from 1525. Next short signal is 1530.

Two bad days. 06/14/07 -57.7% 06/15/07 -24.5% Long straddle was not the right tactics.

neke My system is live and in real $s. But I don't care about them. I care about two things. 1) not to wipe out my account (see thread title) 2) make an average of 3% gain every day The reason why I can post that huge gains is because the market is exceptional volatile these...

nzbryant With this account I learned how not to blow up an account. I learned it by compiling all the information and sharing it. I lost money in the last years. Now I know that to win is a function of controlling and documenting my account. Because I am doing it since 109 trading days...

06/13/07 +34.3% High volatility day gave many opportunities.