2015results (version 2).xlsx

	A	B	C	D	E	F	G	H	I	J	K	L	M	N	O	P	Q	R	S
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