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2013 Performance

  

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



ROI Summary (based on maximum capital on risk):
 2011: 206.8% (pre-launch)
 2012: 152.5%
 2013 YTD: 64.4%
Non-compounded Account Return (10% allocation):
 2011: 124.0% (pre-launch)
 2012: 91.5%
 2013 YTD: 38.6%

Key statistics since inception:
• Total Trades: 438
• Winning Ratio: 59%
• Average Holding Period: 6.3 days
• Average % Return per Trade: 5.7%
• Total ROI based on maximum capital on risk: 418.0%
• Non-compounded Account Return (10% allocation): 250.7%
• Average Gain per Winning Trade: 17.7%
• Average Loss per Losing Trade: -11.6%
• Maximum % Drawdown: -11.5%
• Average Number of Open Positions: 5.0
• Maximum Number of Open Positions: 6.0

Key statistics 01/01/2013-05/10/2013 (based on $1,000 per trade):
• Total Trades: 77
• Winning Ratio: 63%
• Average Holding Period: 11.0 days
• Average % Return per Trade: 5.1%
• Average Gain per Winning Trade: 17.9%
• Average Loss per Losing Trade: -16.2%
• Average Number of Open Positions: 5.0
• Maximum Number of Open Positions: 6.0
• Cumulative non-compounded return: $3,864 (386.4%)
• Total ROI based on maximum capital on risk: 64.4%

Check out the 2012 performance.
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 4-5 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
05/02/13 05/09/13 7 Days PCLN double caledar -25.0% 14,448
04/30/13 05/08/13 8 Days GMCR straddle -12.3% 14,812
05/02/13 05/08/13 6 Days CF double calendar 36.0% 15,003
04/29/13 05/06/13 7 Days FOSL straddle -3.2% 14,482
04/25/13 05/02/13 7 Days LNKD double calendar 32.8% 14,528
04/23/13 05/01/13 8 Days V straddle 5.7% 14,067
04/17/13 04/25/13 8 Days AMZN strangle 30.3% 13,843
04/17/13 04/24/13 7 Days QCOM straddle 10.2% 13,436
04/15/13 04/23/13 8 Days PNRA strangle -3.2% 13,300
04/19/13 04/23/13 4 Days YUM straddle -4.0% 13,343
03/18/13 04/22/13 4 Days NFLX double calendar 17.6% 13,397
03/26/13 04/18/13 23 Days IBM double calendar 14.0% 13,165
04/12/13 04/17/13 5 Days SNDK straddle 11.8% 12,983
04/12/13 04/16/13 4 Days VIX calendar 32.4% 12,832
02/26/13 04/16/13 49 Days VIX calendar 29.5% 12,459
04/11/13 04/15/13 4 Days CMG strangle 20.0% 12,073
04/11/13 04/12/13 1 Days C straddle 0.6% 11,836
12/18/12 04/12/13 115 Days GLD straddle -22.8% 11,829
04/02/13 04/04/13 2 Days VIX calendar 30.0% 12,105
03/20/13 04/03/13 14 Days AAPL calendar 25.8% 11,753
03/27/13 04/02/13 6 Days MON straddle 0.6% 11,457
01/23/13 03/28/13 64 Days SPY straddle -26.9% 11,450
03/21/13 03/27/13 6 Days ACN straddle 4.9% 11,767
03/20/13 03/26/13 6 Days PAYX straddle 16.9% 11,709
03/20/13 03/26/13 6 Days RUT double calendar 25.6% 11,515
03/06/13 03/21/13 15 Days TIF straddle -12.9% 11,227
03/06/13 03/21/13 15 Days NKE straddle 15.5% 11,374
03/15/13 03/19/13 4 Days VIX calendar 48.5% 11,200
03/14/13 03/19/13 5 Days LULU double calendar -15.0% 10,682
03/07/13 03/19/13 12 Days FDX strangle -9.9% 10,845
03/11/13 03/18/13 7 Days RUT double calendar 19.3% 10,953
03/12/13 03/13/13 1 Days ARO strangle 26.1% 10,746
03/04/13 03/11/13 7 Days COST strangle 6.2% 10,473
01/04/13 03/08/13 63 Days SPY double calendar -9.1% 10,408
03/06/13 03/07/13 1 Days FNSR straddle 24.2% 10,504
27/02/13 03/06/13 7 Days KR straddle 0.7% 10,256
03/01/13 03/06/13 5 Days CNQ straddle 12.0% 10,248
02/19/13 02/28/13 9 Days OVTI straddle 5.1% 10,127
02/25/13 02/28/13 3 Days DECK strangle -8.8% 10,075
02/25/13 02/28/13 3 Days RUT double calendar 30.0% 10,165
02/21/13 02/28/13 7 Days CRM double calendar 43.3% 9,869
02/19/13 02/25/13 6 Days ADSK straddle 2.6% 9,459
02/20/13 02/25/13 5 Days AZO strangle 10.9% 9,435
02/15/13 02/22/13 7 Days RUT double calendar 14.0% 9,333
02/19/13 02/20/13 1 Days VIX calendar 35.0% 9,204
02/14/13 02/19/13 5 Days CF strangle -13.0% 8,893
02/11/13 02/19/13 8 Days SODA straddle -7.3% 9,010
02/15/13 02/15/13 0 Days WMT straddle 20.8% 9,076
02/05/13 02/15/13 10 Days RUT double calendar -56.3% 8,891
02/05/13 02/13/13 8 Days WFM straddle -7.7% 9,422
02/08/13 02/12/13 4 Days BWLD strangle 10.2% 9,495
02/07/13 02/11/13 4 Days FOSL strangle 9.0% 9,399
02/05/13 02/08/13 3 Days ANF strangle -65.6% 9,315
01/31/13 02/07/13 7 Days LNKD strangle -8.9% 9,969
01/28/13 02/06/13 9 Days V strangle -5.8% 10,059
01/31/13 02/05/13 5 Days GMCR straddle 5.5% 10,117
01/31/13 02/05/13 5 Days EXPE straddle 12.2% 10,062
01/02/13 01/30/13 28 Days VIX calendar 24.0% 9,933
01/24/13 01/30/13 6 Days MA double calendar 11.1% 9,701
01/29/13 01/30/13 1 Days WYNN strangle 15.6% 9,594
01/24/13 01/29/13 5 Days AMZN double calendar 12.5% 9,447
01/25/13 01/29/13 4 Days QCOM strangle 20.1% 9,330
01/22/13 01/25/13 3 Days SNDK straddle -19.7% 9,146
01/23/13 01/25/13 2 Days CAT straddle 10.7% 9,330
01/18/13 01/23/13 5 Days FFIV strangle 1.1% 9,231
01/16/13 01/22/13 6 Days CREE straddle -15.5% 9,221
01/14/13 01/22/13 8 Days GOOG double calendar 26.2% 9,366
10/12/12 01/19/13 40 Days RUT butterfly -56.8% 9,127
01/07/13 01/17/13 6 Days IBM double calendar 30.0% 9,677
01/10/13 01/16/13 6 Days C straddle -8.2% 9,395
01/09/13 01/15/13 6 Days JPM straddle -11.8% 9,473
01/11/13 01/14/13 3 Days LEN straddle -11.2% 9,586
01/04/13 01/10/13 6 Days WFC straddle -4.1% 9,694
01/03/13 01/07/13 4 Days MON straddle -6.4% 9,734
12/13/12 01/04/13 44 Days GLD double calendar -7.3% 9,797
01/02/13 01/03/13 1 Days MOS straddle -13.1% 9,869

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