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Sharpe ratio after commission dropped from 55% (before those two losing trades) to 19% (including them) Annual return is a little complicated. CAGR of 13% per day is astronomical and misleading. 22 trades since 26 October 2021 approximates to c187 trades pa pro rata, but I have been adjusting...

RUT and NQ Put Flies (#97 and #98) expired worthless with 100% loss. Of the the last 22 trades (most of which are on here, and including these two losses): Win rate was 82%. Average profit was 34%. Average loss was 85%. Net / aggregate profit was 13%. Average duration was 1 day.

Slightly uncharacteristic but added a credit vertical spread today on oil for expiry on Friday: Trade date: 08 December 2021 Security: CL Price at opening: 71.60 Direction: Call Expiry date: 10 December 2021 Strikes: 73.5 / 74 Opening Spread: 0.14 The expected return for this is lower than I...

The SPX trade closed same day in profit: Trade date: 07 December 2021 Security: SPX Price at opening: 4687 Direction: Put Expiry date: 10 December 2021 Strikes: 4575 / 4635 / 4665 Structure: 1 / 3 / 2 Opening Spread: 6.35 Close date: 07 December 2021 Trade duration: 0 Closing spread: 8.40...

US markets rose today so short trades yesterday are underwater at the moment. One more Put Fly on the S&P500: Trade date: 07 December 2021 Security: SPX Price at opening: 4687 Direction: Put Expiry date: 10 December 2021 Strikes: 4575 / 4635 / 4665 Structure: 1 / 3 / 2 Opening Spread: 6.35

Put Fly on RUT filled later: Trade date: 06 December 2021 Security: RUT Price at opening: 2189 Direction: Put Expiry date: 08 December 2021 Strikes: 2110 / 2140 / 2200 Structure: 2 / 3 / 1 Opening Spread: 8.40

Opened another Put Fly on Nasdaq: Trade date: 06 December 2021 Security: NQ Price at opening: 15688 Direction: Put Expiry date: 08 December 2021 Strikes: 15270 / 15410 / 15690 Structure: 2 / 3 / 1 Opening Spread: 31.75

I was travelling on Friday but the Nasdaq trade from Thursday (#93) closed in profit on Friday. Trade date: 02 December 2021 Security: NDX Price at opening: 15897 Direction: Put Expiry date: 06 December 2021 Strikes: 15180 / 15580 / 15780 Structure: 1 / 3 / 2 Opening Spread: 47.00 Close date...

Best potential return based on my modelling @traider Post #51 explains further.

Opened a Short position on Nasdaq for expiry on Monday Trade date: 02 December 2021 Security: NDX Price at opening: 15897 Direction: Put Expiry date: 06 December 2021 Strikes: 15180 / 15580 / 15780 Structure: 1 / 3 / 2 Opening Spread: 47.00

Just noticed a typo in SPX Fly per posts #84 and #88. Strikes: 4540 / 4858 / 4630 should have been Strikes: 4540 / 4580 / 4630

As markets dropped towards the end of yesterday, both the S&P500 Put Fly from Wednesday (#89) and the Nasdaq Put Fly from yesterday (#90) closed in profit. A good week. Trade date: 30 November 2021 Security: SPX Price at opening: 4573 Direction: Put Expiry date: 03 December 2021 Strikes: 4455...

Opened a Put Fly on Nasdaq. This wasn't a directional trade. Trade date: 01 December 2021 Security NQ Price at opening: 16354 Direction: Put Expiry date: 03 December 2021 Strikes: 16050 / 16160 / 16380 Structure: 2 / 3 / 1 Opening Spread: 25.20 I'll be travelling all day on Friday, so need to...

..and opened another for expiring on Friday. Trade date: 30 November 2021 Security: SPX Price at opening: 4573 Direction: Put Expiry date: 03 December 2021 Strikes: 4455 / 4495 / 4575 Structure: 2 / 3 / 1 Opening Spread: 9.75

Closed the S&P500 Put Fly from yesterday at a profit. Trade date: 29 November 2021 Security: SPX Price at opening: 4623 Direction: Put Expiry date: 01 December 2021 Strikes: 4540 / 4858 / 4630 Structure: 1 / 2 / 1 Opening Spread: 5.60 Close date: 30 November 2021 Trade duration: 1 Closing...

I have learned that I do not have sufficient aptitude to predict movement in vol - and take my hat off to those that can - but I have a range in mind that I expect vol to remain within.

The RUT position closed in profit yesterday. Trade date: 29 November 2021 Security: RUT Price at opening: 2244 Direction: Put Expiry date: 01 December 2021 Strikes: 2175 / 2215 / 2255 Structure: 1 / 2 / 1 Opening Spread: 7.50 Close date: 29 November 2021 Trade duration: 0 Closing spread: 8.75...

A couple of directionally-driven trades today, per the thread title. Trade date: 29 November 2021 Security: RUT Price at opening: 2244 Direction: Put Expiry date: 01 December 2021 Strikes: 2175 / 2215 / 2255 Structure: 1 / 2 / 1 Opening Spread: 7.5 Trade date: 29 November 2021 Security: SPX...

Predictably, given that it was the first trade that I've published, the NDX spread looks like it will expire for nothing, or a total loss. The S&P500 put fly closed earlier today at a comfortable profit, given that it was opened yesterday. Trade date: 23 November 2021 Security: SPX Price at...

Opened a short position on SPX - not directionally-driven. Trade date: 23 November 2021 Security: SPX Price at opening: 4699 Direction: Put Expiry date: 26 November 2021 Strikes: 4605 / 4630 / 4655 Structure: 1 / 2 / 1 Opening Spread: 2.20 nb The Nasdaq position opened yesterday is almost...