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2012 Performance

  

Monthly returns verified by Pro-Trading-Profits (excluding commissions):



Key statistics 01/01/2012-12/31/2012 (based on $1,000 per trade):
• Total trades: 271
• Winning ratio: 60%
• Average holding period: 5.5 days
• Average return per trade: 3.4%
• Average gain per winning trade: 11.9%
• Average loss per losing trade: -8.9%%
• Average number of trades at any given time: 4.3
• Maximum number of trades at any given time: 6.0
• Average capital on risk: $4,300
• Maximum capital on risk: $6,000
• Cumulative non-compounded return: $9,149 (914.9%)
• Total ROI based on maximum capital on risk: 152.5%

Check out the 2011 performance.

Comments:
• The track record of the model portfolio is based on real trades, not hypothetical performance.
• The returns don't include commissions since those vary between brokers.
• Past performance is no guarantee of future performance. Your results may vary.
• The model portfolio value based on starting value of $10,000 and compounding 10% of the portfolio per trade.
• $10,000 is just a random number, the performance can be scaled up to any number.
• Maximum of 6 trades are open at any given time with average of 3-4 trades.
• We use a Total Portfolio approach for performance calculation.
• This approach reflects the growth of the entire account even though we never have more than 60% of our capital at risk.
• The ROI (return on capital) is much higher than the model portfolio return due to the high cash reserve we keep.
• All capital not at risk is kept in cash.
• Performance returns are based on the entire portfolio, not just what was at risk.

Entry Date Exit Date Holding Period Trade P/L Portfolio Value
12/13/12 12/20/12 7 Days RIMM straddle -6.6% 24,306
12/13/12 12/20/12 7 Days NKE straddle -4.8% 24,468
12/18/12 12/19/12 1 Days BBBY straddle 2.5% 24,586
12/12/12 12/18/12 6 Days ORCL straddle 5.2% 24,524
12/12/12 12/18/12 6 Days FDX straddle 7.2% 24,397
12/10/12 12/17/12 7 Days RUT double calendar 28.3% 24,223
12/11/12 12/13/12 2 Days PAY straddle -6.3% 23,556
12/12/12 12/13/12 1 Days NKE straddle 10.1% 23,706
12/05/12 12/12/12 7 Days CIEN straddle -5.9% 23,469
12/05/12 12/11/12 6 Days JOY straddle -9.7% 23,608
12/04/12 12/10/12 6 Days DG strangle -0.4% 23,836
10/25/12 12/06/12 42 Days SPY double calendar -16.3% 23,849
12/04/12 12/05/12 1 Days JOY straddle 8.8% 24,244
12/03/12 12/05/12 2 Days FNSR straddle 8.0% 24,033
11/29/12 12/05/12 6 Days LULU straddle 4.4% 23,842
11/29/12 12/04/12 5 Days P straddle -8.1% 23,737
11/27/12 12/03/12 6 Days AZO strangle -0.5% 23,931
11/26/12 11/29/12 3 Days OVTI straddle 22.1% 23,943
11/19/12 11/28/12 9 Days TIF strangle -2.9% 23,425
11/21/12 11/28/12 7 Days GES straddle 11.7% 23,494
11/27/12 11/28/12 1 Days KR straddle 11.1% 23,222
11/26/12 11/28/12 2 Days ARO strangle 18.3% 22,967
11/20/12 11/27/12 7 Days GMCR straddle 4.1% 22,554
11/15/12 11/20/12 5 Days CRM double calendar -10.1% 22,462
11/16/12 11/20/12 4 Days DE straddle -9.8% 22,691
11/19/12 11/20/12 1 Days GMCR straddle 11.8% 22,916
11/07/12 11/19/12 12 Days SPY butterfly 38.9% 22,649
10/26/12 11/16/12 21 Days ADM straddle -48.2% 21,801
10/22/12 11/16/12 25 Days AKAM straddle -47.9% 22,905
11/14/12 11/15/12 1 Days ARUN straddle -0.5% 24,057
11/13/12 11/15/12 2 Days ADSK straddle -4.6% 24,069
11/08/12 11/15/12 7 Days SINA straddle -8.7% 24,180
11/14/12 11/15/12 1 Days GPS straddle 15.5% 24,392
11/12/12 11/14/12 2 Days NTAP straddle 0.4% 24,020
11/09/12 11/14/12 5 Days WMT straddle 1.0% 24,010
11/13/12 11/14/12 1 Days GPS straddle 18.6% 23,986
11/09/12 11/13/12 4 Days CSCO straddle -9.3% 23,548
11/08/12 11/12/12 4 Days HD strangle -4.8% 23,770
11/06/12 11/08/12 2 Days DIS straddle -4.8% 23,884
11/01/12 11/08/12 7 Days NDVA straddle -3.1% 23,999
11/07/12 11/08/12 1 Days JCP straddle 11.6% 24,074
11/06/12 11/07/12 1 Days WFM straddle -4.8% 23,798
11/01/12 11/07/12 6 Days QCOM straddle 6.0% 23,913
11/02/12 11/06/12 4 Days GLD strangle 20.4% 23,770
11/02/12 11/05/12 3 Days LCF straddle 0.5% 23,295
10/22/12 11/02/12 11 Days GLD hedged strangle 2.7% 23,283
11/01/12 11/02/12 1 Days CF strangle 14.3% 23,221
10/31/12 11/01/12 1 Days LNKD strangle -13.5% 22,893
10/31/12 11/01/12 1 Days LVS straddle 7.0% 23,206
10/25/12 11/01/12 7 Days RL strangle -3.8% 23,045
10/08/12 11/01/12 24 Days SPY butterfly 20.6% 23,133
10/25/12 11/01/12 7 Days MA double calendar 40.2% 22,666
10/25/12 10/31/12 6 Days BIDU straddle 1.3% 21,709
10/25/12 10/26/12 1 Days LNKD strangle 16.7% 21,762
10/05/12 10/26/12 21 Days SPY calendar -43.6% 22,404
10/23/12 10/25/12 2 Days DECK strangle -6.1% 22,380
10/24/12 10/25/12 1 Days AMZN RIC 4.3% 22,518
10/23/12 10/25/12 2 Days LVS straddle 0.6% 22,421
10/23/12 10/24/12 1 Days CLF straddle -3.8% 22,408
10/23/12 10/24/12 1 Days FFIV straddle -3.9% 22,493
10/23/12 10/24/12 1 Days WYNN straddle -3.8% 22,581
10/19/12 10/23/12 4 Days PNRA strangle 1.8% 22,667
10/18/12 10/22/12 4 Days AMZN RIC 11.4% 22,627
10/17/12 10/22/12 5 Days HOG straddle -6.5% 22,372
10/17/12 10/19/12 2 Days VFC strangle -2.7% 22,518
10/17/12 10/18/12 1 Days COF straddle -2.8% 22,579
10/16/12 10/18/12 2 Days SNDK straddle 0.6% 22,642
10/15/12 10/18/12 3 Days GOOG RIC 22.2% 22,629
10/15/12 10/17/12 2 Days EBAY straddle -2.7% 22,137
09/27/12 10/17/12 20 Days GOOG RIC 6.4% 22,197
10/12/12 10/16/12 4 Days HAL straddle -4.3% 22,056
10/09/12 10/16/12 7 Days CREE straddle 14.2% 22,151
10/11/12 10/12/12 1 Days C straddle -4.4% 21,841
10/03/12 10/12/12 9 Days JPM straddle -25.1% 21,938
10/10/12 10/11/12 1 Days WFC straddle -4.4% 22,503
10/04/12 10/10/12 6 Days WFC straddle 11.6% 22,602
10/01/12 10/09/12 8 Days YUM straddle 11.5% 22,343
10/04/12 10/05/12 1 Days SPY straddle -4.8% 22,089
09/20/12 10/05/12 15 Days RHT straddle -51.2% 22,195
09/27/12 10/04/12 7 Days SPY calendar 17.8% 23,393
09/26/12 10/02/12 6 Days MON straddle -5.5% 22,984
09/07/12 10/01/12 24 Days VXX backspread -5.0% 23,111
09/27/12 10/01/12 4 Days MOS straddle -3.7% 23,227
09/13/12 09/28/12 15 Days SPY calendar 10.2% 23,313
09/21/12 09/28/12 7 Days ACN straddle -16.6% 23,078
09/25/12 09/27/12 2 Days WAG straddle -2.6% 23,468
09/26/12 09/27/12 1 Days NKE straddle 3.0% 23,529
09/21/12 09/26/12 5 Days NKE straddle 11.0% 23,458
09/24/12 09/25/12 1 Days WAG straddle 20.3% 23,203
09/18/12 09/21/12 3 Days LEN strangle 12.6% 22,742
09/14/12 09/20/12 6 Days ORCL straddle -2.9% 22,459
09/18/12 09/19/12 1 Days ADBE straddle -9.0% 22,524
09/12/12 09/19/12 7 Days BBBY straddle -4.8% 22,728
09/14/12 09/17/12 3 Days AZO RIC 26.2% 22,838
09/13/12 09/17/12 4 Days FDX straddle -6.9% 22,255
09/12/12 09/14/12 2 Days AZO RIC 14.7% 22,410
09/12/12 09/14/12 2 Days ORCL straddle 14.3% 22,085
09/12/12 09/13/12 1 Days GLD straddle 16.9% 21,774
09/06/12 09/07/12 1 Days SPY strangle -13.2% 21,412
09/05/12 09/06/12 1 Days LULU strangle 5.1% 21,698
07/24/12 09/06/12 44 Days RUT Iron Condor -27.9% 21,588
08/30/12 09/04/12 5 Days FNSR straddle -4.4% 22,208
08/30/12 08/31/12 1 Days SPY strangle -8.9% 22,306
08/21/12 08/30/12 9 Days SPY straddle -5.2% 22,506
08/08/12 08/30/12 22 Days SPY calendar 50.6% 22,624
08/24/12 08/29/12 5 Days OVTI strangle -0.5% 21,534
08/24/12 08/29/12 5 Days CIEN straddle -7.4% 21,545
08/27/12 08/28/12 1 Days JOY straddle -6.3% 21,705
08/23/12 08/27/12 4 Days PWRD straddle -9.4% 21,843
08/22/12 08/23/12 1 Days ARUN straddle -7.0% 22,050
08/17/12 08/23/12 6 Days CRM RIC 1.0% 22,206
08/21/12 08/23/12 2 Days TIF straddle 15.2% 22,184
08/22/12 08/23/12 1 Days ADSK straddle 15.7% 21,851
08/20/12 08/22/12 2 Days HPQ straddle 12.6% 21,514
08/17/12 08/21/12 4 Days DELL straddle 10.0% 21,246
08/15/12 08/20/12 5 Days BBY straddle -9.8% 21,036
08/17/12 08/20/12 3 Days HPQ straddle 20.0% 21,244
08/15/12 08/16/12 1 Days GPS straddle 3.5% 20,827
08/14/12 08/16/12 2 Days MRVL straddle -7.1% 20,755
08/09/12 08/15/12 6 Days NTAP straddle 4.5% 20,903
08/13/12 08/15/12 2 Days CSCO straddle -7.3% 20,809
08/10/12 08/14/12 4 Days DE strangle -16.6% 20,962
08/09/12 08/14/12 5 Days JDSU straddle 0.0% 21,316
08/08/12 08/09/12 1 Days CSCO straddle 15.3% 21,316
08/07/12 08/09/12 2 Days NVDA straddle 20.0% 20,995
08/06/12 08/07/12 1 Days SODA strangle -6.4% 20,584
08/03/12 08/07/12 4 Days ESRX straddle 0.4% 20,716
08/01/12 08/07/12 6 Days DIS straddle -8.7% 20,708
08/02/12 08/07/12 5 Days RL RIC 28.9% 20,889
08/03/12 08/06/12 3 Days CF RIC 0.7% 20,303
08/02/12 08/03/12 1 Days CREE straddle 16.2% 20,289
07/31/12 08/02/12 2 Days LNKD RIC 16.8% 19,965
07/31/12 08/02/12 2 Days AIG straddle -18.2% 19,635
07/30/12 08/01/12 2 Days APA straddle -6.7% 19,999
07/27/12 08/01/12 5 Days GMCR straddle 20.6% 20,134
07/27/12 07/31/12 4 Days HOG straddle 6.9% 19,728
07/27/12 07/30/12 3 Days HLF strangle 11.0% 19,593
07/25/12 07/30/12 5 Days LNKD RIC 19.3% 19,379
07/26/12 07/27/12 1 Days HOG straddle 12.1% 19,012
07/25/12 07/26/12 1 Days EXPE strangle 8.1% 18,785
07/25/12 07/26/12 1 Days DECK strangle 15.1% 18,634
07/23/12 07/26/12 3 Days AKAM strangle 38.9% 18,357
07/24/12 07/25/12 1 Days LVS strangle 3.1% 17,670
07/05/12 07/25/12 20 Days AAPL RIC 5.4% 17,615
07/23/12 07/24/12 1 Days CAT straddle 2.2% 17,520
07/20/12 07/26/12 6 Days AAPL RIC -4.0% 17,482
07/20/12 07/24/12 4 Days NFLX RIC 10.1% 17,552
07/19/12 07/23/12 4 Days BIDU RIC -7.5% 17,377
06/27/12 07/23/12 26 Days RUT Iron Condor 25.5% 17,508
06/21/12 07/20/12 29 Days SPY calendar 56.8% 17,073
07/19/12 07/20/12 1 Days HAL straddle 16.7% 16,155
07/18/12 07/19/12 1 Days SNDK straddle 10.1% 15,890
07/12/12 07/19/12 7 Days GOOG RIC 12.2% 15,731
07/18/12 07/19/12 1 Days COF straddle 2.6% 15,541
07/16/12 07/18/12 2 Days VFC straddle 11.5% 15,501
07/13/12 07/16/12 3 Days MOS straddle -12.8% 15,325
07/12/12 07/13/12 1 Days C strangle 11.1% 15,523
07/10/12 07/12/12 2 Days JPM straddle 2.6% 15,353
07/05/12 07/12/12 7 Days WFC straddle -6.2% 15,313
06/29/12 07/12/12 13 Days SPY straddle -18.7% 15,409
07/05/12 07/11/12 6 Days GOOG RIC 15.2% 15,702
06/28/12 07/05/12 7 Days GOOG RIC 15.4% 15,464
06/19/12 07/02/12 13 Days MON straddle 8.2% 15,230
06/25/12 06/28/12 3 Days RIMM straddle -11.3% 15,106
06/22/12 06/26/12 4 Days LEN straddle 11.8% 15,278
06/21/12 06/25/12 4 Days NKE straddle 12.4% 15,100
06/20/12 06/25/12 5 Days APOL strangle 11.9% 14,915
05/24/12 06/21/12 28 Days RUT Iron Condor 33.3% 14,740
06/15/12 06/20/12 5 Days KMX strangle -11.0% 14,265
06/19/12 06/20/12 1 Days BBBY straddle 9.2% 14,423
06/13/12 06/19/12 6 Days ADBE straddle -0.7% 14,292
06/15/12 06/19/12 5 Days BBBY strangle 10.3% 14,302
06/13/12 06/19/12 5 Days ORCL straddle 1.3% 14,156
06/11/12 06/18/12 7 Days FDX strangle -8.3% 14,138
06/08/12 06/11/12 3 Days FNSR straddle 4.7% 14,256
05/29/12 05/31/12 2 Days OTVI straddle 12.8% 14,189
04/24/12 05/31/12 37 Days IBM calendar 10.1% 14,010
05/29/12 05/30/12 1 Days JOY straddle 7.9% 13,870
05/25/12 05/30/12 5 Days CIEN straddle 2.7% 13,761
05/24/12 05/30/12 6 Days LGF straddle 10.2% 13,724
05/03/12 05/23/12 20 Days RUT Iron Condor 15.8% 13,586
05/22/12 05/23/12 1 Days NTAP strangle 2.5% 13,374
05/17/12 05/23/12 6 Days TIF strangle 2.1% 13,341
05/22/12 05/23/12 1 Days HPQ straddle 21.1% 13,313
05/15/12 05/22/12 7 Days GES straddle 1.8% 13,038
05/17/12 05/22/12 5 Days DELL straddle -3.8% 13,015
05/16/12 05/21/12 5 Days BBY straddle 16.8% 13,064
05/16/12 05/17/12 1 Days ARUN straddle 10.4% 12,848
05/15/12 05/17/12 2 Days ADSK straddle 10.8% 12,716
05/11/12 05/15/12 4 Days SINA strangle -3.5% 12,580
05/08/12 05/10/12 2 Days ESRX straddle -8.0% 12,624
05/08/12 05/10/12 2 Days MCP straddle -4.7% 12,726
05/04/12 05/09/12 5 Days CSCO straddle -4.5% 12,786
05/07/12 05/09/12 2 Days PCLN RIC -3.2% 12,844
05/07/12 05/08/12 1 Days DIS straddle -1.9% 12,885
05/04/12 05/08/12 4 Days BMC straddle 15.8% 12,910
05/03/12 05/07/12 4 Days DNDN strangle -2.5% 12,709
05/04/12 05/07/12 3 Days CLNE strangle -3.7% 12,741
05/03/12 05/04/12 1 Days CSCO straddle 16.2% 12,788
05/02/12 05/03/12 1 Days FLR straddle 3.2% 12,584
04/11/12 05/03/12 22 Days RUT Iron Condor 13.4% 12,544
04/26/12 05/02/12 6 Days GMCR strangle -3.1% 12,378
04/30/12 05/02/12 2 Days JDSU straddle 0.7% 12,417
04/30/12 05/02/12 2 Days CF RIC 19.7% 12,408
04/27/12 05/01/12 4 Days ADM straddle 11.1% 12,167
04/26/12 04/30/12 4 Days HLF strangle 6.2% 12,034
04/25/12 04/26/12 1 Days CSTR straddle 6.0% 11,959
04/23/12 04/26/12 3 Days AMZN RIC 4.6% 11,888
04/24/12 04/25/12 1 Days LVS strangle 14.6% 11,834
04/23/12 04/24/12 1 Days JNPR straddle 4.0% 11,663
04/19/12 04/23/12 4 Days AAPL RIC -18.9% 11,617
04/19/12 04/23/12 4 Days NFLX RIC 10.3% 11,841
04/19/12 04/23/12 4 Days BIDU RIC 19.3% 11,720
04/16/12 04/17/12 1 Days IBM straddle -3.9% 11,498
04/16/12 04/19/12 3 Days SNDK straddle -8.6% 11,543
04/10/12 04/18/12 8 Days VMW RIC -24.6% 11,639
04/11/12 04/18/12 7 Days FFIV RIC -6.1% 11,932
04/13/12 04/17/12 4 Days HAL strangle -17.7% 12,005
04/12/12 04/13/12 1 Days C strangle 14.4% 12,222
04/10/12 04/12/12 2 Days WFC straddle -2.3% 12,048
04/09/12 04/11/12 2 Days GOOG RIC 15.0% 12,076
03/30/12 04/04/12 5 Days KMX strangle -1.4% 11,897
03/27/12 04/04/12 8 Days BBBY strangle -25.4% 11,914
03/30/12 04/03/12 4 Days MON straddle 1.2% 12,225
03/26/12 03/29/12 3 Days RIMM straddle 14.4% 12,210
03/27/12 03/28/12 1 Days BBY strangle 8.0% 12,037
03/27/12 03/28/12 1 Days MOS strangle 13.8% 11,941
03/22/12 03/26/12 4 Days APOL straddle -8.6% 11,779
03/21/12 03/26/12 5 Days WAG strangle 1.9% 11,881
03/19/12 03/21/12 2 Days GME straddle -3.5% 11,858
03/16/12 03/21/12 5 Days LULU strangle -16.2% 11,900
03/16/12 03/21/12 5 Days FDX strangle 20.7% 12,096
03/15/12 03/19/12 4 Days ADBE straddle 7.2% 11,850
03/13/12 03/19/12 6 Days TIF straddle 5.1% 11,766
03/12/12 03/14/12 2 Days GES strangle 4.9% 11,706
02/24/12 02/27/12 3 Days SINA strangle -5.0% 11,649
02/23/12 02/27/12 4 Days PCLN RIC 13.4% 11,708
02/21/12 02/27/12 6 Days AZO RIC 10.9% 11,553
02/21/12 02/23/12 2 Days CRM RIC 1.5% 11,428
02/21/12 02/22/12 1 Days HPQ straddle -7.6% 11,411
02/14/12 02/21/12 7 Days GRMN straddle -1.8% 11,498
02/14/12 02/21/12 7 Days DELL straddle -1.3% 11,519
02/15/12 02/16/12 1 Days ARUN straddle 11.3% 11,534
02/14/12 02/15/12 1 Days CLF straddle 1.4% 11,405
02/14/12 02/15/12 1 Days VFC strangle 22.2% 11,389
02/13/12 02/15/12 2 Days NVDA straddle 18.0% 11,142
02/09/12 02/15/12 6 Days CF RIC 15.6% 10,945
02/09/12 02/15/12 6 Days BIDU RIC 14.1% 10,777
02/06/12 02/07/12 1 Days CSCO straddle 4.9% 10,627
02/02/12 02/08/12 6 Days AKAM strangle 14.6% 10,575
02/02/12 02/06/12 4 Days DIS straddle 15.0% 10,423
02/01/12 02/07/12 6 Days RL RIC 4.4% 10,269
01/27/12 02/01/12 5 Days MA RIC -9.0% 10,224
01/25/12 02/01/12 7 Days CMG RIC -3.2% 10,317
01/26/12 01/31/12 5 Days AMZN RIC 20.5% 10,350
01/26/12 01/30/12 4 Days ADM strangle -6.1% 10,142
01/26/12 01/30/12 4 Days GMCR strangle 15.7% 10,204
01/20/12 01/26/12 6 Days JNPR straddle 2.0% 10,047
01/19/12 01/25/12 6 Days SNDK straddle -10.2% 10,027
01/19/12 01/25/12 6 Days NFLX RIC 0.4% 10,130
01/19/12 01/24/12 5 Days AAPL RIC 0.0% 10,130
01/18/12 01/23/12 5 Days HOG strangle 0.4% 10,130
01/13/12 01/19/12 6 Days ISRG RIC 15.8% 10,126
01/11/12 01/19/12 2 Days GOOG RIC 2.8% 9,968
01/12/12 01/17/12 5 Days FFIV RIC -6.2% 9,940
01/11/12 01/17/12 6 Days CREE strangle -11.0% 10,002
01/12/12 01/14/12 2 Days C straddle -7.2% 10,114
01/10/12 01/12/12 2 Days JPM straddle 7.9% 10,187
01/03/12 01/09/12 6 Days GOOG RIC 13.7% 10,107
01/03/12 01/05/12 2 Days APOL strangle 4.8% 9,971
01/03/12 01/04/12 1 Day MOS straddle -7.7% 9,923

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