Credit Spread Cheat Sheet Historical Data
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CREDIT SPREAD CHEAT SHEET HISTORICAL RETURN DATA (CLOSED POSITIONS)**NOTE**: Dollar amounts in the "Amount Invested" column is used for illustrative purposes only and may differ from the actual amount we invest.**NOTE**: All return amounts are calculated before commissions or any other fees are deducted.**NOTE** All trades are placed as "Day Orders" with expiration dates approximately 45 days our from the date it was placed.
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Index
Expiration Month
Spread Trade PlacedCredit
Amount Invested
Return (%)
Return ($)
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Russel 2000 (RUT)"DEC 2014"
> BUY TO OPEN RUT DEC 2014 1005 PUT
> SELL TO OPEN  RUT DEC 2014 1015 PUT
> SELL TO OPEN RUT DEC 2014 1280 CALL
> BUY TO OPEN RUT DEC 2014 1290 CALL
0.68 (.40 PUT, .28 CALL)
$50,0006.80%$3,4002015 Total Returns (Final)
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Russel 2000 (RUT)"JAN 2015"
> BUY TO OPEN RUT JAN 2015 1020 PUT
> SELL TO OPEN  RUT JAN 2015 1030 PUT
> SELL TO OPEN RUT JAN 2015 1290 CALL
> BUY TO OPEN RUT JAN 2015 1300 CALL
0.65 (.33 PUT, .32 CALL)
$50,0006.50%$3,250% Return$ Return
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Russel 2000 (RUT)"FEB 2015"
> BUY TO OPEN RUT FEB 2015 1030 PUT
> SELL TO OPEN  RUT FEB 2015 1040 PUT
> SELL TO OPEN RUT FEB 2015 1320 CALL
> BUY TO OPEN RUT FEB 2015 1330 CALL
0.80 (.42 PUT, .38 CALL)
$50,0008.00%$4,00080.12%$40,060
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Russel 2000 (RUT)"MAR 2015"
> BUY TO OPEN RUT MAR 2015 990 PUT
> SELL TO OPEN  RUT MAR 2015 1000 PUT
> SELL TO OPEN RUT MAR 2015 1290 CALL
> BUY TO OPEN RUT MAR 2015 1300 CALL
0.78 (.50 PUT, .28 CALL)
$50,0007.80%$3,900
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Russel 2000 (RUT)"APR 2015"
> BUY TO OPEN RUT APR 2015 1070PUT
> SELL TO OPEN  RUT APR 2015 1080 PUT
> SELL TO OPEN RUT APR 2015 1320 CALL
> BUY TO OPEN RUT APR 2015 1330 CALL
0.84 (.35 PUT, .49 CALL)
$50,0008.40%$4,200
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Russel 2000 (RUT)"MAY 2015"
> BUY TO OPEN RUT MAY 2015 1080 PUT
> SELL TO OPEN  RUT MAY 2015 1090 PUT
> SELL TO OPEN RUT MAY 2015 1340 CALL
> BUY TO OPEN RUT MAY 2015 1350 CALL
0.71 (.33 PUT, .38 CALL)
$50,0007.10%$3,550
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Russel 2000 (RUT)"JUN 2015"
> BUY TO OPEN RUT JUN 2015 1060 PUT
> SELL TO OPEN  RUT JUN 2015 1070 PUT
> SELL TO OPEN RUT JUN 2015 1330 CALL
> BUY TO OPEN RUT JUN 2015 1340 CALL
0.75 (.31 PUT, .44 CALL)
$50,0007.50%$3,750
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Russel 2000 (RUT)"JUL 2015"
> BUY TO OPEN RUT JUL 2015 1080 PUT
> SELL TO OPEN  RUT JUL 2015 1090 PUT
> SELL TO OPEN RUT JUL 2015 1330 CALL
> BUY TO OPEN RUT JUL 2015 1340 CALL
0.68 (.30 PUT, .38 CALL)
$50,0006.80%$3,400
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Russel 2000 (RUT)AUG 2015"
> BUY TO OPEN RUT AUG 2015 1070 PUT
> SELL TO OPEN  RUT AUG 2015 1080 PUT
> SELL TO OPEN RUT AUG 2015 1360 CALL
> BUY TO OPEN RUT AUG 2015 1370 CALL
0.52 (.22 PUT, .30 CALL)
$50,0005.20%$2,600
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Russel 2000 (RUT)SEP 2015"
> BUY TO OPEN RUT SEP 2015 1080 PUT
> SELL TO OPEN  RUT SEP 2015 1090 PUT
> SELL TO OPEN RUT SEP 2015 1320 CALL
> BUY TO OPEN RUT SEP 2015 1330 CALL
0.74 (.28 PUT, .46 CALL)
$50,000-2.30%-$1,150
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Russel 2000 (RUT)OCT 2015"
> BUY TO OPEN RUT OCT 2015 990 PUT
> SELL TO OPEN  RUT OCT 2015 1000 PUT
> SELL TO OPEN RUT OCT 2015 1270 CALL
> BUY TO OPEN RUT OCT 2015 1280CALL
1.22 (.70 PUT, .52 CALL)
$50,00010.22%$5,110
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Russel 2000 (RUT)NOV 2015"
> BUY TO OPEN RUT NOV 2015 950 PUT
> SELL TO OPEN  RUT NOV 2015 960 PUT
> SELL TO OPEN RUT NOV 2015 1230 CALL
> BUY TO OPEN RUT NOV 2015 1240 CALL
.89 (.45 PUT, .49 CALL) $50,0008.90%$4,450
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Russel 2000 (RUT)DEC 2015"
> BUY TO OPEN RUT DEC 2015 1020 PUT
> SELL TO OPEN  RUT DEC 2015 1030 PUT
> SELL TO OPEN RUT DEC 2015 1290 CALL
> BUY TO OPEN RUT DEC 2015 1300 CALL
.60 (.31 PUT, .29 CALL) $50,0006.00%$3,000
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2014/2015 RESULTS
2016 RESULTS
2017 RESULTS