Holy Grail Portfolio Strategy

Last few weeks, I have under performed. Not using anywhere near my usual size on premium. The market overall has me and my strategy a bit confused. I think over the next few weeks as the market normalizes again, the strategy will start to shine.

Spy Change: +2%
Ending portfolio value: $112,692
Change: +1%
 
Finally a week of outperformance. Towards the end of this week, I made a fundamental shift in my hedges. Took a lot of them off temporarily. With the market so extended to the upside, I removed many of the upside hedges. This means for at least the next week, I will be more exposed to upside moves and will likely underperform the market if the move is greater than +1%.

Weekly SPY Change: +.17%
Ending Portfolio Value: $113,698
Change: +.9%
 
Got tied up and didn't post this last Friday. The week should have been great, a +2 or 3% week. Tried adding a few wrinkles to various hedges. One of them worked great, one ate up most of my gains.

Week SPY Change: +.82%
Ending Portfolio Value: 113,850
Change: +.13%
 
Bad week for the market. The strategy held up somewhat well by outperforming the market.

Weekly SPY Change: -3.57%
Ending Portfolio Value: $111,825
Change: -1.7%
 
You must log in or register to reply here.
Back
Top