A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | X | Y | Z | |
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1 | Commission | -$ 1.50 | ||||||||||||||||||||||||
2 | -0.015 | |||||||||||||||||||||||||
3 | Capital | $ 12,004.00 | Capital reflects closed trades at 2015 YE | |||||||||||||||||||||||
4 | $8,000.00 | 3/1/2016 Increase | ||||||||||||||||||||||||
5 | 12004 | 12182 | 12093 | |||||||||||||||||||||||
6 | Results below reflect closed trades at month end and positions are color coded for your viewing pleasure! | 12182 | 12540 | 12361 | ||||||||||||||||||||||
7 | 20540 | 19689.5 | 20114.75 | |||||||||||||||||||||||
8 | The expiration months of the trades do not necessairly correspond to the month end close. | 14856.25 | -0.03082877577 | |||||||||||||||||||||||
9 | ||||||||||||||||||||||||||
10 | CIB - Core Income Butterfly (see links below) | Broken Wing Butterflies & Misc. Trades | Total (Sum of both) | Capital | ||||||||||||||||||||||
11 | Month End | Gross | Net | Return | Gross | Net | Return | Gross | Net | Return | $ 12,004.00 | 1/1/2016 | ||||||||||||||
12 | January* | 1.2 | 0.99 | 0.82% | 1.27 | 0.79 | 0.66% | 2.47 | 1.78 | 1.48% | $ 12,182.00 | 1/29/2016 | ||||||||||||||
13 | February | 4.07 | 2.48 | 2.04% | 1.7 | 1.1 | 0.90% | 5.77 | 3.58 | 2.94% | $ 12,540.00 | 2/29/2016 | $ 20,540.00 | Adjusted For Increase | ||||||||||||
14 | 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 | ||||||||||||||
15 | 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 | ||||||||||||||
16 | May* | 2.43 | 2.13 | 1.11% | 4.79 | 4.22 | 2.19% | 7.22 | 6.35 | 3.30% | $ 19,902.50 | 5/31/2016 | ||||||||||||||
17 | June | -2.95 | -3.76 | -0.05 | -0.53 | -3 | -4.29 | |||||||||||||||||||
18 | July | 0 | 0 | |||||||||||||||||||||||
19 | August | 0 | 0 | |||||||||||||||||||||||
20 | September | 0 | 0 | |||||||||||||||||||||||
21 | October | 0 | 0 | |||||||||||||||||||||||
22 | November | 0 | 0 | |||||||||||||||||||||||
23 | December | 0 | 0 | |||||||||||||||||||||||
24 | -3.95 | -9.17 | 8.59 | 3.865 | 4.64 | -5.305 | ||||||||||||||||||||
25 | *Months with a star have other "Misc" trades in the BWB results | |||||||||||||||||||||||||
26 | ||||||||||||||||||||||||||
27 | CIB Overview: | http://www.thetatrend.com/consistent-income-butterfly-another-options-trading-strategy-for-smaller-accounts/ | ||||||||||||||||||||||||
28 | CIB Course: | http://www.thetatrend.com/cib-trading-course/ | ||||||||||||||||||||||||
29 | ||||||||||||||||||||||||||
30 | Note: Open positions will be moved to the appropriate "Month End" when closed | |||||||||||||||||||||||||
31 | ||||||||||||||||||||||||||
32 | Open Positions | Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Contracts | Cash Flow | ||||||||||||
33 | ||||||||||||||||||||||||||
34 | ||||||||||||||||||||||||||
35 | SPX BWB, 85 DTE | 5/5/2016 11:29:00 | BUTTERFLY | BUY | 1 | TO OPEN | SPX | 7/29/2016 | 2060 | PUT | 71.35 | 2.7 | ||||||||||||||
36 | SELL | -2 | TO OPEN | SPX | 7/29/2016 | 2010 | PUT | 52.65 | DEBIT | |||||||||||||||||
37 | BUY | 1 | TO OPEN | SPX | 7/29/2016 | 1950 | PUT | 36.65 | ||||||||||||||||||
38 | Add | 5/23/2016 8:04:00 | BUTTERFLY | BUY | 1 | TO OPEN | SPX | 7/29/2016 | 2050 | PUT | 52.8 | 0.25 | ||||||||||||||
39 | SELL | -2 | TO OPEN | SPX | 7/29/2016 | 2010 | PUT | 39.45 | DEBIT | |||||||||||||||||
40 | BUY | 1 | TO OPEN | SPX | 7/29/2016 | 1955 | PUT | 26.35 | ||||||||||||||||||
41 | Adjust Delta:Theta | 6/3/2016 8:39:00 | VERTICAL | SELL | -1 | TO OPEN | SPX | 7/29/2016 | 2010 | PUT | 21.7 | 0.9 | ||||||||||||||
42 | BUY | 1 | TO OPEN | SPX | 7/29/2016 | 2005 | PUT | 20.8 | CREDIT | |||||||||||||||||
43 | ||||||||||||||||||||||||||
44 | SPX BWB, 72 DTE | 5/18/2016 7:54:00 | BUTTERFLY | BUY | 2 | TO OPEN | SPX | 7/29/2016 | 2040 | PUT | 56.2 | 1.1 | ||||||||||||||
45 | SELL | -4 | TO OPEN | SPX | 7/29/2016 | 2000 | PUT | 42.7 | DEBIT | |||||||||||||||||
46 | BUY | 2 | TO OPEN | SPX | 7/29/2016 | 1950 | PUT | 30.3 | ||||||||||||||||||
47 | Adjust delta:theta | 6/2/2016 12:04:00 | VERTICAL | SELL | -1 | TO OPEN | SPX | 7/29/2016 | 2000 | PUT | 17.02 | 0.7 | ||||||||||||||
48 | at 57 dte | BUY | 1 | TO OPEN | SPX | 7/29/2016 | 1995 | PUT | 16.32 | CREDIT | ||||||||||||||||
49 | ||||||||||||||||||||||||||
50 | RUT BWB, 72 DTE | 5/18/2016 8:17:00 | BUTTERFLY | BUY | 1 | TO OPEN | RUT | 7/29/2016 | 1100 | PUT | 37.17 | 3 | ||||||||||||||
51 | SELL | -2 | TO OPEN | RUT | 7/29/2016 | 1060 | PUT | 23.64 | DEBIT | |||||||||||||||||
52 | BUY | 1 | TO OPEN | RUT | 7/29/2016 | 1010 | PUT | 13.11 | ||||||||||||||||||
53 | Adjust Delta:Theta | 5/24/2016 8:22:00 | BUTTERFLY | BUY | 1 | TO OPEN | RUT | 7/29/2016 | 1100 | PUT | 25.95 | 0.95 | ||||||||||||||
54 | and add | SELL | -2 | TO OPEN | RUT | 7/29/2016 | 1070 | PUT | 17.75 | DEBIT | ||||||||||||||||
55 | BUY | 1 | TO OPEN | RUT | 7/29/2016 | 1030 | PUT | 10.5 | ||||||||||||||||||
56 | 5/24/2016 8:27:00 | VERTICAL | SELL | -1 | TO OPEN | RUT | 7/29/2016 | 1050 | PUT | 13.52 | 1.64 | |||||||||||||||
57 | BUY | 1 | TO OPEN | RUT | 7/29/2016 | 1040 | PUT | 11.88 | CREDIT | |||||||||||||||||
58 | ||||||||||||||||||||||||||
59 | ||||||||||||||||||||||||||
60 | SPX BWB, 86 DTE | 5/24/2016 9:38:00 | BUTTERFLY | BUY | 1 | TO OPEN | SPX | 8/19/2016 | 2070 | PUT | 59.45 | 1.85 | ||||||||||||||
61 | SELL | -2 | TO OPEN | SPX | 8/19/2016 | 2025 | PUT | 44.3 | DEBIT | |||||||||||||||||
62 | BUY | 1 | TO OPEN | SPX | 8/19/2016 | 1970 | PUT | 31 | ||||||||||||||||||
63 | ||||||||||||||||||||||||||
64 | SPX BWB, 51 DTE | 6/15/2016 7:40:00 | BUTTERFLY | BUY | 2 | TO OPEN | SPX | 8/5/2016 | 2030 | PUT | 36.38 | 1 | ||||||||||||||
65 | SELL | -4 | TO OPEN | SPX | 8/5/2016 | 1990 | PUT | 27.46 | DEBIT | |||||||||||||||||
66 | BUY | 2 | TO OPEN | SPX | 8/5/2016 | 1940 | PUT | 19.54 | ||||||||||||||||||
67 | ||||||||||||||||||||||||||
68 | ||||||||||||||||||||||||||
69 | January Closed | Balance | ||||||||||||||||||||||||
70 | Credit Spread | 12/14/2015 8:12:00 | VERTICAL | SELL | -1 | TO OPEN | RUT | Mar 2016 | 930 | PUT | 9.63 | 0.8 | 1 | 9.63 | $ 12,004.00 | 1/1/2016 Initial Capital | ||||||||||
71 | *Misc Trade | BUY | 1 | TO OPEN | RUT | Mar 2016 | 920 | PUT | 8.83 | CREDIT | 1 | -8.83 | ||||||||||||||
72 | 1/4/2016 7:36:00 | VERTICAL | BUY | 1 | TO CLOSE | RUT | Mar 2016 | 930 | PUT | 6.71 | 0.7 | 1 | -6.71 | Gross | Commissions | Net | ||||||||||
73 | SELL | -1 | TO CLOSE | RUT | Mar 2016 | 920 | PUT | 6.01 | DEBIT | 1 | 6.01 | 0.1 | -0.06 | 0.04 | $ 4.00 | |||||||||||
74 | 4 | |||||||||||||||||||||||||
75 | ||||||||||||||||||||||||||
76 | Feb CIB | 12/18/2015 8:22:00 | SINGLE | BUY | 1 | TO OPEN | IWM | Feb 2016 | 115 | CALL | 2.07 | 2.07 | 1 | -2.07 | ||||||||||||
77 | Initial Position | 12/18/2015 8:21:00 | BUTTERFLY | BUY | 1 | TO OPEN | RUT | Feb 2016 | 1170 | PUT | 58.2 | 10.55 | 1 | -58.2 | ||||||||||||
78 | SELL | -2 | TO OPEN | RUT | Feb 2016 | 1120 | PUT | 32.9 | DEBIT | 2 | 65.8 | |||||||||||||||
79 | BUY | 1 | TO OPEN | RUT | Feb 2016 | 1070 | PUT | 18.15 | 1 | -18.15 | ||||||||||||||||
80 | Reverse Harvey | 1/5/2016 7:49:00 | CONDOR | SELL | -1 | TO CLOSE | RUT | Feb 2016 | 1170 | PUT | 67.81 | 4.55 | 1 | 67.81 | ||||||||||||
81 | BUY | 1 | TO OPEN | RUT | Feb 2016 | 1160 | PUT | 60.42 | CREDIT | 1 | -60.42 | |||||||||||||||
82 | BUY | 1 | TO OPEN | RUT | Feb 2016 | 1080 | PUT | 21.62 | 1 | -21.62 | ||||||||||||||||
83 | SELL | -1 | TO CLOSE | RUT | Feb 2016 | 1070 | PUT | 18.78 | 1 | 18.78 | ||||||||||||||||
84 | Close - Beyond | 1/7/2016 7:53:00 | SINGLE | SELL | -1 | TO CLOSE | IWM | Feb 2016 | 115 | CALL | 0.38 | 0.38 | 1 | 0.38 | ||||||||||||
85 | Downside Roll | 1/7/2016 7:53:00 | BUTTERFLY | SELL | -1 | TO CLOSE | RUT | Feb 2016 | 1160 | PUT | 86.92 | 8.89 | 1 | 86.92 | ||||||||||||
86 | Point | BUY | 2 | TO CLOSE | RUT | Feb 2016 | 1120 | PUT | 55.73 | CREDIT | 2 | -111.46 | ||||||||||||||
87 | SELL | -1 | TO CLOSE | RUT | Feb 2016 | 1080 | PUT | 33.43 | 1 | 33.43 | Gross | Commissions | Net | |||||||||||||
88 | 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. | 14 | 1.2 | -0.21 | 0.99 | $ 99.00 | ||||||||||||||||||||
89 | The market was down significantly when the position was closed and there were only 42 DTE with potential risk in either direction. | |||||||||||||||||||||||||
90 | Taking a small gain and waiting for the March expiration to get closer to 60 DTE seems prudent. | |||||||||||||||||||||||||
91 | ||||||||||||||||||||||||||
92 | OTM BWB | 1/6/2016 13:56:00 | BUTTERFLY | BUY | 1 | TO OPEN | RUT | Mar 2016 | 1060 | PUT | 29.63 | 0.55 | 1 | -29.63 | ||||||||||||
93 | SELL | -2 | TO OPEN | RUT | Mar 2016 | 1030 | PUT | 21.22 | DEBIT | 2 | 42.44 | |||||||||||||||
94 | BUY | 1 | TO OPEN | RUT | Mar 2016 | 990 | PUT | 13.36 | 1 | -13.36 | ||||||||||||||||
95 | Reduce Delta | 1/13/2016 12:45:00 | VERTICAL | BUY | 1 | TO OPEN | RUT | Mar 2016 | 1035 | PUT | 58.19 | 2.83 | 1 | -58.19 | ||||||||||||
96 | SELL | -1 | TO OPEN | RUT | Mar 2016 | 1030 | PUT | 55.36 | DEBIT | 1 | 55.36 | |||||||||||||||
97 | 1/15/2016 9:09:00 | VERTICAL | SELL | -1 | TO CLOSE | RUT | Mar 2016 | 1035 | PUT | 65.55 | 2.95 | 1 | 65.55 | |||||||||||||
98 | Close | BUY | 1 | TO CLOSE | RUT | Mar 2016 | 1030 | PUT | 62.6 | CREDIT | 1 | -62.6 | ||||||||||||||
99 | Outside Body | 1/15/2016 9:09:00 | BUTTERFLY | SELL | -1 | TO CLOSE | RUT | Mar 2016 | 1060 | PUT | 81.97 | -0.6 | 1 | 81.97 | ||||||||||||
100 | BUY | 2 | TO CLOSE | RUT | Mar 2016 | 1030 | PUT | 62.58 | DEBIT | 2 | -125.16 |