2015results (version 2).xlsx
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Commission-$ 1.50
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-0.015
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Capital $ 12,004.00
Capital reflects closed trades at 2015 YE
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$8,000.00
3/1/2016 Increase
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120041218212093
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Results below reflect closed trades at month end and positions are color coded for your viewing pleasure!
121821254012361
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2054019689.520114.75
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The expiration months of the trades do not necessairly correspond to the month end close.
14856.25-0.03082877577
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CIB - Core Income Butterfly (see links below)
Broken Wing Butterflies & Misc. Trades
Total (Sum of both)
Capital
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Month EndGrossNet ReturnGrossNet ReturnGrossNet Return $ 12,004.00 1/1/2016
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January*1.20.990.82%1.270.790.66%2.471.781.48% $ 12,182.00 1/29/2016
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February4.072.482.04%1.71.10.90%5.773.582.94% $ 12,540.00 2/29/2016 $ 20,540.00
Adjusted For Increase
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March-6.88-8.05-3.92%-0.05-0.455-0.22%-6.93-8.505-4.14% $ 19,689.50 3/31/2016
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April-1.82-2.96-1.50%0.93-1.26-0.64%-0.89-4.22-2.14% $ 19,267.50 4/30/2016
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May*2.432.131.11%4.794.222.19%7.226.353.30% $ 19,902.50 5/31/2016
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June-2.95-3.76-0.05-0.53-3-4.29
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July 00
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August 00
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September00
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October00
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November 00
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December00
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-3.95-9.178.593.8654.64-5.305
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*Months with a star have other "Misc" trades in the BWB results
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CIB Overview:
http://www.thetatrend.com/consistent-income-butterfly-another-options-trading-strategy-for-smaller-accounts/
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CIB Course:
http://www.thetatrend.com/cib-trading-course/
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Note: Open positions will be moved to the appropriate "Month End" when closed
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Open Positions
Exec TimeSpreadSide
Qty
Pos EffectSymbolExp
Strike
TypePriceNet PriceContractsCash Flow
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SPX BWB, 85 DTE
5/5/2016 11:29:00BUTTERFLYBUY1TO OPENSPX7/29/20162060PUT71.352.7
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SELL-2TO OPENSPX7/29/20162010PUT52.65DEBIT
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BUY1TO OPENSPX7/29/20161950PUT36.65
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Add5/23/2016 8:04:00BUTTERFLYBUY1TO OPENSPX7/29/20162050PUT52.80.25
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SELL-2TO OPENSPX7/29/20162010PUT39.45DEBIT
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BUY1TO OPENSPX7/29/20161955PUT26.35
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Adjust Delta:Theta
6/3/2016 8:39:00VERTICALSELL-1TO OPENSPX7/29/20162010PUT21.70.9
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BUY1TO OPENSPX7/29/20162005PUT20.8CREDIT
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SPX BWB, 72 DTE
5/18/2016 7:54:00BUTTERFLYBUY2TO OPENSPX7/29/20162040PUT56.21.1
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SELL-4TO OPENSPX7/29/20162000PUT42.7DEBIT
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BUY2TO OPENSPX7/29/20161950PUT30.3
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Adjust delta:theta
6/2/2016 12:04:00VERTICALSELL-1TO OPENSPX7/29/20162000PUT17.020.7
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at 57 dteBUY1TO OPENSPX7/29/20161995PUT16.32CREDIT
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RUT BWB, 72 DTE
5/18/2016 8:17:00BUTTERFLYBUY1TO OPENRUT7/29/20161100PUT37.173
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SELL-2TO OPENRUT7/29/20161060PUT23.64DEBIT
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BUY1TO OPENRUT7/29/20161010PUT13.11
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Adjust Delta:Theta
5/24/2016 8:22:00BUTTERFLYBUY1TO OPENRUT7/29/20161100PUT25.950.95
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and addSELL-2TO OPENRUT7/29/20161070PUT17.75DEBIT
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BUY1TO OPENRUT7/29/20161030PUT10.5
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5/24/2016 8:27:00VERTICALSELL-1TO OPENRUT7/29/20161050PUT13.521.64
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BUY1TO OPENRUT7/29/20161040PUT11.88CREDIT
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SPX BWB, 86 DTE
5/24/2016 9:38:00BUTTERFLYBUY1TO OPENSPX8/19/20162070PUT59.451.85
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SELL-2TO OPENSPX8/19/20162025PUT44.3DEBIT
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BUY1TO OPENSPX8/19/20161970PUT31
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SPX BWB, 51 DTE
6/15/2016 7:40:00BUTTERFLYBUY2TO OPENSPX8/5/20162030PUT36.381
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SELL-4TO OPENSPX8/5/20161990PUT27.46DEBIT
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BUY2TO OPENSPX8/5/20161940PUT19.54
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January Closed
Balance
70
Credit Spread12/14/2015 8:12:00VERTICALSELL-1TO OPENRUTMar 2016930PUT9.630.819.63 $ 12,004.00
1/1/2016 Initial Capital
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*Misc TradeBUY1TO OPENRUTMar 2016920PUT8.83CREDIT1-8.83
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1/4/2016 7:36:00VERTICALBUY1TO CLOSERUTMar 2016930PUT6.710.71-6.71GrossCommissionsNet
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SELL-1TO CLOSERUTMar 2016920PUT6.01DEBIT16.010.1-0.060.04 $ 4.00
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4
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Feb CIB12/18/2015 8:22:00SINGLEBUY1TO OPENIWMFeb 2016115CALL2.072.071-2.07
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Initial Position12/18/2015 8:21:00BUTTERFLYBUY1TO OPENRUTFeb 20161170PUT58.210.551-58.2
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SELL-2TO OPENRUTFeb 20161120PUT32.9DEBIT265.8
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BUY1TO OPENRUTFeb 20161070PUT18.151-18.15
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Reverse Harvey
1/5/2016 7:49:00CONDORSELL-1TO CLOSERUTFeb 20161170PUT67.814.55167.81
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BUY1TO OPENRUTFeb 20161160PUT60.42CREDIT1-60.42
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BUY1TO OPENRUTFeb 20161080PUT21.621-21.62
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SELL-1TO CLOSERUTFeb 20161070PUT18.78118.78
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Close - Beyond1/7/2016 7:53:00SINGLESELL-1TO CLOSEIWMFeb 2016115CALL0.380.3810.38
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Downside Roll1/7/2016 7:53:00BUTTERFLYSELL-1TO CLOSERUTFeb 20161160PUT86.928.89186.92
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Point BUY2TO CLOSERUTFeb 20161120PUT55.73CREDIT2-111.46
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SELL-1TO CLOSERUTFeb 20161080PUT33.43133.43GrossCommissionsNet
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Note: The month of January was challenging on the downside for the CIB. Due to timing and the market environment, I chose to close rather than roll lower.
141.2-0.210.99 $ 99.00
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The market was down significantly when the position was closed and there were only 42 DTE with potential risk in either direction.
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Taking a small gain and waiting for the March expiration to get closer to 60 DTE seems prudent.
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OTM BWB1/6/2016 13:56:00BUTTERFLYBUY1TO OPENRUTMar 20161060PUT29.630.551-29.63
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SELL-2TO OPENRUTMar 20161030PUT21.22DEBIT242.44
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BUY1TO OPENRUTMar 2016990PUT13.361-13.36
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Reduce Delta1/13/2016 12:45:00VERTICALBUY1TO OPENRUTMar 20161035PUT58.192.831-58.19
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SELL-1TO OPENRUTMar 20161030PUT55.36DEBIT155.36
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1/15/2016 9:09:00VERTICALSELL-1TO CLOSERUTMar 20161035PUT65.552.95165.55
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Close BUY1TO CLOSERUTMar 20161030PUT62.6CREDIT1-62.6
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Outside Body1/15/2016 9:09:00BUTTERFLYSELL-1TO CLOSERUTMar 20161060PUT81.97-0.6181.97
100
BUY2TO CLOSERUTMar 20161030PUT62.58DEBIT2-125.16
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