| |
Program ND |
Program
D |
Program
C |
Trade Log |
| 2012 YTD Return: |
5.65% |
5.65% |
0% |
|
| 2011 Total Return: |
24.64% |
-12.98% |
6.18% |
|
| 2010 Total Return: |
34.56% |
22.24% |
n/a |
|
| 2009 Total Return: |
35.85% |
35.85% |
n/a |
|
| 2008 Total Return: |
39.83% |
39.83% |
n/a |
|
| 2007 Total Return: |
50.80% |
50.80% |
n/a |
|
| |
|
|
|
|
| Feb 2012 |
2.56% |
2.56% |
No Fill |
We had good trade placement on our Programs D and ND, however, we were unable to get our Program C orders filled. |
| Jan 2012 |
3.09% |
3.09% |
No Trade |
Spreads were very tight this month and we never had the opportunity to place a trade for Program C. |
| Dec 2011 |
No Fill |
No Fill |
No Fill |
We did place a trade this month, however, we were unable to get our orders filled. |
| Nov 2011 |
2.56% |
2.56% |
No Trade |
Very similar to last month, the market stayed in our favor the entire month. |
| Oct 2011 |
2.56% |
2.56% |
No Trade |
From the start of the trade, the market stayed in our favor the entire month. |
| Sept 2011 |
3.09% |
3.09% |
3.09% |
The market initially moved against us, allowing us the opportunity to place a Program C trade. After that the market moved in our favor and stayed that way for the entire month. |
| Aug 2011 |
No Trade |
No Trade |
No Trade |
Because of the added volatility in the market, we thought it best to hold off on placing a trade this month. |
| Jul 2011 |
2.56% |
2.56% |
3.09% |
The market initially moved against us and we were able to submit a trade for Program C at a better spread position as well as a better strike price.
|
| Jun 2011 |
2.56% |
2.56% |
No Trade |
The market moved in our favor right from the start. Because the market stayed in our favor the entire month, we were unable to issue a trade for Program C. |
| May 2011 |
No Trade |
No Trade |
No Trade |
The only opportunity to place a trade was early in the cycle, but due to the strong bullish pattern that the market was in at the time, it wasn't the type of setup that we look for in entering a trade. |
| April 2011 |
2.56% |
-35.06% |
|
In the 9+ years of trading spreads, we have never seen the market behave in such a strong upward pattern. Day after day, the RUT failed to make any type of significant retracement breaking through every resistance level along the way. Any retracement that began to develop was quickly over taken with the market pushing new highs. Although the DOW was down a few of those days, the RUT continued to show positive daily gains. |
| March 2011 |
2.56% |
2.56% |
|
Very easy trading month. The market moved back and forth throughout the month. |
| February 2011 |
3.63% |
3.63% |
|
The market initially made a small move against us, but then the market quickly retraced in our favor. We then had back and forth market movement for the remainder of the cycle. |
| January 2011 |
2.56% |
2.56% |
|
Not much to report for this month. It was good trade to start the year. The market initially moved in our favor, but then for about a week the market moved somewhat against us, but quickly retraced after that keeping our trade in good shape. |
| December 2010 |
3.09% |
-4.8% |
|
The market was in a fairly good uptrend and was bouncing back and forth, but would ultimately make steady gains each day. The S&P moved above our primary resistance level and once the market made a slight retracement, we felt it would be best to exit the trade with a small loss. We were still a few weeks away from options expiration. If we would have been within a week of expiration, we would have had no problem holding onto the trade. |
| November 2010 |
3.09% |
3.09% |
|
This was a very easy trading month. The market had some steady up days with some steady down days. This is the type of market movement that we like to see. |
| October 2010 |
3.09% |
3.63% |
|
We had a great opportunity at getting a very good spread price and quickly jumped on the trade. This is the type of month that we like see. |
| September 2010 |
2.56% |
-0.8% |
|
This was the first loss that we have taken and due to an unusual stong push upward in the market, we made the decision to exit this trade at basically break even. The trend was favoring more upside movement and we thought it best to exit this trade and wait for next month to come along. |
| August 2010 |
2.56% |
2.56% |
|
This was a very easy trade month. Not much happened throughout the month. Steady back and forth movement. |
| July 2010 |
3.63% |
3.63% |
|
Very happy with the spread price that we were able to grab. The market moved in our favor immediately after placing our trade and stayed that way throughout the entire cycle. |
| June 2010 |
No Fill |
No Fill |
|
As we were sending our trade to the brokers, the market took off in our direction, but unfortunately it moved a few minutes too soon. We didn't have another opportunity the remainder of the month to get in on a safe trade. |
| May 2010 |
3.09% |
3.09% |
|
Nice trade this month. Market moved in our favor after issuing our trade. We have some upside market movement, but nothing that amounted to much. |
| Apr 2010 |
3.09% |
3.09% |
|
We were happy to get a 30 cent spread this month. The moved up to the level that we needed and we quickly issued our trade and we couldn't have asked for a better month to trade. |
| Mar 2010 |
2.56% |
2.56% |
|
The spread prices were pretty tight this month, so we decided to play it conservatively and go with 25 cent spread. |
| Feb 2010 |
4.17% |
4.17% |
|
It was very nice to see the spread prices to open up allowing us to grab a 40 cent spread. The market stayed in our favor all month long. |
| Jan 2010 |
2.56% |
2.56% |
|
We initally tried for a 30 cent spread and was unable to get it. The market was approaching a resistance area and we thought it best to lower our spread to 25 cent should the market begin to retrace once it hit the resistance level. Very happy on the decision to lower the spread price as the market did quickly retrace. |
| Dec 2009 |
2.56% |
2.56% |
|
|
| Nov 2009 |
3.09% |
3.09% |
|
|
| Oct 2009 |
Partial Fill |
Partial Fill |
|
|
| Sep 2009 |
4.38% |
4.38% |
|
|
| Aug 2009 |
4.17% |
4.17% |
|
|
| July 2009 |
No Fill |
No Fill |
|
|
| June 2009 |
3.09% |
3.09% |
|
|
| May 2009 |
5.12% |
5.12% |
|
|
| April 2009 |
3.09% |
3.09% |
|
|
| March 2009 |
4.17% |
4.17% |
|
|
| February 2009 |
3.09% |
3.09% |
|
|
| January 2009 |
3.09% |
3.09% |
|
|
| December 2008 |
3.09% |
3.09% |
|
|
| November 2008 |
3.09% |
3.09% |
|
|
| October 2008 |
No Trade |
No Trade |
|
|
| September 2008 |
3.09% |
3.09% |
|
|
| August 2008 |
4.17% |
4.17% |
|
|
| July 2008 |
3.09% |
3.09% |
|
|
| June 2008 |
5.26% |
5.26% |
|
|
| May 2008 |
3.63% |
3.63% |
|
|
| April 2008 |
3.63% |
3.63% |
|
|
| March 2008 |
3.09% |
3.09% |
|
|
| February 2008 |
3.09% |
3.09% |
|
|
| January 2008 |
4.60% |
4.60% |
|
|
