SteadyOptions is an options trading forum where you can find solutions from top options traders. Join Us!

We’ve all been there… researching options strategies and unable to find the answers we’re looking for. SteadyOptions has your solution.

Performance

All Returns are on the whole account, compounded and based on real trades. How We Calculate Returns?

Please read the FAQs before subscribing

SteadyOptions Monthly Results


                       
YearJanFebMarAprMayJunJulAugSepOctNovDecAnnual
2011      21.2%67.9%-2.1%27.7%-0.3%1.5%157.2%
20123.6%11.9%4.8%-1.3%16.6%6.4%27.1%12.7%4.6%-6.4%10.0%1.6%133.2%
20130.1%2.5%12.6%20.3%0.1%10.5%10.8%9.7%-3.7%-14.3%0.7%6.4%65.2%
201422.9%7.7%10.9%9.1%2.1%4.5%20.1%-4.9%3.5%4.1%2.9%4.7%126.5%
201512.4%8.0%8.0%18.0%8.4%18.1%2.3%11.7%8.9%18.2%-2.8%6.1%200.6%
201610.6%-22.4%-7.9%-7.7%0.1%14.0%2.5%4.0%13.5%22.9%8.9%3.3%40.1%
20179.5%9.3%0.1%7.5%9.4%9.2%4.3%9.4%3.6%14.5%14.0%13.5%169.1%
201814.1%3.7%-1.8%1.4%19.1%7.3%8.3%3.5%10.9%3.5%1.0%17.3%129.5%
2019-19.6%1.4%3.0%6.3%0.1%-3.3%7.4%17.7%0.5%9.2%9.7%7.8%41.7%
202025.2%26.6%3.3%2.1%4.5%14.7%-1.7%12.3%-4.6%0.1%6.7%-3.6%117.1%
20216.5%2.4%10.9%2.9%14.5%3.1%20.0%3.1%-1.1%24.8%26.4%6.1%201.0%
20225.7%-2.2%6.7%4.8%13.2%3.9%2.5%10.9%1.7%2.5%14.8%2.9%90.5%
20231.4%-0.1%7.2%6.3%13.6%6.9%5.8%13.3%-1.2%7.5%12.2%5.8%112.2%
202412.7%10.5%24.6%
SteadyOptions Compounded Annual Growth Rate: 122.7%

SteadyOptions Returns based on 10% allocation and exclude commissions. Scroll down to see full list of trades.

Anchor Monthly Results


-->
YearJanFebMarAprMayJunJulAugSepOctNovDecAnnual
20197.7%4.4%1.5%5.5%-7.8%7.8%1.6%-2.5%2.9%1.6%4.5%6.9%38.4%
20200.8%-5.8%-0.6%3.7%2.8%1.6%7.4%10.7%-5.7%-1.1%10.0%5.8%31.7%
20211.0%2.9%3.1%7.6%-0.2%3.0%3.7%3.8%-5.6%7.4%0.4%4.8%35.9%
2022-8.3%-4.6%3.8%-11.6%-3.0%-4.3%2.5%-3.6%-3.2%1.4%1.7%-2.2%-28.2%
20233.3%-7.4%7.8%2.8%1.4%5.9%5.3%-2.9%-2.3%-2.1%6.2%11.5%31.9%
20240.3%8.1%8.5%
Leveraged Anchor Compounded Annual Growth Rate: 20.0%

Leveraged Anchor includes SPY only

Steady PutWrite Monthly Results


YearJanFebMarAprMayJunJulAugSepOctNovDecAnnual
20193.5%0.9%2.4%1.6%-1.8%5.1%0.3%0.8%1.0%1.6%1.1%1.3%19.1%
20200.0%-8.0%-12.3%6.3%2.9%1.4%3.3%2.4%0.0%-1.3%6.7%2.9%2.7%
2021-1.0%1.7%2.7%2.7%2.6%1.7%1.3%1.6%-3.1%2.5%-2.6%3.6%14.2%
2022-7.0%0.5%-0.7%-8.8%0.7%-7.1%8.8%-6.5%-12.3%6.5%7.3%-2.1%-20.9%
20236.4%-3.5%4.5%2.0%-1.0%2.8%2.0%-2.1%-4.6%-3.4%8.0%4.4%15.5%
20240.6%0.6%
Steady PutWrite Compounded Annual Growth Rate:


ETF BuyWrite Monthly Returns


YearJanFebMarAprMayJunJulAugSepOctNovDecAnnual
20210.6%5.1%3.9%3.6%3.5%0.0%-0.7%2.2%-2.1%3.4%-2.3%4.6%23.6%
2022-3.5%-0.4%2.1%-6.2%2.4%-9.4%6.8%-3.3%-9.4%9.3%7.9%-4.0%-9.5%
20238.3%-2.2%-1.6%0.6%-2.8%6.2%5.8%-3.2%-3.3%-3.6%7.4%7.3%18.7%
2024-1.2%-1.2%
ETF BuyWrite Compounded Annual Growth Rate: 5.7%

ETF BuyWrite is part of Steady PutWrite subscription.

Simple Spreads Monthly Results


YearJanFebMarAprMayJunJulAugSepOctNovDecAnnual
20211.5%5.6%3.9%0.9%-5.2%0.1%-1.2%1.4%0.5%-7.3%0.2%0.0%0.4%
20228.2%-7.8%0.0%3.6%1.5%0.0%1.3%-5.8%1.2%0.0%0.6%0.0%2.1%
2023-4.1%0.0%1.1%0.0%-2.3%3.0%4.0%0.0%0.0%0.3%0.0%5.3%7.3%
20240.0%7.1%7.1%
Simple Spreads Compounded Annual Growth Rate: 5.0%

Simple Spreads Returns exclude commissions.

Steady Collars Monthly Results


YearJanFebMarAprMayJunJulAugSepOctNovDecAnnual
2023-8.4%12.2%4.2%7.0%
20240.6%6.3%6.9%
Steady Collars Compounded Annual Growth Rate: 38.3%

Steady Collars Returns include commissions.

SteadyVol Monthly Results


YearJanFebMarAprMayJunJulAugSepOctNovDecAnnual
20225.7%5.7%
20235.3%0.9%-0.1%2.5%5.9%3.8%4.7%4.0%-2.6%2.3%7.5%2.1%42.4%
20245.1%5.7%11.1%
SteadyVol Compounded Annual Growth Rate: 50.9%

SteadyVol Returns exclude commissions.

See discontinued strategies here.



Services Key Statistics

Service CAGR Annual Volatility Sharpe Ratio
Steady Options 122.7% 33.6% 3.6
Anchor Trades 20.0% 17.2% 1.2
Simple Spreads 5.0% 12.9% 0.4
Steady Collars 38.3% 26.3% 1.4
SteadyVol 50.9% 9.5% 5.4

Click here to read what is Sharpe Ratio and why you should care about it.

SteadyOptions Key Statistics

  2024 Since Inception
Total Trades 44 2,491
Average Trades per Month 22 17
Average Number of Open Positions 5.5 4.9
Winning Ratio 75.0% 67.7%
Average Days per Trade 5.5 9.5
Average % Return per Trade 7.2% 6.4%
Average Gain per Winning Trade 10.4% 17.0%
Average Loss per Losing Trade -9.7% -12.6%

General Comments

  • Our track record is based on real fills, not hypothetical performance.
  • All trades are posted on the forum with screenshots of broker fills.
  • The returns exclude commissions since those vary between brokers.
  • Past performance is no guarantee of future performance.
  • Model portfolio is based on a starting value of $10,000, compounded monthly and reset every year.
  • Average of 4-6 trades are open with 10% allocation per trade (5% for half allocation).
  • We use a Total Portfolio approach for performance reporting, including cash reserve.
  • CAGR = Compounded Annual Growth Rate.
  • Performance returns are based on the entire portfolio, not just what was at risk.
  • Disclaimer: Your results may vary. You alone are responsible for your actions and results.

SteadyOptions Trades

Entry Date Exit Date Held Trade P/L Portfolio Value
02/29/24 03/15/24 15 Days TLT iron condor 51.6% 13,836
03/04/24 03/12/24 8 Days FDX double diagonal 10.0% 13,193
02/20/24 03/06/24 15 Days DOCU double diagonal 6.2% 13,068
02/29/24 03/06/24 6 Days NKE double diagonal 10.1% 12,990
03/04/24 03/05/24 1 Days NFLX RIC 9.2% 12,865
03/04/24 03/05/24 1 Days CRWD calendar (half) 5.9% 12,751
03/04/24 03/05/24 1 Days COST calendar (half) 21.1% 12,714
02/28/24 03/01/24 2 Days NFLX RIC 10.0% 12,583
02/06/24 02/27/24 21 Days BBY double diagonal 3.2% 12,458
02/12/24 02/26/24 14 Days CRM double diagonal 9.0% 12,422
02/08/24 02/26/24 18 Days ZM double diagonal -8.8% 12,321
02/23/24 02/26/24 3 Days CAVA straddle 10.8% 12,420
02/22/24 02/23/24 1 Days FSLR calendar (half) 0.0% 12,298
02/06/24 02/16/24 10 Days EBAY hedged straddle 10.2% 12,298
01/30/24 02/15/24 16 Days HD double diagonal -2.1% 12,183
01/29/24 02/15/24 17 Days WMT double diagonal 8.9% 12,208
02/01/24 02/15/24 14 Days HD calendar (half) 13.6% 12,107
01/17/24 02/13/24 27 Days TLT iron condor 3.0% 12,031
02/09/24 02/12/24 3 Days ABNB straddle 8.5% 11,997
02/08/24 02/09/24 1 Days TWLO strangle 11.9% 11,901
01/31/24 02/08/24 8 Days PEP double diagonal -2.6% 11,767
02/05/24 02/07/24 2 Days DIS straddle 0.4% 11,796
02/06/24 02/07/24 15 Days WYNN strangle 1.0% 11,792
01/22/24 02/06/24 15 Days PYPL double diagonal -3.7% 11,782
02/05/24 02/06/24 1 Days UBER strangle -2.7% 11,823
02/05/24 02/06/24 1 Days WYNN straddle 11.2% 11,854
02/02/24 02/05/24 3 Days F straddle 13.9% 11,728
01/23/24 02/05/24 13 Days UBER hedged call ratio 17.1% 11,571
02/01/24 02/05/24 4 Days PLTR strangle 22.4% 11,379
01/31/24 02/01/24 1 Days AAPL strangle -2.6% 11,126
01/31/24 02/01/24 1 Days AMZN strangle -6.0% 11,154
01/31/24 02/01/24 1 Days MCHP straddle -4.3% 11,222
01/29/24 01/31/24 2 Days AMZN straddle 10.0% 11,270
01/30/24 01/31/24 1 Days AAPL strangle 10.0% 11,169
01/22/24 01/30/24 8 Days AAPL double diagonal 4.9% 11,070
01/25/24 01/30/24 5 Days AAPL calendar (half) 2.4% 11,021
01/18/24 01/29/24 11 Days GOOGL calendar 6.1% 11,009
01/22/24 01/29/24 7 Days MCD double diagonal 8.1% 10,948
01/19/24 01/29/24 10 Days AMZN calendar (half) 31.6% 10,867
01/12/24 01/26/24 14 Days META calendar 30.0% 10,709
01/24/24 01/26/24 2 Days SOFI straddle 11.4% 10,408
01/22/24 01/24/24 2 Days SOFI straddle 7.7% 10,295
01/23/24 01/24/24 1 Days TSLA strangle 5.8% 10,218
01/19/24 01/22/24 3 Days VZ strangle 0.0% 10,160
01/18/24 01/22/24 4 Days AAPL double diagonal 10.1% 10,160
01/18/24 01/22/24 4 Days PYPL double diagonal 12.8% 10,059
01/16/24 01/19/24 3 Days MCD hedged strangle 11.8% 9,931
01/16/24 01/18/24 2 Days AAPL double diagonal 9.9% 9,813
01/09/24 01/18/24 9 Days MO call ratio 7.7% 9,714
12/29/23 01/12/24 14 Days BABA ratio diagonal -54.5% 9,637
01/02/24 01/05/24 3 Days NFLX RIC 7.4% 10,182
12/29/23 01/02/24 4 Days NVDA RIC 10.8% 10,108

2023 Performance By Strategy

Entry Date Exit Date Held Trade P/L Portfolio Value
12/20/23 12/29/23 9 Days STZ call ratio -10.5% 21,212
12/18/23 12/20/23 2 Days NFLX hedged RIC 10.0% 21,422
12/19/23 12/20/23 1 Days NKE strangle 9.9% 21,221
12/06/23 12/13/23 7 Days MU calendar (half) 0.0% 21,022
12/15/23 12/18/23 3 Days UBER put diagonal (half) 26.6% 21,022
12/11/23 12/18/23 7 Days NFLX RIC 10.7% 20,756
12/06/23 12/11/23 5 Days NKE hedged straddle 2.1% 20,541
12/06/23 12/12/23 6 Days ADBE calendar (half) 4.0% 20,498
12/07/23 12/11/23 4 Days ORCL strangle 0.4% 20,458
12/05/23 12/11/23 6 Days NFLX RIC 16.7% 20,449
11/12/23 12/08/23 26 Days SPY iron condor -25.0% 20,114
12/01/23 12/06/23 5 Days NKE hedged straddle 9.8% 20,615
12/04/23 12/05/23 1 Days ASAN straddle 6.4% 20,419
12/04/23 12/04/23 0 Days LULU calendar (half) 28.0% 20,291
11/20/23 12/04/23 14 Days NFLX RIC 5.3% 20,010
11/20/23 12/04/23 14 Days MSFT RIC -7.3% 19,903
11/22/23 11/29/23 7 Days SNOW calendar (half) 11.9% 20,050
11/28/23 11/29/23 1 Days AVGO calendar (half) 20.0% 19,944
11/27/23 11/29/23 2 Days IOT strangle 10.1% 19,765
11/14/23 11/24/23 10 Days ZS calendar (half) 12.4% 19,585
11/15/23 11/22/23 7 Days ULTA calendar (half) 21.2% 19,474
11/16/23 11/21/23 5 Days HPQ strangle -6.9% 19,285
11/07/23 11/21/23 14 Days NVDA calendar 3.1% 19,409
11/15/23 11/20/23 5 Days NFLX RIC 13.9% 19,353
11/10/23 11/17/23 7 Days DE calendar (half) 21.7% 19,105
11/14/23 11/15/23 1 Days CSCO straddle 1.3% 18,911
11/01/23 11/15/23 14 Days WMT hedged straddle 6.1% 18,888
11/09/23 11/14/23 5 Days NFLX RIC 10.0% 18,780
11/10/23 11/14/23 4 Days ADI hedged ratio 15.5% 18,601
11/13/23 11/14/23 1 Days GPS straddle 14.7% 18,324
11/08/23 11/09/23 1 Days TTD straddle -6.0% 18,061
11/08/23 11/09/23 1 Days U straddle -8.0% 18,167
10/20/23 11/09/23 20 Days AMAT hedged ratio 11.9% 18,310
11/06/23 11/08/23 2 Days DIS straddle -4.0% 18,097
11/07/23 11/08/23 1 Days AZN straddle 0.0% 18,169
11/07/23 11/08/23 1 Days AFRM straddle 3.5% 18,169
11/06/23 11/07/23 1 Days TOST straddle 5.7% 18,107
11/02/23 11/06/23 4 Days UBER strangle -9.5% 18,005
11/03/23 11/06/23 3 Days RIVN straddle 14.5% 18,175
11/01/23 11/02/23 1 Days AAPL straddle 10.0% 17,916
10/18/23 11/01/23 14 Days AAPL calendar (half) 6.8% 17,737
10/19/23 11/01/23 13 Days TWLO hedged straddle -3.9% 17,677
10/31/23 11/01/23 1 Days ABNB strangle -3.2% 17,747
10/31/23 11/01/23 1 Days SHOP strangle -7.9% 17,803
10/30/23 11/01/23 2 Days PYPL straddle -2.6% 17,944
10/27/23 11/01/23 4 Days FSLY straddle 7.1% 17,991
10/09/23 10/31/23 22 Days SPY iron condor 11.2% 17,863
10/23/23 10/27/23 4 Days OKTA hedged RIC -11.2% 17,677
10/25/23 10/26/23 1 Days F straddle 0.0% 17,863
10/24/23 10/25/23 1 Days INTC straddle 6.5% 17,863
10/24/23 10/25/23 1 Days AMZN strangle 25.0% 17,459
10/20/23 10/24/23 4 Days MSFT straddle -7.1% 17,340
10/23/23 10/24/23 1 Days GOOG straddle 5.0% 17,459
10/19/23 10/23/23 4 Days META calendar(half) 21.6% 17,375
10/13/23 10/20/23 7 Days AMZN calendar(half) 18.9% 17,167
10/16/23 10/20/23 4 Days TMUS hedged strangle 1.7% 17,039
10/12/23 10/19/23 7 Days GOOGL calendar(half) 21.0% 16,938
10/10/23 10/18/23 8 Days NFLX calendar(half) -20.8% 16,836
09/25/23 10/17/23 22 Days SLB BWB 12.9% 17,009
10/16/23 10/17/23 1 Days BX straddle -8.6% 16,795
10/10/23 10/17/23 7 Days TSLA calendar(half) 5.7% 16,938
10/16/23 10/17/23 1 Days NVDA RIC 15.5% 16,891
09/11/23 10/16/23 35 Days SPY iron condor -12.4% 16,633
10/13/23 10/16/23 3 Days JNJ strangle 10.4% 16,839
10/12/23 10/13/23 1 Days NVDA RIC 10.9% 16,666
10/09/23 10/12/23 3 Days NVDA RIC 11.3% 16,485
10/03/23 10/05/23 2 Days PEP hedged straddle 6.4% 16,297
09/20/23 10/03/23 13 Days JPM BWB -25.3% 16,191
09/25/23 09/28/23 3 Days NKE strangle -5.2% 16,612
09/07/23 09/27/23 20 Days MU calendar (half) 13.0% 16,700
09/20/23 09/21/23 1 Days NVDA RIC 11.5% 16,591
09/06/23 09/20/23 14 Days NKE hedged strangle -5.0% 16,398
08/25/23 09/19/23 25 Days FDX calendar (half) -23.4% 16,482
09/13/23 09/14/23 1 Days NFLX RIC 10.0% 16,678
09/07/23 09/11/23 4 Days ORCL straddle -9.2% 16,510
09/05/23 09/08/23 3 Days TSLA hedged RIC -5.2% 16,665
08/31/23 09/05/23 5 Days AI strangle -8.8% 16,753
08/21/23 09/01/23 11 Days ZS calendar (half) 11.1% 16,900
08/29/23 08/30/23 2 Days LULU calendar (half) 0.5% 16,807
08/29/23 08/30/23 1 Days CPB straddle 2.5% 16,803
08/28/23 08/30/23 2 Days NVDA hedged RIC 10.0% 16,766
08/29/23 08/30/23 1 Days CRM strangle -7.7% 16,618
08/14/23 08/30/23 16 Days CRWD hedged strangle -18.5% 16,733
08/14/23 08/30/23 16 Days CRWD calendar (half) -20.7% 17,008
08/28/23 08/29/23 1 Days LULU calendar (half) 11.4% 17,161
08/24/23 08/25/23 1 Days NVDA RIC 10.1% 17,077
08/18/23 08/25/23 7 Days LULU calendar (half) 6.3% 16,927
08/15/23 08/24/23 9 Days HPQ hedged straddle -9.3% 16,880
08/23/23 08/24/23 1 Days AFRM strangle 0.6% 17,018
08/14/23 08/24/23 10 Days AVGO calendar (half) 5.1% 17,010
08/18/23 08/23/23 5 Days DLTR calendar (half) -33.8% 16,972
08/10/23 08/22/23 12 Days BBY hedged straddle 8.1% 17,222
08/14/23 08/22/23 8 Days SPY iron condor 7.7% 17,103
08/21/23 08/22/23 1 Days PTON straddle -3.8% 16,989
08/21/23 08/22/23 1 Days BBWI straddle 7.5% 17,045
08/14/23 08/21/23 7 Days ULTA calendar (half) 23.7% 16,934
08/17/23 08/21/23 4 Days NVDA calendar (half) 15.8% 16,758
08/17/23 08/18/23 1 Days LULU calendar (half) 17.1% 16,641
08/17/23 08/18/23 1 Days PTON strangle 10.2% 16,514
08/14/23 08/17/23 3 Days TSLA hedged RIC 2.2% 16,363
08/17/23 08/17/23 0 Days LULU calendar (half) 24.6% 16,330
08/09/23 08/16/23 7 Days DE calendar (half) 12.8% 16,147
08/15/23 08/16/23 1 Days DLTR calendar (half) 23.5% 16,052
08/10/23 08/15/23 5 Days AMAT calendar (half) 3.3% 15,878
08/08/23 08/15/23 7 Days NVDA calendar (half) 18.8% 15,853
08/01/23 08/15/23 14 Days TGT calendar (half) -10.0% 15,714
08/07/23 08/11/23 4 Days SPY iron condor 7.4% 15,788
08/07/23 08/10/23 8 Days WMT hedged straddle 3.9% 15,679
07/31/23 08/09/23 9 Days CSCO hedged straddle 11.8% 15,621
08/07/23 08/08/23 1 Days TWLO straddle 0.7% 15,445
08/03/23 08/08/23 5 Days TOST strangle -12.3% 15,435
08/07/23 08/08/23 1 Days RIVN strangle 1.5% 15,618
07/10/23 08/08/23 29 Days SPY iron condor -8.3% 15,596
08/04/23 08/07/23 3 Days LCID strangle 13.9% 15,718
07/31/23 08/04/23 4 Days NFLX hedged RIC -2.6% 15,512
08/02/23 08/03/23 1 Days AAPL straddle -1.5% 15,552
08/02/23 08/03/23 1 Days AMZN straddle 0.2% 15,573
08/01/23 08/02/23 1 Days SHOP straddle 11.5% 15,570
08/01/23 08/02/23 1 Days AMZN straddle 8.1% 15,400
08/01/23 08/02/23 1 Days ABNB strangle 10.0% 15,280
07/31/23 08/02/23 2 Days DASH calendar (half) 5.2% 15,131
07/27/23 08/01/23 5 Days SHOP calendar (half) 15.8% 15,039
07/31/23 08/01/23 1 Days PINS strangle 9.3% 14,976
07/24/23 07/31/23 7 Days UBER strangle -5.9% 14,837
07/24/23 07/28/23 4 Days AMZN calendar (half) 43.1% 14,921
07/20/23 07/28/23 8 Days AAPL calendar (half) 40.3% 14,619
07/20/23 07/28/23 8 Days AAPL hedged straddle -15.7% 14,337
07/26/23 07/28/23 2 Days SOFI straddle 14.5% 14,557
07/24/23 07/28/23 4 Days NFLX hedged RIC -13.7% 14,354
07/26/23 07/28/23 2 Days ROKU strangle 0.4% 14,546
07/26/23 07/28/23 2 Days INTC straddle 4.5% 14,540
07/25/23 07/26/23 1 Days BMY straddle -7.3% 14,476
07/20/23 07/26/23 6 Days SBUX hedged straddle 4.9% 14,578
07/17/23 07/25/23 8 Days V calendar (half) -34.1% 14,488
07/24/23 07/25/23 1 Days BMY straddle 9.3% 14,749
07/21/23 07/25/23 4 Days META calendar (half) 12.4% 14,619
07/18/23 07/25/23 7 Days GOOG calendar (half) 6.3% 14,532
07/17/23 07/24/23 7 Days BA calendar (half) 6.6% 14,488
07/17/23 07/21/23 4 Days INTC hedged strangle 0.5% 14,442
07/12/23 07/20/23 8 Days GM hedged strangle -2.5% 14,434
07/13/23 07/20/23 7 Days GE hedged strangle 5.7% 14,470
07/06/23 07/20/23 14 Days MCD hedged strangle 5.5% 14,390
07/17/23 07/19/23 2 Days LULU hedged RIC 10.7% 14,313
06/28/23 07/13/23 15 Days IBM hedged straddle 1.5% 14,163
06/21/23 07/11/23 21 Days SPY iron condor 7.1% 14,143
07/03/23 07/07/23 4 Days NVDA hedged RIC 2.3% 14,043
06/26/23 06/30/23 4 Days TGT hedged RIC -0.6% 14,011
06/08/23 06/30/23 22 Days DOCU hedged RIC -26.0% 14,019
06/26/23 06/29/23 3 Days NKE straddle -10.9% 14,360
06/26/23 06/28/23 2 Days NFLX hedged RIC 12.5% 14,502
06/12/23 06/28/23 16 Days MU calendar (half) 22.9% 14,338
06/26/23 06/26/23 0 Days NVDA hedged RIC 10.3% 14,188
06/20/23 06/23/23 3 Days TGT hedged RIC -2.0% 14,053
06/05/23 06/20/23 15 Days FDX calendar 14.4% 14,080
06/15/23 06/16/23 1 Days MSFT hedged RIC 4.1% 13,891
06/14/23 06/15/23 1 Days TGT hedged RIC 10.1% 13,837
06/12/23 06/14/23 2 Days NVDA hedged RIC 10.0% 13,704
06/01/23 06/09/23 8 Days LULU hedged RIC 43.6% 13,574
06/02/23 06/09/23 7 Days KR hedged straddle 5.4% 13,003
05/1/23 06/09/23 29 Days SPY iron condor -42.2% 12,932
06/07/23 06/08/23 1 Days NIO strangle 10.0% 13,485
06/05/23 06/06/23 1 Days ORCL strangle 13.5% 13,354
05/31/23 06/01/23 1 Days CHPT straddle 5.5% 13,177
05/30/23 05/31/23 1 Days M straddle -6.7% 13,105
05/25/23 05/30/23 5 Days ASAN strangle 11.5% 13,183
05/11/23 05/25/23 14 Days HPQ hedged straddle straddle 7.6% 13,051
05/23/23 05/25/23 2 Days GPS straddle 10.6% 12,963
05/12/23 05/22/23 10 Days LOW calendar (half) 0.9% 12,840
05/09/23 05/18/23 9 Days LOW hedged strangle -17.9% 12,835
05/09/23 05/18/23 9 Days ZM hedged strangle 3.9% 13,041
05/08/23 05/18/23 10 Days NVDA calendar (half) -4.9% 12,997
05/16/23 05/17/23 1 Days CSCO straddle -4.3% 13,025
05/16/23 05/17/23 1 Days WMT strangle -6.8% 13,074
05/15/23 05/16/23 1 Days TJX straddle 0.8% 13,152
05/11/23 05/15/23 4 Days DOCS straddle 11.3% 13,144
05/02/23 05/11/23 9 Days TGT hedged strangle 10.1% 13,013
05/09/23 05/10/23 1 Days BYND strangle 3.1% 12,896
05/08/23 05/10/23 2 Days DIS straddle -5.5% 12,860
05/08/23 05/09/23 1 Days UPST straddle 3.9% 12,924
05/08/23 05/09/23 1 Days ABNB straddle 10.0% 12,879
05/04/23 05/08/23 4 Days PLTR straddle 2.3% 12,764
05/05/23 05/08/23 3 Days DIS straddle 10.6% 12,737
05/05/23 05/08/23 3 Days ABNB straddle 23.8% 12,615
05/04/23 05/05/23 1 Days DIS straddle 5.0% 12,340
04/25/23 05/05/23 10 Days PYPL hedged straddle 7.1% 12,282
05/03/23 05/04/23 1 Days CVNA straddle -4.7% 12,200
05/01/23 05/04/23 3 Days LYFT strangle (half) -6.7% 12,254
04/28/23 05/04/23 6 Days DIS hedged straddle 5.7% 12,293
05/03/23 05/04/23 1 Days AAPL straddle 24.3% 12,227
05/01/23 05/02/23 1 Days SBUX straddle -4.3% 11,947
05/01/23 05/02/23 1 Days F straddle 2.9% 11,997
04/27/23 05/02/23 5 Days MRNA calendar (half) 27.1% 11,964
04/12/23 05/02/23 20 Days AAPL calendar 23.5% 11,808
04/27/23 04/28/23 1 Days SOFI straddle 5.3% 11,537
04/26/23 04/28/23 2 Days DIS hedged straddle 7.8% 11,480
04/26/23 04/27/23 1 Days INTC straddle 1.6% 11,395
04/26/23 04/27/23 1 Days AMZN straddle 11.4% 11,378
04/25/23 04/26/23 1 Days EBAY straddle 5.7% 11,254
04/24/23 04/26/23 2 Days EBAY strangle 1.9% 11,192
04/25/23 04/26/23 1 Days SNAP strangle 12.7% 11,172
04/14/23 04/25/23 11 Days AMZN calendar (half) 23.3% 11,035
04/24/23 04/25/23 1 Days MSFT strangle -3.4% 10,908
04/18/23 04/25/23 7 Days BA calendar (half) -3.8% 10,945
04/13/23 04/25/23 12 Days GOOGL hedged straddle -18.3% 10,966
04/18/23 04/25/23 7 Days GOOGL calendar (half) 30.6% 11,165
04/21/23 04/24/23 3 Days VZ strangle 3.1% 10,999
04/20/23 04/24/23 4 Days MSFT straddle 8.4% 10,965
04/13/23 04/24/23 11 Days MCD hedged strangle -4.4% 10,874
04/20/23 04/24/23 4 Days MCD calendar (half) 12.6% 10,921
04/21/23 04/24/23 3 Days GE straddle 3.2% 10,853
04/18/23 04/19/23 1 Days T straddle 0.0% 10,818
04/19/23 04/19/23 0 Days TSLA calendar (half) 0.6% 10,818
04/17/23 04/18/23 1 Days UAL straddle 0.9% 10,815
04/17/23 04/17/23 0 Days TSLA calendar (half) 8.3% 10,805
04/10/23 04/14/23 4 Days COST hedged RIC -5.2% 10,760
03/30/23 04/13/23 14 Days UNH calendar (half) -83.7% 10,817
04/06/23 04/13/23 7 Days MCD hedged strangle 10.0% 11,272
04/06/23 04/10/23 4 Days TLRY straddle 14.3% 11,162
03/31/23 04/05/23 6 Days TSLA hedged RIC 1.0% 11,007
03/30/23 04/05/23 6 Days LEVI straddle -3.2% 10,996
04/03/23 04/04/23 1 Days DLO strangle 4.9% 11,031
03/29/23 04/03/23 5 Days STZ calendar (half) 22.1% 10,978
03/27/23 03/31/23 4 Days META hedged RIC -11.7% 10,859
03/14/23 03/28/23 14 Days LULU calendar (half) 22.7% 10,977
03/16/23 03/24/23 8 Days COST hedged RIC 18.9% 10,748
03/17/23 03/21/23 4 Days GME strangle 3.2% 10,557
03/15/23 03/16/23 1 Days TME strangle 5.1% 10,525
03/03/23 03/15/23 12 Days NKE hedged strangle 10.3% 10,474
03/14/23 03/15/23 1 Days FIVE calendar (half) 6.5% 10,369
03/07/23 03/09/23 2 Days GPS straddle 2.4% 10,303
03/08/23 03/09/23 1 Days DOCU calendar (half) 8.9% 10,279
03/07/23 03/09/23 2 Days ORCL straddle -5.0% 10,189
03/02/23 03/08/23 6 Days FDX calendar (half) 20.6% 10,240
03/01/23 03/06/23 5 Days CRWD calendar (half) 14.7% 10,031
03/01/23 03/02/23 1 Days CTPT straddle -5.6% 9,882
02/27/23 03/01/23 2 Days M straddle -18.5% 9,939
02/23/23 02/28/23 5 Days RIVN strangle -2.5% 10,126
02/22/23 02/23/23 1 Days WBD straddle 6.9% 10,151
02/21/23 02/22/23 1 Days LCID straddle -12.0% 10,081
02/21/23 02/22/23 1 Days NVDA strangle -12.9% 10,203
02/17/23 02/21/23 4 Days TJX straddle strangle -5.1% 10,333
02/17/23 02/21/23 4 Days COIN strangle -12.8% 10,385
02/19/23 02/21/23 2 Days LCID straddle 5.6% 10,515
02/15/23 02/16/23 1 Days DBX straddle -6.1% 10,458
02/08/23 02/16/23 8 Days SQ calendar (half) 13.3% 10,520
02/14/23 02/15/23 1 Days TOST strangle 2.9% 10,452
02/13/23 02/15/23 2 Days CSCO strangle -7.1% 10,423
02/14/23 02/15/23 1 Days SHOP straddle 5.9% 10,495
02/10/23 02/14/23 4 Days RBLX strangle -16.0% 10,435
02/13/23 02/13/23 0 Days ABNB strangle 5.7% 10,598
02/09/23 02/13/23 4 Days PLTR straddle 1.0% 10,540
02/10/23 02/13/23 3 Days ABNB strangle 10.0% 10,530
02/07/23 02/09/23 2 Days PYPL strangle -2.2% 10,428
02/03/23 02/08/23 5 Days DIS strangle -1.2% 10,451
02/07/23 02/08/23 1 Days HOOD strangle (half) -5.4% 10,463
02/07/23 02/08/23 1 Days AFRM straddle 1.8% 10,491
02/06/23 02/07/23 1 Days UBER straddle -5.9% 10,472
02/03/23 02/06/23 3 Days PINS straddle 8.0% 10,532
02/01/23 02/02/23 1 Days SBUX straddle 2.4% 10,452
02/02/23 02/02/23 0 Days DIS straddle 10.1% 10,428
02/01/23 02/02/23 1 Days AAPL straddle 3.7% 10,325
01/31/23 02/02/23 2 Days F straddle 14.3% 10,287
01/27/23 01/31/23 4 Days SNAP strangle 10.1% 10,142
01/30/23 01/31/23 1 Days AMD strangle -5.1% 10,041
01/23/23 01/30/23 7 Days AAPL calendar (half) 31.2% 10,092
01/24/23 01/27/23 3 Days META calendar (half) 25.5% 9,936
01/25/23 01/27/23 2 Days SOFI strangle 11.1% 9,809
01/25/23 01/26/23 1 Days INTC strangle -18.8% 9,692
01/24/23 01/25/23 1 Days TSLA strangle -2.7% 9,880
01/23/23 01/24/23 1 Days T straddle 4.6% 9,907
01/23/23 01/24/23 1 Days MSFT strangle 2.4% 9,861
01/20/23 01/23/23 3 Days GOOGL calendar (half) 5.7% 9,837
01/20/23 01/23/23 3 Days MSFT strangle 9.3% 9,808
01/19/23 01/23/23 4 Days VZ strangle -12.1% 9,715
01/19/23 01/20/23 1 Days MSFT strangle 3.3% 9,836
01/18/23 01/19/23 1 Days MSFT straddle 7.3% 9,804
01/13/23 01/17/23 4 Days UAL straddle -6.1% 9,730
01/09/23 01/12/23 3 Days SPY combo -9.4% 9,791
01/11/23 01/12/23 1 Days GS calendar (half) 7.9% 9,885
01/10/23 01/12/23 2 Days QQQ combo -8.8% 9,845
12/30/22 01/09/23 10 Days AAPL hedged strangle -7.4% 9,933
01/05/23 01/09/23 4 Days JEF straddle 0.7% 10,007

2022 Performance By Strategy

Entry Date Exit Date Held Trade P/L Portfolio Value
12/19/22 12/20/22 1 Days NKE strangle -2.5% 19,061
12/01/22 12/14/22 13 Days NKE hedged strangle -14.6% 19,108
12/07/22 12/13/22 6 Days SPY combo 14.7% 19,377
12/08/22 12/12/22 4 Days ORCL strangle 5.2% 19,104
12/06/22 12/07/22 1 Days GME strangle 5.1% 19,007
12/06/22 12/06/22 0 Days GME strangle 9.4% 18,912
11/28/22 12/02/22 4 Days SPY combo 0.9% 18,738
11/29/22 12/01/22 2 Days QQQ combo 10.9% 18,722
11/30/22 11/30/22 0 Days CHPT straddle 18.4% 18,520
11/28/22 11/30/22 2 Days PSTG straddle 10.6% 18,224
11/28/22 11/29/22 1 Days WDAY calendar (half) -15.5% 18,052
11/21/22 11/23/22 2 Days SPY combo -8.2% 18,177
11/18/22 11/19/22 1 Days HPQ straddle -12.0% 18,310
11/14/22 11/18/22 4 Days SPY combo 4.0% 18,503
11/17/22 11/18/22 1 Days HPQ straddle 9.4% 18,438
11/16/22 11/17/22 1 Days GPS straddle 10.3% 18,286
11/15/22 11/16/22 1 Days CSCO straddle 0.0% 18,120
11/15/22 11/16/22 1 Days M straddle 9.1% 18,120
11/14/22 11/15/22 1 Days TJX strangle 10.1% 17,973
10/31/22 11/11/22 11 Days SPY combo (double) 0.8% 17,810
11/08/22 11/10/22 2 Days SPY combo 7.8% 17,785
11/09/22 11/10/22 1 Days TOST strangle 26.3% 17,659
11/08/22 11/09/22 1 Days RIVN strangle 8.3% 17,234
11/07/22 11/08/22 1 Days LCID strangle -1.4% 17,101
11/07/22 11/08/22 1 Days RBLX straddle -5.4% 17,123
11/04/22 11/07/22 3 Days AMC straddle 11.4% 17,209
11/04/22 11/07/22 3 Days DIS strangle 9.4% 17,025
11/02/22 11/03/22 1 Days SPCE straddle -10.0% 16,873
11/03/22 11/03/22 0 Days PLTR strangle 11.9% 17,035
11/02/22 11/03/22 1 Days NET strangle -2.8% 16,843
11/01/22 11/03/22 2 Days WBD straddle 21.1% 16,887
11/01/22 11/02/22 1 Days HOOD strangle 9.4% 16,547
11/01/22 11/02/22 1 Days NET strangle 6.6% 16,396
10/28/22 11/01/22 4 Days NET strangle 9.6% 16,288
10/28/22 10/31/22 3 Days UBER straddle 2.5% 16,133
10/26/22 10/27/22 1 Days AAPL strangle 20.2% 16,093
10/25/22 10/26/22 1 Days F straddle 1.2% 15,775
10/24/22 10/25/22 1 Days MSFT strangle -10.0% 15,756
10/21/22 10/24/22 3 Days GM straddle 10.3% 15,914
10/18/22 10/21/22 3 Days SPY combo 6.4% 15,752
10/19/22 10/20/22 1 Days SNAP straddle -5.4% 15,652
10/18/22 10/19/22 1 Days T straddle 0.0% 15,737
10/14/22 10/17/22 3 Days JNJ straddle -11.4% 15,737
10/06/22 10/14/22 8 Days IBM hedged strangle -0.2% 15,970
10/14/22 10/14/22 0 Days SPY fly (half) -27.1% 15,919
10/10/22 10/13/22 3 Days SPY combo 10.3% 16,132
10/07/22 10/07/22 0 Days SPY fly (half) 9.7% 15,970
10/03/22 10/07/22 4 Days SPY combo 10.1% 15,894
10/04/22 10/06/22 2 Days LEVI strangle 0.0% 15,735
09/30/22 09/30/22 0 Days SPY fly (half) 25.1% 15,735
09/26/22 09/29/22 3 Days QQQ combo 3.4% 15,541
09/23/22 09/23/22 0 Days SPY fly (half) 1.9% 15,489
09/15/22 09/22/22 7 Days NKE hedged strangle 3.2% 15,474
09/20/22 09/22/22 2 Days QQQ combo 6.3% 15,425
09/13/22 09/16/22 3 Days FDX calendar (half) -95.5% 15,327
09/12/22 09/15/22 3 Days FDX hedged strangle 10.1% 16,066
09/12/22 09/15/22 3 Days QQQ combo 8.1% 15,910
09/08/22 09/12/22 4 Days COST strangle 9.9% 15,785
09/08/22 09/12/22 4 Days ORCL strangle 7.1% 15,632
09/06/22 09/07/22 1 Days ASAN strangle 0.4% 15,523
09/06/22 09/07/22 1 Days GME strangle 1.8% 15,517
09/02/22 09/06/22 4 Days NIO straddle 1.1% 15,489
09/02/22 09/02/22 0 Days SPY fly (half) -18.4% 15,472
08/29/22 09/01/22 3 Days QQQ combo 9.1% 15,615
08/26/22 08/30/22 4 Days HPQ straddle -14.9% 15,474
08/24/22 08/25/22 1 Days AFRM straddle 0.7% 15,682
08/09/22 08/25/22 16 Days ULTA calendar 11.0% 15,672
08/09/22 08/24/22 15 Days ADSK calendar 1.9% 15,519
08/22/22 08/24/22 2 Days PTON strangle 28.0% 15,493
08/18/22 08/22/22 4 Days M strangle 4.2% 15,102
08/19/22 08/19/22 0 Days SPY fly (half) 5.7% 15,043
08/17/22 08/18/22 1 Days ROST straddle -8.0% 15,003
08/16/22 08/17/22 1 Days CSCO strangle 5.2% 15,115
08/15/22 08/16/22 1 Days TJX strangle 5.1% 15,043
08/12/22 08/12/22 0 Days SPY fly (half) -19.2% 14,972
08/08/22 08/12/22 4 Days QQQ combo -10.3% 15,106
08/10/22 08/11/22 1 Days TOST strangle 1.1% 15,250
08/10/22 08/11/22 1 Days RIVN strangle 11.7% 15,235
08/09/22 08/10/22 1 Days BMBL straddle 1.6% 15,072
08/08/22 08/09/22 1 Days RBLX strangle 7.7% 15,050
08/08/22 08/09/22 1 Days DIS straddle 10.5% 14,942
08/05/22 08/08/22 3 Days DIS straddle 11.9% 14,725
08/01/22 08/05/22 4 Days SPY combo -21.2% 14,629
08/04/22 08/05/22 1 Days PLTR strangle 12.6% 14,925
08/02/22 08/05/22 3 Days IWM combo -13.4% 14,750
08/03/22 08/04/22 1 Days DKNG strangle 10.0% 14,936
08/03/22 08/04/22 1 Days AMC strangle 20.7% 14,796
08/01/22 08/03/22 2 Days QQQ combo 8.6% 14,507
08/02/22 08/03/22 1 Days LCID strangle 11.0% 14,387
08/02/22 08/03/22 1 Days HOOD strangle -3.6% 14,234
08/01/22 08/02/22 1 Days SBUX strangle 4.8% 14,284
07/29/22 08/02/22 4 Days SOFI strangle (half) 16.4% 14,217
07/29/22 08/01/22 3 Days PINS strangle 10.8% 14,103
07/21/22 07/29/22 8 Days QQQ combo -13.5% 13,952
07/22/22 07/29/22 7 Days SPY combo -2.2% 14,136
07/27/22 07/28/22 1 Days AAPL strangle -10.3% 14,166
07/25/22 07/28/22 3 Days IWM combo 1.1% 14,305
07/26/22 07/27/22 1 Days F straddle 2.3% 14,290
07/22/22 07/26/22 4 Days AAPL calendar (half) 10.7% 14,260
07/25/22 07/26/22 1 Days MSFT straddle 10.2% 14,187
07/22/22 07/25/22 3 Days UPS straddle -2.5% 14,049
07/20/22 07/25/22 5 Days V calendar (half) 26.7% 14,083
07/19/22 07/22/22 3 Days SPY combo -11.8% 13,901
07/20/22 07/21/22 1 Days SNAP straddle 4.3% 14,063
07/19/22 07/20/22 1 Days UAL strangle -8.0% 14,005
07/18/22 07/20/22 2 Days QQQ combo 10.1% 14,114
07/19/22 07/20/22 1 Days IWM combo 11.3% 13,977
07/18/22 07/19/22 1 Days SPY combo 5.0% 13,823
07/15/22 07/18/22 3 Days NVS strangle 2.5% 13,755
07/11/22 07/15/22 4 Days SPY combo 2.5% 13,845
07/12/22 07/14/22 2 Days QQQ combo 1.5% 13,811
07/12/22 07/13/22 1 Days TSM straddle -4.1% 13,790
07/05/22 07/08/22 3 Days QQQ combo -8.5% 13,847
07/05/22 07/07/22 2 Days SPY combo 6.1% 13,962
07/05/22 07/07/22 2 Days LEVI straddle -0.6% 13,879
06/24/22 07/01/22 7 Days QQQ combo 11.1% 13,888
06/27/22 07/01/22 4 Days SPY combo 9.4% 13,737
06/24/22 06/27/22 3 Days NKE strangle 2.8% 13,609
06/21/22 06/24/22 3 Days SPY combo -1.4% 13,572
06/22/22 06/24/22 2 Days QQQ combo -11.9% 13,591
06/22/22 06/23/22 1 Days CCL strangle (half) -8.0% 13,747
06/21/22 06/22/22 1 Days KBH straddle -3.2% 13,799
06/10/22 06/21/22 11 Days QQQ combo 4.0% 13,841
06/13/22 06/16/22 3 Days SPY combo 15.0% 13,789
06/03/22 06/13/22 10 Days SPY combo 4.3% 13,593
06/06/22 06/13/22 7 Days QQQ combo 5.7% 13,536
06/10/22 06/13/22 3 Days ORCL strangle 11.6% 13,464
06/06/22 06/10/22 4 Days ORCL hedged straddle 2.3% 13,309
06/07/22 06/08/22 1 Days NIO straddle 4.2% 13,278
06/06/22 06/07/22 1 Days THO strangle -4.6% 13,223
06/02/22 06/03/22 1 Days FUTU strangle -4.0% 13,284
05/31/22 06/03/22 3 Days SPY combo 7.0% 13,337
05/26/22 06/02/22 7 Days QQQ combo 5.9% 13,245
06/01/22 06/02/22 1 Days ASAN strangle 10.1% 13,167
05/31/22 06/01/22 1 Days S straddle -5.3% 13,035
05/27/22 05/31/22 4 Days CRM straddle -0.4% 13,104
05/27/22 05/31/22 4 Days HPQ straddle 13.5% 13,109
05/25/22 05/26/22 1 Days DELL strangle -0.6% 12,953
05/25/22 05/26/22 1 Days PDD strangle 10.6% 12,960
05/24/22 05/25/22 1 Days M straddle 10.0% 12,837
05/23/22 05/24/22 1 Days JWN strangle -2.6% 12,722
05/16/22 05/20/22 4 Days QQQ combo 3.6% 12,752
05/18/22 05/19/22 1 Days DE hedged straddle -4.2% 12,710
05/17/22 05/18/22 1 Days CSCO straddle 10.0% 12,758
05/17/22 05/18/22 1 Days BBWI straddle 17.3% 12,643
05/16/22 05/17/22 1 Days LOW hedged strangle -8.2% 12,443
05/06/22 05/13/22 7 Days SPY combo 4.8% 12,538
05/09/22 05/13/22 4 Days QQQ combo 5.7% 12,482
05/10/22 05/11/22 1 Days RIVN strangle 5.5% 12,416
05/06/22 05/10/22 4 Days SOFI strangle 21.5% 12,353
05/06/22 05/09/22 3 Days AMC strangle 13.1% 12,104
05/05/22 05/06/22 1 Days PLTR straddle 10.4% 11,953
05/02/22 05/05/22 3 Days QQQ combo 12.9% 11,834
05/02/22 05/03/22 1 Days SBUX strangle 3.1% 11,684
04/26/22 05/03/22 7 Days MRNA calendar (half) 13.1% 11,648
04/27/22 04/28/22 1 Days INTC straddle 5.8% 11,572
04/27/22 04/28/22 1 Days AAPL strangle 7.4% 11,508
04/26/22 04/27/22 1 Days PINS strangle -3.0% 11,426
04/25/22 04/27/22 2 Days F straddle -9.3% 11,458
04/22/22 04/25/22 3 Days GE strangle 5.3% 11,581
04/21/22 04/22/22 1 Days KO strangle 6.8% 11,503
04/20/22 04/21/22 1 Days VZ strangle 28.7% 11,427
04/19/22 04/20/22 1 Days UAL straddle 3.2% 11,110
04/14/22 04/19/22 5 Days IBM straddle -6.6% 11,075
04/11/22 04/12/22 1 Days INFY straddle 0.8% 11,147
04/11/22 04/12/22 1 Days BBBY straddle -7.5% 11,138
04/04/22 04/06/22 2 Days LEVI straddle 16.4% 11,220
03/30/22 03/31/22 1 Days BB straddle -12.0% 11,039
03/29/22 03/30/22 1 Days PATH straddle 14.3% 11,163
03/28/22 03/29/22 1 Days MU strangle -5.9% 11,015
03/23/22 03/25/22 2 Days JEF straddle -1.3% 11,076
03/23/22 03/24/22 1 Days NIO strangle 11.2% 11,089
03/22/22 03/23/22 1 Days KBH straddle 6.2% 10,974
03/21/22 03/22/22 1 Days POSH straddle 10.8% 10,909
03/18/22 03/21/22 3 Days NKE straddle 6.0% 10,798
03/16/22 03/17/22 1 Days GME straddle 1.2% 10,736
03/02/22 03/17/22 15 Days VXX diagonal -15.8% 10,724
03/15/22 03/16/22 1 Days PD straddle 19.0% 10,888
03/09/22 03/10/22 1 Days BLNK strangle -1.9% 10,691
03/09/22 03/10/22 1 Days RIVN strangle (half) 2.9% 10,711
03/01/22 03/08/22 7 Days FDX calendar (half) 10.8% 10,696
023/01/22 03/03/22 2 Days GPS strangle 16.8% 10,640
02/28/22 03/01/22 1 Days SOFI strangle 11.9% 10,466
02/03/22 02/25/22 22 Days VXX diagonal -73.5% 10,343
02/23/22 02/25/22 2 Days EBAY earnings combo -6.3% 11,119
02/18/22 02/22/22 4 Days SPCE straddle 17.8% 11,186
02/22/22 02/22/22 1 Days EBAY straddle 13.3% 10,998
02/17/22 02/18/22 1 Days M straddle 0.0% 10,858
02/16/22 02/17/22 1 Days DBX strangle 11.3% 10,858
02/15/22 02/16/22 1 Days CSCO straddle 6.4% 10,738
02/14/22 02/15/22 1 Days AKAM straddle -8.8% 10,670
02/11/22 02/14/22 3 Days FIS strangle 0.0% 10,763
02/09/22 02/10/22 1 Days DIS through earnings combo -6.1% 10,763
02/09/22 02/10/22 1 Days AFRM strangle 10.6% 10,828
02/08/22 02/09/22 1 Days KO straddle 5.0% 10,716
12/30/21 02/09/22 41 Days DIS hedged fly -28.9% 10,663
01/24/22 02/03/22 10 Days VXX diagonal 26.5% 10,969
02/02/22 02/03/22 1 Days F straddle 11.0% 10,689
01/26/22 01/27/22 1 Days AAPL straddle 2.5% 10,572
01/19/22 01/26/22 7 Days LRCX calendar (half) -36.7% 10,546
01/21/22 01/26/22 6 Days LEVI strangle 3.5% 10,730
01/24/22 01/25/22 1 Days T straddle -1.6% 10,695
01/20/22 01/24/22 4 Days MKC strangle 17.9% 10,711
01/13/22 01/24/22 11 Days AXP calendar (half) -48.5% 10,532
01/21/22 01/24/22 3 Days VZ strangle 11.5% 10,774
01/12/22 01/21/22 9 Days AAPL hedged strangle 3.0% 10,660
01/12/22 01/21/22 9 Days GE hedged straddle 4.9% 10,630
01/19/22 01/20/22 1 Days CSX straddle 11.9% 10,581
01/18/22 01/19/22 1 Days UAL straddle 6.8% 10,461
01/11/22 01/18/22 7 Days FAST straddle -8.7% 10,394
01/10/22 01/11/22 1 Days KBH strangle 11.1% 10,481
01/07/22 01/11/22 4 Days JEF straddle 7.4% 10,370
01/06/22 01/07/22 1 Days TLRY straddle (half) 15.0% 10,296
01/03/22 01/06/22 3 Days AMZN calendar 17.0% 10,221
12/23/21 01/05/22 13 Days COIN hedged strangle 5.1% 10,051

2021 Performance By Strategy

Entry Date Exit Date Held Trade P/L Portfolio Value
12/16/21 12/22/21 6 Days CAG hedged strangle -1.9% 30,105
12/20/21 12/21/21 1 Days BB straddle 8.1% 30,159
12/17/21 12/20/21 3 Days NKE straddle 11.4% 29,929
12/08/21 12/16/21 8 Days S diagonal (half) -32.1% 29,606
12/09/21 12/16/21 7 Days FDX calendar (half) 20.1% 30,062
12/13/21 12/15/21 2 Days RBLX hedged strangle 15.1% 29,776
12/08/21 12/14/21 6 Days ZS hedged strangle 19.1% 29,349
12/07/21 12/10/21 3 Days COIN hedged strangle 10.7% 28,807
12/09/21 12/10/21 1 Days JBL strangle 35.5% 28,503
12/07/21 12/09/21 1 Days ORCL straddle 10.4% 27,495
12/06/21 12/07/21 1 Days CPB straddle -2.4% 27,201
12/06/21 12/07/21 1 Days COIN hedged strangle 7.8% 27,267
11/23/21 12/06/21 13 Days FDX calendar (half) 40.0% 27,047
11/30/21 12/01/21 1 Days MRVL straddle 10.0% 26,479
11/16/21 12/01/21 15 Days SNOW calendar (half) -62.3% 26,195
11/10/21 12/01/21 21 Days OKTA calendar -58.6% 27,079
11/30/21 12/01/21 1 Days LULU calendar (half) 25.8% 28,742
11/26/21 11/29/21 3 Days MDB calendar (half) 33.3% 28,376
11/15/21 11/26/21 11 Days DG hedged strangle 6.7% 28,002
11/22/21 11/23/21 1 Days DELL straddle 1.3% 27,853
11/15/21 11/23/21 8 Days DOCU calendar (half) 31.3% 27,823
11/04/21 11/22/21 18 Days ADSK calendar (half) 24.2% 27,471
11/17/21 11/22/21 5 Days ZM calendar (half) -8.1% 27,200
11/17/21 11/19/21 2 Days MDB calendar (half) 26.2% 27,291
11/18/21 11/19/21 1 Days ZS calendar (half) 30.0% 26,997
11/17/21 11/18/21 1 Days GPS straddle 15.7% 26,661
11/12/21 11/18/21 6 Days FTCH straddle -13.9% 26,309
11/07/21 11/17/21 10 Days WDAY calendar (half) 1.8% 26,621
11/15/21 11/17/21 2 Days SONO strangle 2.7% 26,601
11/11/21 11/16/21 5 Days BILI straddle -8.2% 26,540
11/12/21 11/15/21 3 Days CRM calendar (half) 28.0% 26,725
11/08/21 11/15/21 7 Days DG hedged strangle 15.0% 26,411
10/22/21 11/12/21 21 Days WMT hedged strangle 0.1% 26,075
11/04/21 11/12/21 8 Days LOW hedged strangle 1.3% 26,073
11/10/21 11/11/21 1 Days BLNK straddle 15.5% 26,043
11/09/21 11/10/21 1 Days BMBL straddle 3.3% 25,626
11/09/21 11/10/21 1 Days GDRX straddle 5.6% 25,622
11/08/21 11/09/21 1 Days NIO straddle 12.4% 25,496
11/05/21 11/08/21 3 Days PLTR straddle 6.7% 25,219
10/28/21 11/04/21 7 Days LOW hedged strangle 7.0% 25,067
10/27/21 11/04/21 8 Days EXPE calendar (half) 1.5% 24,910
11/03/21 11/04/21 1 Days SQ straddle 4.6% 24,892
11/03/21 11/04/21 1 Days UBER straddle 11.3% 24,789
10/27/21 11/04/21 8 Days ABNB calendar (half) 6.9% 24,536
11/02/21 11/04/21 2 Days DBX straddle 10.6% 24,459
10/21/21 11/03/21 13 Days ROKU calendar 15.0% 24,221
11/01/21 11/03/21 2 Days GDDY strangle 0.9% 23,884
10/27/21 11/03/21 7 Days FSLY strangle 5.2% 23,865
11/01/21 11/03/21 2 Days OKTA calendar (half) 25.8% 23,747
10/27/21 11/02/21 6 Days LYFT straddle 7.0% 23,357
10/18/21 11/01/21 14 Days DKNG calendar (half) 53.3% 23,202
10/29/21 11/01/21 3 Days NVAX calendar (half) 22.9% 22,606
10/13/21 10/28/21 15 Days TEAM calendar 19.6% 22,350
10/25/21 10/28/21 3 Days MRNA calendar (half) 30.2% 21,999
10/22/21 10/27/21 5 Days EBAY straddle 0.9% 21,728
10/18/21 10/27/21 9 Days AMZN calendar 31.0% 21,712
10/21/21 10/27/21 6 Days NVAX calendar (half) 31.0% 21,157
10/15/21 10/26/21 11 Days GOOG calendar (half) 7.5% 20,879
10/21/21 10/26/21 5 Days MCD hedged straddle 2.3% 20,812
10/21/21 10/26/21 5 Days TWTR straddle 5.8% 20,772
10/22/21 10/26/21 4 Days MSFT strangle -15.7% 20,668
10/18/21 10/22/21 4 Days PINS calendar (half) 63.5% 20,950
10/19/21 10/22/21 3 Days WMT hedged straddle 10.8% 20,382
10/18/21 10/21/21 3 Days INTC strangle 3.0% 20,188
10/11/21 10/20/21 9 Days SNAP calendar (half) 30.4% 20,135
09/27/21 10/20/21 23 Days CMG calendar 15.8% 19,864
10/07/21 10/20/21 13 Days IBM hedged straddle -12.6% 19,579
10/13/21 10/20/21 7 Days AMD hedged strangle 12.6% 19,805
10/11/21 10/20/21 9 Days TSLA calendar 11.5% 19,579
10/14/21 10/19/21 5 Days LRCX calendar (half) 12.7% 19,372
10/15/21 10/18/21 3 Days AMZN calendar -7.9% 19,258
10/13/21 10/15/21 3 Days PINS calendar (half) 71.7% 19,399
10/07/21 10/13/21 6 Days TSM hedged vertical (half) -30.2% 18,758
10/07/21 10/13/21 6 Days TSM calendar (half) 1.2% 19,028
10/04/21 10/07/21 3 Days AAPL fly (half) 31.1% 19,018
10/06/21 10/07/21 1 Days FAST strangle 27.3% 18,739
10/05/21 10/06/21 1 Days LEVI strangle 13.3% 18,250
09/16/21 10/01/21 15 Days DPZ call fly (half) 11.0% 18,011
09/15/21 09/28/21 13 Days MU calendar (half) 29.7% 17,911
09/15/21 09/28/21 13 Days NFLX calendar (half) 17.2% 17,642
09/24/21 09/28/21 4 Days AMZN calendar 7.3% 17,486
09/24/21 09/28/21 4 Days MKC straddle 10.8% 17,354
09/08/21 09/21/21 13 Days COST calendar (half) 36.4% 17,159
09/09/21 09/20/21 11 Days FDX calendar (half) 10.0% 16,830
08/25/21 09/16/21 22 Days FDX hedged fly -42.0% 16,739
09/10/21 09/14/21 4 Days NFLX calendar (half) -3.9% 17,498
08/30/21 09/13/21 14 Days ORCL straddle -6.9% 17,534
09/03/21 09/08/21 5 Days CRPT straddle 0.0% 17,659
08/26/21 09/08/21 13 Days LULU calendar (half) -41.3% 17,659
08/20/21 09/02/21 13 Days DOCU calendar 26.3% 18,033
08/12/21 09/01/21 20 Days CHWY calendar (half) -21.1% 17,557
08/13/21 09/01/21 19 Days OKTA calendar -19.5% 17,748
08/27/21 08/31/21 4 Days PVH straddle -8.5% 18,101
08/13/21 08/31/21 18 Days CRWD calendar -47.7% 18,251
08/25/21 08/26/21 1 Days MRVL straddle 12.2% 19,091
08/10/21 08/26/21 16 Days WDAY calendar (half) 5.3% 18,877
08/03/21 08/25/21 22 Days CRM calendar -16.5% 18,830
08/11/21 08/25/21 14 Days ULTA calendar (half) 24.2% 19,119
08/23/21 08/24/21 1 Days DKS straddle -3.1% 18,906
08/16/21 08/23/21 7 Days CRWD hedged fly 15.8% 18,961
08/20/21 08/23/21 3 Days GPS straddle 11.2% 18,684
08/13/21 08/23/21 10 Days AVGO calendar (half) 50.0% 18,486
08/17/21 08/19/21 2 Days FTCH strangle 15.7% 18,048
08/11/21 08/19/21 8 Days ZM hedged fly (half) -46.9% 17,770
08/05/21 08/19/21 14 Days PANW calendar (half) -13.8% 18,183
08/02/21 08/18/21 16 Days CSCO hedged straddle -20.0% 18,305
08/17/21 08/18/21 1 Days M straddle 2.2% 18,656
07/27/21 08/17/21 21 Days NVDA calendar (half) 27.1% 18,618
08/03/21 08/17/21 14 Days TGT calendar (half) 5.8% 18,380
08/11/21 08/12/21 1 Days DIS strangle -7.7% 18,329
08/10/21 08/11/21 1 Days NIO strangle 7.4% 18,464
08/09/21 08/11/21 2 Days EBAY strangle 10.7% 18,334
07/27/21 08/10/21 14 Days WMT hedged straddle -1.0% 18,146
08/04/21 08/05/21 1 Days Z straddle -2.4% 18,163
08/03/21 08/05/21 2 Days DBX straddle -11.2% 18,206
07/29/21 08/05/21 7 Days EXPE calendar (half) 10.7% 18,403
08/03/21 08/04/21 1 Days Z straddle 10.8% 18,308
07/26/21 08/03/21 8 Days AMGN calendar (half) 17.1% 18,119
07/30/21 08/03/21 4 Days UBER straddle 5.6% 17,968
07/27/21 08/02/21 6 Days SQ hedged fly 2.0% 17,870
07/27/21 08/02/21 6 Days SQ calendar (half) 32.6% 17,834
07/28/21 07/30/21 2 Days UBER straddle 6.8% 17,596
07/22/21 07/30/21 8 Days ROKU calendar (half) 30.5% 17,497
07/19/21 07/28/21 9 Days BABA calendar (half) -13.3% 17,273
07/26/21 07/27/21 1 Days V straddle -2.0% 17,371
07/23/21 07/27/21 4 Days MSFT straddle 4.9% 17,400
07/21/21 07/27/21 6 Days FB calendar 20.4% 17,327
07/21/21 07/27/21 6 Days AAPL hedged fly -7.9% 17,028
07/22/21 07/27/21 5 Days ATVI hedged straddle 12.4% 17,144
07/16/21 07/27/21 11 Days AAPL calendar (half) 17.4% 16,962
07/13/21 07/26/21 13 Days PINS calendar (half) 30.6% 16,835
07/21/21 07/22/21 1 Days TWTR straddle -0.3% 16,611
07/13/21 07/22/21 9 Days SBUX hedged straddle 7.1% 16,615
07/20/21 07/21/21 1 Days LVS straddle 7.0% 16,511
07/02/21 07/21/21 10 Days LRCX calendar (half) 2.6% 16,408
06/30/21 07/20/21 20 Days NFLX calendar 15.4% 16,390
07/19/21 07/20/21 1 Days MCD hedged vertical 24.0% 16,164
07/19/21 07/20/21 1 Days VZ strangle 19.8% 15,812
07/14/21 07/19/21 5 Days MCD hedged vertical 5.8% 15,523
07/12/21 07/19/21 7 Days CMG calendar (half) 20.0% 15,438
07/12/21 07/19/21 7 Days CAT hedged fly 9.3% 15,292
07/08/21 07/19/21 11 Days GOOG calendar (half) 12.6% 15,156
06/22/21 07/16/21 24 Days IBM hedged strangle -8.6% 15,064
07/12/21 07/15/21 3 Days MDLZ hedged strangle 12.0% 15,190
07/01/21 07/14/21 13 Days TWTR hedged fly 19.8% 15,013
07/01/21 07/13/21 12 Days TSM calendar (half) -19.5% 14,723
07/09/21 07/12/21 3 Days PEP straddle -7.8% 14,866
06/24/21 07/09/21 15 Days TSM hedged fly 15.3% 14,981
07/06/21 07/08/21 2 Days LEVI straddle 6.9% 14,756
06/04/21 06/30/21 26 Days MU calendar 7.9% 14,655
06/28/21 06/30/21 2 Days MKC strangle -9.8% 14,543
06/25/21 06/30/21 5 Days AMZN calendar 15.4% 14,682
06/11/21 06/29/21 18 Days STZ calendar -18.9% 14,463
09/17/20 06/29/21 285 Days UNG ratio diagonal 14.9% 14,731
06/01/21 06/24/21 23 Days NKE hedged ratio -24.2% 14,519
06/09/21 06/24/21 15 Days FDX hedged fly 5.9% 14,863
06/22/21 06/23/21 1 Days RAD straddle 0.0% 14,779
06/09/21 06/18/21 9 Days FDX calendar (half) 14.1% 14,779
06/03/21 06/16/21 13 Days ADBE calendar -38.4% 14,679
06/11/21 06/15/21 4 Days ORCL straddle 2.7% 15,224
05/27/21 06/09/21 13 Days CHWY hedged fly (half) 25.1% 15,185
06/04/21 06/08/21 4 Days ORCL hedged straddle 10.2% 15,007
05/26/21 06/04/21 9 Days CPB hedged straddle 3.6% 14,862
06/02/21 06/04/21 2 Days ORCL hedged straddle 10.3% 14,811
05/20/21 06/03/21 14 Days DOCU calendar 22.1% 14,664
05/17/21 06/03/21 17 Days CRWD calendar -3.3% 14,350
05/20/21 06/01/21 12 Days ZM calendar 13.0% 14,397
05/20/21 05/28/21 8 Days LULU calendar (half) 20.0% 14,213
05/25/21 05/27/21 2 Days CRM calendar (half) 11.2% 14,088
05/18/21 05/27/21 9 Days ULTA calendar (half) 7.0% 14,019
05/19/21 05/27/21 8 Days BOX straddle -28.8% 13,975
05/21/21 05/27/21 6 Days GPS straddle 4.0% 14,333
05/20/21 05/26/21 6 Days DLTR straddle -11.8% 14,283
05/21/21 05/26/21 5 Days CRWD hedged fly 30.9% 14,429
05/20/21 05/25/21 5 Days TOL straddle (half) -6.3% 14,045
05/17/21 05/21/21 4 Days CRWD hedged strangle 16.8% 14,085
04/28/21 05/21/21 23 Days NVDA calendar 14.9% 13,876
05/13/21 05/20/21 7 Days CRM calendar (half) -13.8% 13,691
05/13/21 05/20/21 7 Days WDAY hedged fly 19.3% 13,761
05/10/21 05/19/21 9 Days ADSK calendar (half) 21.2% 13,521
05/18/21 05/19/21 1 Days CSCO straddle 8.2% 13,390
05/18/21 05/19/21 1 Days DOCU calendar (half) 20.6% 13,289
05/17/21 05/18/21 1 Days JD straddle 8.5% 13,161
05/05/21 05/17/21 3 Days NTES calendar (half) 3.2% 13,056
05/14/21 05/17/21 3 Days M straddle 12.3% 13,036
05/04/21 05/13/21 9 Days WMT hedged straddle 12.4% 12,883
05/07/21 05/12/21 5 Days PANW calendar (half) 27.3% 12,730
05/10/21 05/12/21 2 Days SONO straddle 5.6% 12,561
04/30/21 05/11/21 11 Days BABA calendar (half) -12.6% 12,491
05/05/21 05/07/21 2 Days HD hedged fly 14.8% 12,570
04/26/21 05/06/21 10 Days BYND calendar (half) -19.2% 12,387
04/22/21 05/05/21 13 Days DKNG calendar (half) 26.4% 12,506
04/30/21 05/05/21 5 Days UBER straddle -4.9% 12,342
04/23/21 04/29/21 6 Days NIO straddle -14.1% 12,401
04/22/21 04/29/21 7 Days NIO calendar (half) 10.0% 12,571
04/19/21 04/28/21 9 Days AAPL hedged strangle -31.1% 12,511
04/06/21 04/27/21 21 Days AMGN calendar -1.7% 12,886
04/14/21 04/27/21 13 Days PINS calendar 20.5% 12,907
04/13/21 04/23/21 10 Days SBUX hedged straddle 0.3% 12,606
04/14/21 04/23/21 9 Days MCD hedged straddle -4.4% 12,656
04/16/21 04/23/21 7 Days MRNA calendar (half) 51.4% 12,709
04/20/21 04/21/21 1 Days LVS strangle 8.2% 12,399
04/16/21 04/21/21 5 Days AMZN calendar 35.0% 12,300
04/19/21 04/20/21 1 Days GOOG calendar (half) 20.0% 11,878
03/26/21 04/20/21 25 Days NFLX calendar -14.9% 11,757
04/15/21 04/19/21 4 Days JNJ straddle -16.3% 11,936
04/13/21 04/19/21 6 Days CMG calendar (half) 31.0% 12,133
04/08/21 04/15/21 7 Days INTC hedged ratio -10.5% 11,945
03/31/21 04/14/21 14 Days TSM calendar 12.8% 12,073
04/14/21 04/14/21 0 Days TDOC calendar (half) 32.4% 11,918
04/09/21 04/12/21 4 Days GOOG calendar (half) 25.3% 11,723
04/09/21 04/12/21 3 Days FAST straddle 0.9% 11,571
03/26/21 04/08/21 13 Days JPM hedged fly -10.1% 11,560
04/01/21 04/08/21 7 Days LEVI straddle -9.0% 11,682
03/19/21 04/07/21 19 Days CAG hedged straddle -25.0% 11,791
03/26/21 04/05/21 10 Days PAYX straddle -6.4% 12,093
04/01/21 04/05/21 4 Days STZ calendar (half) 20.0% 12,170
03/23/21 03/30/21 7 Days MU calendar 26.5% 12,061
03/26/21 03/29/21 3 Days MKC straddle -1.1% 11,773
03/25/21 03/26/21 1 Days MKC strangle 13.6% 11,785
03/24/21 03/26/21 2 Days PAYX straddle 12.9% 11,636
03/16/21 03/22/21 6 Days ADBE calendar (half) 15.2% 11,496
03/15/21 03/18/21 3 Days NKE straddle -3.5% 11,414
03/12/21 03/17/21 5 Days MLHR strangle -2.0% 11,452
03/01/21 03/16/21 8 Days CRWD calendar (half) 10.0% 11,473
03/08/21 03/10/21 2 Days CLDR straddle -5.4% 11,419
03/09/21 03/10/21 1 Days ORCL straddle -6.5% 11,478
03/08/21 03/10/21 2 Days ZUO straddle 15.9% 11,548
03/05/21 03/09/21 4 Days CRWD hedged strangle 9.3% 11,375
02/23/21 03/08/21 13 Days CLDR straddle 2.8% 11,274
03/04/21 03/08/21 4 Days ZUO strangle 9.8% 11,243
03/08/21 03/08/21 0 Days ORCL straddle 13.2% 11,137
02/24/21 03/08/21 12 Days CPB hedged straddle 3.9% 10,993
02/26/21 03/05/21 7 Days CRWD hedged strangle 15.2% 10,950
02/16/21 03/04/21 16 Days AVGO calendar -39.4% 11,785
03/02/21 03/04/21 2 Days DG hedged straddle 9.9% 11,213
03/02/21 03/04/21 2 Days GPS straddle 0.3% 11,106
02/24/21 03/02/21 6 Days BOX straddle -6.7% 11,102
02/25/21 03/02/21 5 Days CRWD calendar (half) 21.1% 11,175
02/11/21 03/01/21 18 Days NIO calendar 16.7% 11,060
02/16/21 02/26/21 10 Days TGT hedged ratio -28.3% 10,882
02/17/21 02/24/21 7 Days MRNA calendar (half) -75.3% 11,184
02/10/21 02/24/21 14 Days BBY hedged ratio -18.6% 11,585
02/22/21 02/23/21 1 Days CLDR straddle 10.8% 11,782
02/09/21 02/23/21 14 Days DKNG calendar (half) 17.4% 11,667
02/19/21 02/22/21 3 Days M strangle 28.9% 11,575
02/17/21 02/18/21 1 Days DBX straddle 4.3% 11,267
02/16/21 02/17/21 1 Days CAKE straddle 6.1% 11,221
02/09/21 02/17/21 8 Days SQ hedged fly 22.9% 11,156
02/09/21 02/16/21 7 Days AVGO calendar (half) 14.6% 10,912
01/28/21 02/12/21 15 Days WMT hedged fly -14.8% 10,834
02/03/21 02/10/21 7 Days UBER strangle 25.5% 10,991
02/01/21 02/09/21 8 Days BBBY hedged straddle -26.5% 10,720
01/21/21 02/05/21 15 Days TTWO hedged ratio -15.3% 11,002
01/27/21 02/05/21 9 Days TTWO calendar (half) 44.4% 11,164
01/22/21 02/02/21 11 Days PINS calendar (half) 56.3% 10,928
01/28/21 01/28/21 0 Days AMGN calendar (half) 34.7% 10,647
01/20/21 01/28/21 8 Days AMGN calendar (half) 30.7% 10,473
01/13/21 01/27/21 14 Days BMY hedged straddle 4.6% 10,320
01/22/21 01/26/21 4 Days SBUX straddle -1.6% 10,273
01/15/21 01/26/21 11 Days GLW hedged straddle -24.4% 10,289
01/07/21 01/22/21 15 Days SBUX hedged ratio -9.3% 10,533
01/20/21 01/21/21 1 Days AMZN calendar 18.2% 10,626
01/05/21 01/21/21 16 Days MCD hedged straddle -12.1% 10,444
01/11/21 01/19/21 8 Days NFLX calendar (half) 31.4% 10,565
01/11/21 01/13/21 2 Days TSM strangle 3.5% 10,408
01/06/21 01/12/21 6 Days IBM hedged strangle 10.4% 10,373
12/30/20 01/06/21 7 Days IBM hedged ratio 16.7% 10,269
12/15/20 01/06/21 22 Days STZ hedged ratio 3.0% 10,101
01/05/21 01/06/21 1 Days BBBY strangle 7.1% 10,071

2020 Performance By Strategy

Entry Date Exit Date Held Trade P/L Portfolio Value
03/26/20 12/29/20 278 Days USO diagonal (half) -38.0% 21,635
11/30/20 12/17/20 17 Days NKE hedged ratio 10.3% 22,035
12/14/20 12/17/20 3 Days DIS hedged straddle -18.8% 21,804
12/09/20 12/10/20 1 Days ORCL straddle -5.1% 22,199
11/24/20 12/04/20 10 Days CPB hedged straddle 5.4% 22,307
11/13/20 12/04/20 21 Days AVGO calendar (half) -3.0% 22,185
11/19/20 12/02/20 13 Days KR hedged straddle -7.8% 22,216
11/27/20 12/02/20 5 Days SPLK hedged ratio 3.8% 22,379
11/16/20 12/01/20 15 Days DG hedged strangle -7.7% 22,293
11/24/20 11/25/20 1 Days OKTA calendar (half) 34.0% 22,454
11/12/20 11/23/20 11 Days MDT hedged straddle -15.8% 22,096
11/16/20 11/23/20 7 Days BBY straddle 2.0% 22,429
11/16/20 11/19/20 3 Days OKTA calendar (half) 17.4% 22,388
11/13/20 11/18/20 5 Days ZM RIC (half) -26.3% 22,205
11/16/20 11/17/20 1 Days CPRT strangle (half) 11.5% 22,481
11/10/20 11/16/20 6 Days LOW straddle -0.3% 22,360
11/05/20 11/13/20 8 Days TGT reversed fly 5.5% 22,367
11/04/20 11/13/20 9 Days WMT hedged straddle 0.4% 22,252
11/10/20 11/11/20 1 Days ZM RIC (half) 10.6% 22,243
10/23/20 11/11/20 19 Days NVDA calendar (half) 21.7% 22,132
11/09/20 11/10/20 1 Days ZM RIC (half) 15.0% 21,904
10/30/20 11/09/20 10 Days BYND calendar -9.4% 21,746
11/06/20 11/09/20 3 Days DIS RIC 43.2% 21,943
10/09/20 10/27/20 18 Days KHC hedged straddle -27.1% 21,036
10/12/20 10/26/20 14 Days AAPL hedged ratio -4.1% 21,606
10/15/20 10/23/20 8 Days MSFT hedged straddle -16.5% 21,693
10/13/20 10/19/20 6 Days IBM straddle -17.2% 22,040
10/13/20 10/19/20 6 Days SNAP straddle 11.0% 22,402
10/08/20 10/13/20 5 Days IBM hedged straddle 3.0% 22,170
09/28/20 10/09/20 11 Days JNJ hedged straddle -9.7% 22,106
10/02/20 10/08/20 6 Days IBM hedged straddle 42.1% 22,310
09/22/20 10/07/20 15 Days TSM hedged call ratio 18.6% 21,425
09/21/20 09/25/20 4 Days PEP hedged straddle 6.2% 21,014
07/06/20 09/16/20 72 Days EEM put ratio -47.3% 20,877
09/06/20 09/15/20 9 Days AAPL hedged strangle -36.7% 21,920
09/04/20 09/11/20 7 Days NKE hedged ratio 4.4% 22,729
09/09/20 09/10/20 1 Days KR strangle (half) -9.3% 22,632
09/08/20 09/10/20 2 Days ORCL strangle (half) 12.0% 22,735
09/04/20 09/04/20 0 Days AAPL hedged strangle 10.2% 22,603
08/28/20 09/02/20 5 Days NKE hedged ratio 16.2% 22,377
08/20/20 08/31/20 11 Days KR hedged ratio 11.9% 22,058
08/24/20 08/31/20 7 Days CPB hedged straddle 9.5% 21,825
08/21/20 08/25/20 4 Days BILI straddle (half) 12.1% 21,639
05/08/20 08/24/20 108 Days UNG ratio diagonal 22.6% 21,521
08/18/20 08/24/20 6 Days BBY straddle 21.1% 21,077
08/11/20 08/19/20 8 Days DG hedged straddle 15.0% 20,662
07/24/20 08/19/20 26 Days TLT diagonal 31.1% 20,367
08/05/20 08/14/20 9 Days TGT hedged straddle -3.7% 19,755
07/12/20 08/14/20 33 Days VXX hedged strangle -19.7% 20,214
08/07/20 08/12/20 5 Days LOW call ratio 15.4% 20,214
08/04/20 08/06/20 2 Days UBER strangle (half) 11.0% 19,911
07/27/20 08/04/20 8 Days BYND calendar (half) 18.8% 19,803
08/03/20 08/04/20 1 Days UBER strangle (half) 15.5% 19,619
07/24/20 08/03/20 10 Days ADBE hedged strangle -9.1% 19,467
07/24/20 07/31/20 7 Days MNRA hedged strangle -24.3% 19,648
07/28/20 07/29/20 1 Days PG straddle 3.4% 20,136
07/15/20 07/27/20 12 Days BABA hedged strangle -30.5% 20,066
07/20/20 07/23/20 3 Days ADBE hedged strangle 13.4% 20,677
07/22/20 07/23/20 1 Days INTC straddle -8.3% 20,409
07/10/20 07/21/20 11 Days BYND hedged strangle -20.3% 20,575
07/16/20 07/21/20 5 Days SNAP straddle -5.4% 20,982
05/01/20 07/21/20 81 Days USO diagonal (half) 38.0% 21,089
07/17/20 07/17/20 0 Days MRNA hedged strangle 10.7% 20,709
07/14/20 07/16/20 2 Days AAPL hedged strangle 6.3% 20,495
07/13/20 07/15/20 2 Days SNAP straddle 14.4% 20,369
07/13/20 07/14/20 1 Days AAPL hedged strangle 7.2% 20,080
07/06/20 07/10/20 4 Days BYND hedged strangle -5.3% 19,935
07/02/20 07/10/20 8 Days BA hedged strangle 15.4% 20,042
05/26/20 07/06/20 41 Days EEM hedged ratio -2.0% 19,734
05/02/20 07/06/20 46 Days TLT calendar (half) 2.0% 19,773
04/27/20 07/01/20 65 Days IYR put ratio -27.5% 19,754
06/29/20 07/01/20 2 Days BYND hedged strangle 15.5% 20,305
06/26/20 06/29/20 3 Days BA hedged strangle 17.6% 20,034
06/18/20 06/29/20 11 Days ROKU hedged strangle 1.2% 19,726
06/18/20 06/26/20 8 Days BYND hedged strangle 10.0% 19,704
06/23/20 06/24/20 1 Days NKE strangle 11.0% 19,530
06/15/20 06/16/20 1 Days ORCL strangle 1.4% 19,338
04/29/20 06/16/20 61 Days TLT diagonal 32.8% 19,313
06/05/20 06/11/20 6 Days BYND hedged strangle 20.4% 18,741
06/05/20 06/11/20 6 Days DIS hedged straddle 25.0% 18,384
05/12/20 06/11/20 30 Days SPY butterfly (half) -59.6% 17,948
06/05/20 06/08/20 3 Days ORCL hedged straddle 11.2% 18,468
05/27/20 06/05/20 9 Days MRNA hedged strangle -3.2% 18,272
05/29/20 06/05/20 7 Days BYND hedged strangle 15.4% 18,327
04/06/20 06/04/20 59 Days AAL diagonal (half) 86.0% 18,059
06/01/20 06/03/20 2 Days CIEN straddle -9.4% 17,308
05/15/20 05/27/20 12 Days BYND hedged strangle -8.0% 17,466
05/15/20 05/27/20 12 Days MU hedged strangle 1.7% 17,599
04/06/20 05/26/20 50 Days UBER put backspread -21.5% 17,571
05/18/20 05/22/20 4 Days DIS hedged strangle 1.1% 17,930
05/01/20 05/21/20 20 Days TLT butterfly (half) 30.0% 17,912
05/13/20 05/15/20 2 Days MU hedged strangle 5.4% 17,661
05/08/20 05/14/20 6 Days BYND hedged strangle 25.4% 17,570
05/06/20 05/12/20 6 Days INTC hedged straddle -34.8% 17,146
04/24/20 05/12/20 18 Days SPY butterfly (half) -3.8% 17,728
05/05/20 05/08/20 3 Days MU hedged strangle -2.2% 17,761
04/06/20 05/08/20 2 Days BYND hedged strangle 13.9% 17,797
04/16/20 05/05/20 19 Days UNG ratio diagonal (half) 57.4% 17,565
04/29/20 05/01/20 2 Days MU hedged strangle 10.7% 17,085
04/29/20 05/01/20 2 Days INTC hedged straddle 11.7% 16,907
04/28/20 04/29/20 1 Days MU hedged strangle 9.9% 16,715
04/17/20 04/28/20 11 Days AMD hedged straddle -18.0% 16,553
04/22/20 04/28/20 6 Days MU hedged strangle 8.6% 16,847
04/17/20 04/22/20 5 Days WMT reverse fly (half) -15.9% 16,707
04/17/20 04/22/20 5 Days AAPL calendar (half) 30.4% 16,837
04/09/20 04/21/20 12 Days T hedged straddle -9.6% 16,589
04/17/20 04/21/20 4 Days MSFT RIC (half) 19.8% 16,745
03/17/20 04/17/20 31 Days AAPL RIC (half) -93.3% 16,583
04/07/20 04/17/20 10 Days TLT hedged strangle 3.0% 17,347
04/15/20 04/16/20 1 Days INTC calendar (half) 20.6% 17,297
04/09/20 04/16/20 7 Days INTC hedged straddle 12.7% 17,128
03/25/20 04/16/20 22 Days TLT put ratio (half) -19.0% 16,920
03/11/20 04/13/20 33 Days XOP ratio diagonal (half) 29.2% 17,076
03/30/20 04/09/20 10 Days MSFT call ratio (half) -24.1% 16,836
04/06/20 04/08/20 2 Days MU hedged strangle 12.4% 17,033
04/03/20 04/07/20 4 Days TLT hedged straddle 20.4% 16,830
04/02/20 04/06/20 4 Days MU hedged straddle 9.1% 16,495
03/27/20 04/03/20 7 Days TLT hedged straddle -1.8% 16,346
03/25/20 03/27/20 2 Days INTC hedged straddle (half) 15.4% 16,374
03/23/20 03/25/20 2 Days TLT iron condor (half) 32.3% 16,252
03/18/20 03/20/20 2 Days XOP hedged straddle -31.4% 15,996
03/13/20 03/18/20 5 Days TLT hedged straddle (half) 30.4% 16,494
03/16/20 03/17/20 1 Days TLT backspread (half) 34.5% 16,763
03/05/20 03/17/20 12 Days DRI iron condor (half) -98.9% 15,979
03/02/20 03/17/20 15 Days FDX iron condor (half) -43.6% 16,763
03/11/20 03/13/20 2 Days XOP hedged straddle 12.7% 17,109
03/04/20 03/05/20 1 Days DIS hedged straddle 20.4% 16,908
02/21/20 03/05/20 13 Days MU calendar (half) 57.4% 16,584
03/03/20 03/04/20 1 Days KR straddle 4.5% 16,129
03/02/20 03/03/20 1 Days CPB straddle 13.1% 16,058
02/21/20 02/28/20 7 Days KR hedged straddle 11.8% 15,850
02/27/20 02/28/20 1 Days DIS hedged strangle 20.4% 15,702
02/26/20 02/27/20 1 Days FL straddle -6.6% 15,447
02/13/20 02/27/20 14 Days CPB hedged straddle 18.2% 15,530
02/12/20 02/27/20 15 Days ADBE calendar -7.9% 15,302
02/10/20 02/26/20 16 Days COST calendar 40.0% 15,401
02/24/20 02/25/20 1 Days MNST straddle 10.9% 14,900
02/06/20 02/24/20 18 Days CRM calendar 8.2% 14,764
02/20/20 02/24/20 4 Days HD straddle 7.3% 14,661
02/04/20 02/21/20 17 Days PANW calendar 25.9% 14,570
02/19/20 02/20/20 1 Days DBX strangle 10.4% 14,246
02/14/20 02/19/20 5 Days SO straddle 1.3% 14,115
02/07/20 02/14/20 7 Days DE hedged straddle -8.8% 14,100
02/12/20 02/14/20 2 Days MDT strangle -3.2% 14,210
02/11/20 02/13/20 2 Days EXPE straddle -3.4% 14,250
02/03/20 02/13/20 10 Days WMT hedged straddle 0.9% 14,292
02/03/20 02/13/20 10 Days NVDA calendar -3.5% 14,281
02/10/20 02/12/20 2 Days PEP straddle -4.7% 14,325
02/06/20 02/12/20 6 Days CSCO straddle 10.3% 14,384
01/17/20 02/11/20 25 Days ROKU calendar 38.5% 14,254
02/07/20 02/11/20 4 Days BG straddle -4.1% 13,773
02/10/20 02/11/20 1 Days LYFT straddle -8.7% 13,824
02/07/20 02/10/20 3 Days LYFT straddle 10.7% 13,934
02/04/20 02/06/20 2 Days UBER strangle -4.8% 13,800
02/04/20 02/05/20 1 Days ADSK calendar (half) 25.0% 13,861
02/04/20 02/05/20 1 Days TWTR straddle 5.5% 13,704
02/04/20 02/05/20 1 Days BMY straddle 12.1% 13,635
01/28/20 02/04/20 7 Days DIS calendar (half) 15.6% 13,484
01/31/20 02/04/20 4 Days UBER strangle 14.6% 13,386
01/23/20 02/03/20 11 Days BABA calendar 54.5% 13,203
01/10/20 01/31/20 21 Days GOOG calendar 10.3% 12,521
01/28/20 01/30/20 2 Days HON straddle 1.6% 12,417
01/29/20 01/30/20 1 Days CAT straddle 5.1% 12,402
12/27/19 01/29/20 33 Days LRCX calendar 23.0% 12,350
01/27/20 01/29/20 2 Days MSFT straddle 4.2% 12,120
01/24/20 01/28/20 4 Days XLNX strangle -6.5% 12,078
01/27/20 01/28/20 1 Days GD strangle -5.5% 12,143
01/17/20 01/27/20 10 Days MCD hedged straddle 7.6% 12,198
01/23/20 01/27/20 4 Days TSLA calendar (half) 25.7% 12,122
01/15/20 01/27/20 12 Days NVDA calendar (half) 30.0% 11,994
01/23/20 01/27/20 4 Days AMZN calendar (half) 25.4% 11,844
01/21/20 01/24/20 3 Days SBUX hedged straddle 10.6% 11,717
01/14/20 01/24/20 10 Days AMGN calendar (half) -4.4% 11,611
01/15/20 01/24/20 9 Days PYPL hedged straddle 6.1% 11,633
01/22/20 01/23/20 1 Days INTC straddle 6.5% 11,572
01/21/20 01/22/20 1 Days PG straddle 3.2% 11,508
01/21/20 01/22/20 1 Days TSLA calendar (half) 20.8% 11,476
01/07/20 01/22/20 15 Days CMG calendar (half) 46.7% 11,372
01/17/20 01/21/20 4 Days MDLZ hedged straddle 12.0% 11,139
12/26/19 01/21/20 26 Days ISRG calendar (half) 43.0% 11,019
01/06/20 01/17/20 11 Days IBM hedged straddle -2.0% 10,804
01/15/20 01/17/20 2 Days CAT hedged straddle 10.4% 10,824
01/14/20 01/17/20 3 Days MCD hedged straddle 4.2% 10,720
01/08/20 01/16/20 8 Days AMZN calendar (half) 21.3% 10,679
12/20/19 01/14/20 25 Days NFLX calendar (half) 40.0% 10,572
12/29/19 01/13/20 15 Days UAL hedged straddle -4.7% 10,372
01/10/20 01/13/20 3 Days DAL straddle -2.8% 10,419
12/18/19 01/13/20 26 Days AXP hedged straddle 3.8% 10,447
01/07/20 01/13/20 6 Days TSLA calendar (half) 3.0% 10,409
01/08/20 01/09/20 1 Days GOOG calendar (half) 24.2% 10,393
01/06/20 01/08/20 2 Days BBBY straddle -5.0% 10,272
12/30/19 01/07/20 8 Days GOOG calendar 11.8% 10,323
12/23/19 01/06/20 14 Days LEN hedged straddle 10.5% 10,205
01/02/20 01/06/20 4 Days AMZN calendar (half) 20.0% 10,100

2019 Performance By Strategy

Entry Date Exit Date Held Trade P/L Portfolio Value
12/13/19 12/18/19 5 Days NKE straddle 5.0% 13,958
11/20/19 12/17/19 27 Days MU calendar -23.8% 13,893
12/05/19 12/13/19 8 Days NKE hedged straddle -1.6% 14,202
11/20/19 12/12/19 22 Days COST calendar 28.4% 14,222
12/11/19 12/12/19 1 Days ORCL straddle -5.3% 13,855
12/06/19 12/11/19 5 Days ORCL straddle 7.3% 13,923
12/03/19 12/11/19 8 Days FDX hedged call ratio 10.9% 13,828
11/22/19 12/11/19 19 Days ADBE calendar 34.0% 13,686
12/05/19 12/09/19 4 Days TOL straddle -1.7% 13,245
12/06/19 12/09/19 3 Days MDB strangle -4.3% 13,267
11/29/19 12/06/19 7 Days ORCL hedged straddle -12.8% 13,323
11/27/19 12/05/19 8 Days DOCU strangle -11.1% 13,488
12/04/19 12/05/19 1 Days TOL straddle 10.9% 13,631
12/04/19 12/05/19 1 Days AZO calendar (half) 44.0% 13,491
11/25/19 12/05/19 10 Days NKE hedged straddle 8.5% 13,206
11/29/19 12/04/19 5 Days KR straddle (half) 7.2% 13,096
12/02/19 12/03/19 1 Days CPB strangle -5.6% 13,049
12/02/19 12/03/19 1 Days MRVL straddle 13.8% 13,122
11/11/19 11/29/19 18 Days CRM calendar (half) 40.4% 12,959
11/07/19 11/26/19 19 Days ADSK calendar -36.8% 12,720
11/22/19 11/26/19 4 Days BOX straddle 13.8% 13,155
11/08/19 11/25/19 17 Days PANW calendar -4.0% 12,993
11/20/19 11/25/19 5 Days DKS straddle -5.4% 13,040
11/13/19 11/22/19 9 Days DLTR hedged straddle 3.7% 13,103
11/14/19 11/22/19 8 Days CPB hedged straddle 11.0% 13,060
11/19/19 11/21/19 2 Days FL straddle 3.9% 12,930
11/19/19 11/21/19 2 Days GPS straddle -21.2% 12,884
11/18/19 11/19/19 1 Days GPS straddle 10.3% 13,135
11/15/19 11/19/19 4 Days URBN straddle 10.7% 13,013
11/15/19 11/18/19 3 Days MDT straddle 31.8% 12,886
11/14/19 11/15/19 1 Days MDT straddle 9.1% 12,510
11/08/19 11/14/19 6 Days JD strangle -11.0% 12,402
11/06/19 11/14/19 8 Days AMAT calendar 2.9% 12,532
10/21/19 11/14/19 24 Days NVDA calendar 13.3% 12,498
11/12/19 11/14/19 2 Days WPM straddle -9.5% 12,341
10/28/19 11/12/19 15 Days WMT hedged straddle 2.1% 12,453
11/11/19 11/12/19 1 Days SWKS strangle 7.3% 12,428
10/31/19 11/08/19 8 Days CSCO hedged straddle -1.3% 12,342
11/06/19 11/08/19 2 Days NCR straddle 2.2% 12,356
10/25/19 11/07/19 13 Days BKNG calendar -38.7% 12,331
11/04/19 11/07/19 3 Days MNST straddle 10.5% 12,788
11/05/19 11/06/19 1 Days EXPE straddle -4.0% 12,664
10/29/19 11/06/19 8 Days ROKU calendar 22.9% 12,712
11/01/19 11/05/19 4 Days CAGR straddle 4.3% 12,440
11/04/19 11/05/19 1 Days PZZA straddle 3.7% 12,389
10/31/19 11/04/19 4 Days BIDU calendar (half) -3.4% 12,345
10/31/19 11/04/19 4 Days EXPD straddle 16.9% 12,365
11/01/19 11/04/19 3 Days PZZA straddle 17.6% 12,165
10/30/19 11/01/19 2 Days SYY straddle 11.9% 11,957
10/10/19 10/30/19 20 Days SPX butterfly (half) -35.2% 11,827
10/29/19 10/30/19 1 Days LYFT straddle (half) 4.8% 12,018
10/23/19 10/30/19 7 Days AAPL calendar 15.7% 11,992
10/28/19 10/30/19 2 Days BMY straddle 6.1% 11,823
10/28/19 10/29/19 1 Days AAPL strangle 10.0% 11,756
10/24/19 10/28/19 4 Days AKAM straddle -4.4% 11,648
10/08/19 10/28/19 20 Days GOOG calendar -14.6% 11,697
10/25/19 10/28/19 3 Days PFE strangle 5.7% 11,855
10/16/19 10/25/19 9 Days YUM hedged straddle -9.1% 11,793
10/24/19 10/25/19 1 Days PFE strangle 7.7% 11,892
10/24/19 10/25/19 1 Days BKNG calendar (half) 26.3% 11,808
10/16/19 10/24/19 8 Days AMZN calendar 8.7% 11,666
10/23/19 10/24/19 1 Days INTC straddle 7.6% 11,571
09/26/19 10/23/19 27 Days LRCX calendar 15.9% 11,489
10/10/19 10/23/19 13 Days EBAY hedged straddle -6.7% 11,318
10/22/19 10/23/19 1 Days TWTR straddle 8.5% 11,391
10/01/19 10/23/19 22 Days TSLA calendar 14.1% 11,298
10/21/19 10/23/19 2 Days MSFT straddle 12.2% 11,146
10/15/19 10/22/19 7 Days CMG calendar (half) -12.1% 11,013
10/21/19 10/22/19 1 Days ROKU calendar (half) 40.3% 11,079
08/26/19 10/19/19 54 Days EEM iron butterfly (half) 4.7% 10,860
10/11/19 10/18/19 7 Days MSFT hedged straddle 2.6% 10,835
10/16/19 10/17/19 1 Days AXP straddle -1.5% 10,807
09/25/19 10/16/19 21 Days HON call ratio -24.9% 10,823
10/04/19 10/16/19 12 Days IBM hedged straddle -9.9% 11,092
08/01/19 10/16/19 76 Days NFLX calendar (1 1/2 position) -8.8% 11,200
10/14/19 10/15/19 1 Days UAL strangle -4.8% 11,342
10/04/19 10/11/19 7 Days AXP call ratio 13.8% 11,394
10/02/19 10/10/19 8 Days SPX butterfly (half) -7.9% 11,244
10/08/19 10/09/19 1 Days DAL straddle 3.8% 11,289
10/01/19 10/03/19 2 Days CMG calendar (half) 28.8% 11,246
10/01/19 10/02/19 1 Days PEP straddle 21.9% 11,090
10/01/19 10/02/19 1 Days STZ straddle 3.6% 10,852
09/30/19 10/01/19 1 Days PAYX straddle -1.6% 10,813
08/26/19 09/30/19 35 Days SPX butterfly (half) -72.9% 10,831
09/23/19 09/25/19 2 Days ISRG calendar (half) 20.0% 11,224
09/04/19 09/25/19 21 Days MU calendar 28.3% 11,116
09/05/19 09/24/19 19 Days NKE hedged straddle -2.2% 10,811
09/13/19 09/18/19 5 Days DRI strangle 1.9% 10,835
08/05/19 09/14/19 40 Days SPX butterfly (half) -19.8% 10,814
09/10/19 09/11/19 1 Days KR straddle (half) 1.5% 10,921
09/03/19 09/09/19 6 Days RH strangle 12.9% 10,913
08/23/19 08/29/19 6 Days CPB strangle -5.9% 10,797
08/22/19 08/26/19 4 Days SPX butterfly (half) 32.0% 10,851
08/16/19 08/22/19 6 Days DG hedged straddle 16.2% 10,704
08/19/19 08/22/19 3 Days DLTR hedged straddle 12.8% 10,555
08/14/19 08/19/19 5 Days HD call ratio (half) 2.6% 10,438
07/30/19 08/19/19 20 Days BIDU calendar (half) -33.0% 10,425
08/14/19 08/15/19 1 Days MDT call ratio (half) 15.1% 10,577
08/13/19 08/15/19 2 Days AMAT straddle (half) -15.8% 10,508
08/09/19 08/15/19 6 Days SPX butterfly (half) 35.0% 10,580
08/06/19 08/14/19 8 Days CSCO call ratio (half) -8.7% 10,419
08/06/19 08/14/19 8 Days WMT call ratio (half) 1.5% 10,459
07/29/19 08/13/19 15 Days NVDA calendar (half) 12.2% 10,452
08/09/19 08/12/19 3 Days JD straddle (half) 0.9% 10,396
08/08/19 08/12/19 4 Days LOW put ratio 15.9% 10,392
07/31/19 08/07/19 7 Days SYY hedged straddle 15.6% 10,246
08/06/19 08/07/19 1 Days ROKU calendar (half) 25.0% 10,103
07/31/19 08/05/19 5 Days MDT hedged straddle 25.7% 9,989
07/26/19 08/05/19 10 Days WMT hedged straddle 20.5% 9,753
08/01/19 08/02/19 1 Days ROKU calendar (half) 40.0% 9,565
07/30/19 08/01/19 2 Days CSCO hedged straddle 8.2% 9,382
07/30/19 08/01/19 2 Days BKNG calendar (half) 30.3% 9,306
07/26/19 07/31/19 5 Days SYY hedged straddle 3.4% 9,177
07/17/19 07/30/19 13 Days MDLZ hedged straddle 8.0% 9,148
07/18/19 07/29/19 11 Days AAPL calendar (half) 21.5% 9,080
07/16/19 07/26/19 10 Days AKAM hedged straddle 7.9% 8,988
07/02/19 07/26/19 24 Days YUM hedged straddle 6.4% 8,920
07/17/19 07/25/19 8 Days GOOG calendar (half) -3.1% 8,865
07/12/19 07/25/19 13 Days AMZN calendar (half) 12.3% 8,878
06/28/19 07/25/19 27 Days EEM iron butterfly (half) 41.7% 8,826
07/18/19 07/25/19 7 Days SBUX ratio (half) 5.7% 8,648
07/17/19 07/24/19 7 Days PYPL ratio (half) 2.5% 8,624
07/15/19 07/24/19 9 Days FB calendar (half) -5.8% 8,613
07/11/19 07/23/19 12 Days CMG calendar -1.5% 8,638
07/08/19 07/22/19 14 Days MCD hedged straddle 10.4% 8,650
06/27/19 07/17/19 20 Days EBAY straddle -23.3% 8,562
06/19/19 07/17/19 28 Days NFLX calendar -1.6% 8,760
07/01/19 07/16/19 15 Days ASML ratio -14.5% 8,774
07/01/19 07/16/19 15 Days UAL calendar -33.5% 8,898
07/01/19 07/12/19 11 Days JNJ hedged straddle 73.6% 9,185
07/02/19 07/12/19 10 Days TSLA calendar (half) 2.2% 8,556
06/21/19 06/25/19 4 Days FDX calendar (half) -22.5% 8,546
06/13/19 06/24/19 11 Days ACN hedged ratio (half) -11.3% 8,646
05/01/19 06/21/19 52 Days EEM iron butterfly (half) 2.4% 8,696
06/07/19 06/21/19 14 Days NKE hedged straddle 0.3% 8,685
05/28/19 06/19/19 22 Days ORCL hedged straddle -10.6% 8,682
06/06/19 06/13/19 7 Days FDX hedged ratio 28.3% 8,776
06/12/19 06/13/19 1 Days AVGO strangle (half) -18.2% 8,225
06/11/19 06/12/19 1 Days LULU strangle (half) -8.3% 8,606
06/10/19 06/11/19 1 Days PLAY strangle (half) 5.7% 8,642
05/30/19 06/07/19 8 Days SPX butterfly (half) -15.0% 8,617
05/17/19 06/05/19 19 Days CIEN hedged ratio 10.2% 8,684
05/23/19 06/04/19 12 Days CRM hedged ratio -27.7% 8,594
05/13/19 05/29/19 16 Days SPX butterfly (half) 73.5% 8,841
05/17/19 05/24/19 7 Days DG hedged straddle 5.8% 8,513
05/20/19 05/23/19 3 Days DLTR ratio 22.1% 8,461
05/10/19 05/23/19 13 Days ADSK calendar (half) 35.9% 8,264
04/29/19 05/22/19 23 Days MMM unbalanced butterfly -95.9% 8,104
04/26/19 05/21/19 25 Days TGT ratio -14.1% 8,960
05/08/19 05/20/19 12 Days KSS calendar (half) 12.2% 9,085
05/13/19 05/16/19 3 Days NVDA RIC (half) -44.1% 9,031
04/29/19 05/14/19 15 Days BABA calendar -24.0% 9,228
05/09/19 05/14/19 5 Days BABA RIC (half) -55.8% 9,442
05/08/19 05/13/19 5 Days NVDA RIC (half) 19.7% 9,691
04/26/19 05/10/19 14 Days WMT hedged straddle 8.0% 9,603
05/09/19 05/10/19 1 Days NTES calendar (half) 49.4% 9,532
04/30/19 05/08/19 8 Days NVDA calendar (half) 30.0% 9,311
05/02/19 05/07/19 5 Days CSCO hedged straddle 7.8% 9,177
04/26/19 05/03/19 7 Days TRIP ratio 6.8% 9,108
04/29/19 05/01/19 2 Days NTES calendar (half) 30.0% 9,047
04/17/19 04/30/19 13 Days MDLZ hedged straddle 3.6% 8,922
03/29/19 04/30/19 32 Days EEM iron butterfly (half) 13.9% 8,892
04/23/19 04/30/19 7 Days AAPL calendar (half) 12.7% 8,833
04/22/19 04/26/19 4 Days TAP hedged straddle 6.8% 8,780
04/11/19 04/25/19 14 Days SBUX hedged straddle -4.3% 8,723
04/16/19 04/25/19 9 Days AMZN calendar (half) 26.4% 8,759
04/16/19 04/24/19 8 Days FB calendar (half) -8.7% 8,648
04/08/19 04/24/19 16 Days LRCX calendar (half) 29.1% 8,685
04/12/19 04/24/19 12 Days CMG calendar 16.0% 8,563
04/12/19 04/23/19 11 Days V hedged ratio 19.0% 8,428
04/15/19 04/23/19 8 Days TXN hedged ratio 4.4% 8,269
03/19/19 04/19/19 31 Days ADBE BWB (half) 7.8% 8,232
02/22/19 04/19/19 56 Days EEM iron butterfly (half) 28.9% 8,200
04/12/19 04/18/19 6 Days MSFT hedged straddle 1.0% 8,078
04/03/19 04/16/19 13 Days NFLX calendar (half) 17.3% 8,069
03/27/19 04/15/19 14 Days JNJ hedged ratio -20.7% 7,997
03/29/19 04/12/19 14 Days PEP hedged straddle -13.7% 8,170
03/27/19 04/12/19 16 Days MSFT hedged straddle 0.1% 8,285
03/22/19 04/12/19 21 Days BK hedged ratio 31.6% 8,285
04/04/19 04/11/19 7 Days EBAY hedged straddle 1.5% 8,020
04/01/19 04/11/19 10 Days SBUX hedged straddle 2.3% 8,007
03/18/19 04/05/19 18 Days BA BWB (half) 11.2% 7,941
03/29/19 04/03/19 5 Days EBAY hedged straddle -19.4% 7,941
02/27/19 04/01/19 33 Days VXXB RIC (half) -70.0% 8,104
03/22/19 03/27/19 5 Days LULU ratio 3.6% 8,389
03/20/19 03/21/19 1 Days LULU ratio 15.4% 8,360
02/27/19 03/19/19 20 Days FDX ratio 6.4% 8,235
03/11/19 03/15/19 4 Days NKE hedged straddle 0.3% 8,183
03/07/19 03/14/19 7 Days AVGO calendar -17.2% 8,180
03/04/19 03/14/19 10 Days AVGO ratio -11.6% 8,321
03/01/19 03/08/19 7 Days NKE hedged straddle 5.1% 8,415
03/01/19 03/07/19 6 Days ORCL hedged straddle 10.0% 8,374
02/13/19 03/07/19 22 Days DG hedged straddle 18.4% 8,292
02/28/19 03/07/19 38 Days CAT BWB 9.5% 8,142
02/19/19 03/04/19 13 Days TGT ratio -6.3% 8,065
02/07/19 03/01/19 22 Days TTWO BWB -10.5% 8,116
02/20/19 03/01/19 9 Days ORCL hedged strangle 0.4% 8,202
02/19/19 03/01/19 10 Days NKE hedged straddle 5.3% 8,198
02/07/19 02/27/19 20 Days EEM iron butterfly (half) 11.6% 8,155
02/13/19 02/25/19 12 Days HD calendar 20.9% 8,109
02/15/19 02/21/19 5 Days MNST hedged straddle 10.6% 7,941
01/11/18 02/16/19 36 Days XLV butterfly (half) 2.5% 7,856
12/14/18 02/16/19 64 Days IBM BWB 5.6% 7,846
02/06/19 02/15/19 9 Days MNST hedged straddle 4.6% 7,782
02/13/19 02/14/19 1 Days PANW calendar (half) 30.0% 7,763
02/11/19 02/12/19 1 Days WMT hedged straddle 14.1% 7,643
02/04/19 02/08/19 4 Days PEP hedged straddle -4.0% 7,530
02/01/19 02/08/19 7 Days CSCO hedged straddle -0.4% 7,562
01/11/19 02/07/19 27 Days EEM iron butterfly (half) 10.0% 7,565
01/25/19 02/01/19 7 Days DIS hedged straddle -19.1% 7,525
12/24/18 02/01/19 39 Days SPX butterfly (half) -100.0% 7,678
01/18/19 02/01/19 14 Days TSN hedged straddle 4.1% 8,080
12/21/18 01/31/19 41 Days SPX butterfly (half) -100.0% 8,039
01/29/19 01/31/19 2 Days NVDA BWB 11.5% 8,539
01/16/19 01/30/19 14 Days TSLA calendar (half) -43.6% 8,424
01/23/19 01/30/19 7 Days FB RIC (half) -5.8% 8,642
01/09/19 01/29/19 20 Days BABA RIC (half) -18.5% 8,671
12/04/18 01/29/19 46 Days AAPL call ratio -19.7% 8,763
01/16/19 01/25/19 9 Days MSFT hedged straddle -2.4% 8,960
01/04/19 01/24/19 20 Days MCD RIC (half) 15.5% 8,984
11/09/18 01/18/19 70 Days TLT butterfly -100.0% 8,907
01/08/19 01/18/19 10 Days FB RIC (half) 0.5% 9,907
01/07/19 01/15/19 8 Days GS RIC (half) -40.2% 9,905
12/27/18 01/11/19 15 Days VXX butterfly (half) -100.0% 10,106
12/06/18 01/09/19 34 Days CRM BWB 19.2% 10,606
01/04/19 01/09/19 5 Days BABA RIC (half) 20.3% 10,413
12/26/18 01/08/19 13 Days VXX put ratio (half) -29.3% 10,312
12/21/18 01/08/19 18 Days FB RIC (half) 20.0% 10,458
01/02/19 01/07/19 5 Days GS RIC (half) 15.4% 10,358
12/27/18 01/04/19 8 Days AXP RIC (half) 10.2% 10,282
12/17/18 01/03/19 17 Days XLV butterfly (half) 40.4% 10,230
12/27/18 01/02/19 6 Days GS RIC (half) 5.7% 10,029

2018 Performance By Strategy

Entry Date Exit Date Held Trade P/L Portfolio Value
12/26/18 12/28/18 2 Days NFLX BWB (half) 0.8% 22,795
12/21/18 12/27/18 3 Days VXX call butterfly (half) 36.2% 22,787
12/21/18 12/27/18 6 Days VXX put ratio (half) -1.4% 22,435
12/10/18 12/24/18 14 Days VXX put ratio (half) -1.4% 22,449
12/17/18 12/24/18 7 Days GS RIC (half) 19.9% 22,462
12/19/18 12/21/18 2 Days MSFT RIC (half) 19.7% 22,269
12/07/18 12/20/18 13 Days VXX put ratio (half) -5.2% 22,077
12/12/18 12/19/18 7 Days FB RIC (half) 20.5% 22,127
12/06/18 12/17/18 11 Days VXX put ratio (half) -7.6% 21,928
12/14/18 12/17/18 3 Days MSFT RIC (half) 15.9% 22,002
12/06/18 12/17/18 11 Days GS RIC (half) 17.9% 21,848
10/29/18 12/14/18 46 Days IBM BWB 14.9% 21,673
12/07/18 12/13/18 6 Days SPX butterfly (half) 36.0% 21,383
11/23/18 12/10/18 17 Days AAPL call ratio -7.6% 21,033
11/12/18 12/07/18 25 Days MU calendar (half) 42.6% 21,180
11/15/18 12/07/18 22 Days VXX put ratio (half) -8.3% 20,767
11/20/18 12/07/18 17 Days SPX butterfly (half) 10.5% 20,848
12/03/18 12/04/18 1 Days NKE hedged straddle 9.5% 20,751
12/03/18 12/04/18 1 Days NVDA RIC (half) 38.4% 20,566
11/27/18 12/04/18 7 Days NVDA RIC (half) 81.4% 20,193
10/23/18 12/01/18 39 Days VXX put ratio (half) -2.8% 19,402
11/27/18 11/28/18 1 Days CIEN hedged straddle 10.4% 19,429
11/13/18 11/20/18 7 Days SPX butterfly (half) 38.0% 19,228
10/23/18 11/13/18 21 Days SPX butterfly (half) 25.5% 18,862
09/28/18 11/09/18 42 Days TLT butterfly 22.2% 18,617
10/03/18 11/08/18 36 Days HD calendar (half) -97.4% 18,189
11/02/18 11/06/18 4 Days WMT hedged straddle 1.5% 19,127
10/29/18 11/06/18 8 Days DIS hedged straddle -8.5% 19,098
10/16/18 10/26/18 10 Days GRMN hedged straddle -4.0% 19,256
10/11/18 10/23/18 12 Days VXX put ratio -3.7% 19,331
10/09/18 10/22/18 13 Days BIIB calendar (half) 3.0% 19,400
10/11/18 10/22/18 11 Days SPX butterfly (half) 35.2% 19,372
09/05/18 10/15/18 40 Days GS calendar (half) -78.8% 19,045
09/27/18 10/11/18 14 Days BUD hedged straddle 7.2% 19,778
09/13/18 10/11/18 4 Days HOG hedged straddle 4.1% 19,644
09/28/18 10/10/18 12 Days IBM hedged straddle 8.8% 19,567
09/27/18 10/05/18 8 Days KSU hedged straddle 5.4% 19,404
10/01/18 10/05/18 4 Days AXP hedged straddle 10.2% 19,305
09/06/18 10/05/18 29 Days AAPL calendar (half) 47.5% 19,114
09/07/18 10/03/18 26 Days MCD calendar (half) 6.8% 18,673
09/05/18 09/28/18 23 Days TLT butterfly 34.4% 18,615
09/21/18 09/27/18 18 Days BUD hedged straddle 1.4% 18,037
09/19/18 09/26/18 7 Days IBM hedged straddle 8.4% 18,014
09/06/18 09/24/18 18 Days KMX hedged straddle 8.2% 17,872
07/24/18 09/21/18 59 Days TLT butterfly 4.4% 17,734
09/13/18 09/20/18 7 Days NKE hedged straddle 0.8% 17,659
09/07/18 09/13/18 6 Days NKE hedged straddle 2.0% 17,646
08/23/18 09/06/18 14 Days ORCL hedged straddle 9.4% 17,613
08/27/18 09/06/18 10 Days IBM calendar (half) 25.0% 17,456
09/04/18 09/06/18 2 Days AVGO calendar (half) 30.0% 17,246
08/14/18 09/06/18 23 Days PANW calendar 8.0% 16,994
08/20/18 09/05/18 16 Days NKE hedged straddle 7.6% 16,860
08/17/18 09/04/18 18 Days WDAY calendar (half) -7.1% 16,732
08/22/18 08/31/18 9 Days CTRP hedged straddle -5.0% 16,790
08/15/18 08/28/18 13 Days NFLX calendar (half) 10.3% 16,872
08/16/18 08/24/18 8 Days DG hedged straddle 5.9% 16,788
08/16/18 08/23/18 7 Days BBY hedged straddle -5.6% 16,691
08/16/18 08/23/18 7 Days ADSK calendar (half) 17.9% 16,782
08/13/18 08/22/18 9 Days BABA calendar 0.5% 16,637
08/10/18 08/21/18 11 Days CIEN hedged straddle 6.0% 16,629
06/06/18 08/17/18 72 Days TLT iron butterfly 0.5% 16,531
08/07/18 08/17/18 10 Days HPQ hedged straddle 0.6% 16,523
07/27/18 08/16/18 20 Days NVDA calendar 20.0% 16,512
08/06/18 08/10/18 4 Days SYY hedged straddle 14.4% 16,187
07/31/18 08/10/18 10 Days WMT hedged straddle 6.3% 15,953
08/01/18 08/08/18 7 Days NTES calendar -23.9% 15,851
08/02/18 08/08/18 6 Days CSCO hedged straddle 3.0% 16,239
07/10/18 08/08/18 29 Days BKNG calendar 3.9% 16,191
07/30/18 08/03/18 4 Days TSN hedged straddle -13.6% 16,127
07/27/18 08/01/18 5 Days CSCO hedged straddle 7.6% 16,347
07/17/18 07/30/18 13 Days AAPL calendar 32.2% 16,233
07/23/18 07/30/18 7 Days SYY hedged straddle 10.5% 15,750
07/27/18 07/30/18 3 Days BIDU calendar (half) 20.0% 15,592
07/18/18 07/27/18 9 Days YUM hedged straddle 4.2% 15,441
07/20/18 07/27/18 7 Days ADM hedged straddle 1.9% 15,378
07/13/18 07/25/18 12 Days FFIV calendar 10.3% 15,350
07/18/18 07/24/18 6 Days CMG calendar (half) 10.9% 15,196
6/22/18 07/23/18 31 Days BIIB calendar -6.2% 15,114
05/10/18 07/20/18 71 days TLT iron butterfly 22.5% 15,207
06/28/18 07/20/18 22 Days HOG hedged straddle -14.1% 14,870
07/03/18 07/20/18 17 Days BUD hedged straddle -15.7% 15,081
07/09/18 07/17/18 8 Days UAL calendar -15.0% 15,316
06/20/18 07/16/18 26 Days GS calendar (half) 38.9% 15,542
07/03/18 07/13/18 10 Days MSFT hedged straddle 1.2% 15,250
06/19/18 07/03/18 14 Days BUD hedged straddle 16.2% 15,232
05/03/18 06/29/18 57 Days RUT BWC 6.4% 15,006
06/06/18 06/22/18 16 Days NKE hedged straddle 10.2% 14,916
05/31/18 06/20/18 20 Days MU calendar 35.4% 14,773
05/21/18 06/19/18 29 Days FDX calendar 9.6% 14,278
05/31/18 06/07/18 7 Days KMX hedged straddle -0.5% 14,143
05/22/18 06/06/18 15 Days NKE hedged straddle 11.6% 14,149
05/22/18 05/30/18 8 Days KMX hedged straddle 4.8% 14,012
05/21/18 05/29/18 8 Days AVGO calendar 16.7% 13,956
05/17/18 05/25/18 8 Days DG hedged straddle 10.6% 13,760
05/23/18 05/24/18 1 Days ULTA calendar (half) 30.0% 13,635
05/16/18 05/21/18 5 Days TIF straddle 0.6% 13,459
05/14/18 05/21/18 7 Days RL straddle 6.3% 13,452
05/15/18 05/18/18 3 Days ULTA calendar (half) 38.9% 13,378
05/04/18 05/16/18 12 Days TIF hedged straddle 11.6% 13,149
04/26/18 05/15/18 19 Days FB Iron Condor -30.0% 13,013
04/30/18 05/14/18 14 Days NTES calendar 35.1% 13,366
05/11/18 05/11/18 0 Days CRM calendar (half) 30.0% 12,953
05/09/18 05/10/18 1 Days HD straddle 12.6% 12,776
04/13/18 05/09/18 26 Days TLT Iron Butterfly 45.7% 12,629
05/01/18 05/07/18 6 Days BUD straddle -11.6% 12,091
04/18/18 05/07/18 19 Days BKNG calendar 20.3% 12,227
04/20/18 05/04/18 14 Days CTSH hedged straddle 0.2% 11,988
04/04/18 05/03/18 29 Days RUT BWC 10.5% 11,986
04/23/18 05/01/18 8 Days BUD hedged straddle 8.0% 11,862
04/11/18 04/27/18 16 Days YUM hedged straddle 1.2% 11,770
04/04/18 04/20/18 16 Days HOG hedged straddle 5.9% 11,755
04/16/18 04/18/18 2 Days MSFT hedged straddle 6.3% 11,687
04/10/18 04/17/18 7 Days UAL calendar 15.3% 11,613
03/14/18 04/13/18 30 Days TLT iron butterfly 22.0% 11,435
03/06/18 04/08/18 33 Days VXX diagonal (half) -100.0% 11,180
02/28/18 04/05/18 36 Days RUT BWC 13.1% 11,761
03/14/18 03/17/18 3 Days ACN straddle 3.3% 11,605
01/17/18 03/16/18 58 Days TLT iron butterfly -80.4% 11,567
03/05/18 03/16/18 11 Days NKE hedged straddle -4.8% 12,518
02/28/18 03/14/18 14 Days TIF hedged straddle -2.3% 12,575
02/16/18 03/09/18 21 Days VXX diagonal (half) 9.0% 12,602
02/09/18 03/09/18 28 Days TLT iron butterfly 50.0% 12,549
03/01/18 03/02/18 1 Days NKE hedged straddle 11.7% 11,957
02/09/18 02/28/18 19 Days SPX butterfly -66.0% 11,824
02/16/18 02/27/18 11 Days BUD straddle 11.6% 12,577
02/26/18 02/26/18 0 Days PCLN calendar (half) 30.7% 12,444
02/22/18 02/26/18 4 Days PANW calendar (half) 6.3% 12,269
02/16/18 02/26/18 10 Days CRM hedged straddle 4.3% 12,233
01/25/18 02/23/18 29 Days SVXY diagonal (half) -100% 12,181
02/01/18 02/22/18 21 Days FB iron condor -4.8% 12,755
02/15/18 02/16/18 1 Days GRMN straddle 15.2% 12,809
02/06/18 02/16/18 10 Days VXX diagonal (half) 37.8% 12,636
02/15/18 02/16/18 1 Days BUD hedged straddle 10.7% 12,420
02/06/18 02/07/18 1 Days SPX butterfly -4.0% 12,298
02/06/18 02/06/18 0 Days SPX butterfly 40.0% 12,344
02/05/18 02/06/18 1 Days SPX butterfly 38.5% 11,887
02/02/18 02/05/18 3 Days YUM straddle 31.3% 11,448
01/05/18 02/02/18 28 Days SVXY diagonal (half) -67.3% 11,090
01/25/18 02/02/18 8 Days CTSH hedged straddle 4.8% 11,408
01/23/18 02/01/18 9 Days YUM hedged straddle 4.0% 11,449
12/11/17 01/31/18 51 Days VIX credit spread (half) 4.8% 11,408
01/12/18 01/31/18 10 Days QCOM straddle -8.6% 11,384
01/25/18 01/29/18 4 Days TSLA calendar (half) 29.6% 11,470
01/24/18 01/24/18 0 Days FB calendar (half) 28.6% 11,322
01/19/18 01/24/18 5 Days MSFT hedged straddle 13.0% 11,179
01/22/18 01/24/18 2 Days EBAY straddle 12.2% 11,049
01/08/18 01/23/18 15 Days UAL calendar -55.1% 10,927
01/16/18 01/23/18 7 Days YUM hedged straddle 11.7% 11,478
12/15/18 01/22/18 38 Days NFLX calendar -11.0% 11,361
01/10/18 01/18/18 8 Days EBAY straddle 14.0% 11,471
12/29/17 01/17/18 19 Days MSFT hedged straddle 2.1% 11,331
12/19/17 01/17/18 29 Days TLT Iron Butterfly 32.8% 11,310
12/28/17 01/16/18 19 Days CSX calendar -10.7% 10,981
01/09/18 01/16/18 7 Days JNJ hedged straddle 10.5% 11,089
01/16/18 01/16/18 0 Days QCOM hedged straddle 15.0% 10,983
01/03/18 01/12/18 9 Days IBM hedged straddle 7.40% 10,833
01/08/18 01/09/18 1 Days EBAY straddle 13.0% 10,759
12/21/17 01/04/18 14 Days SVXY diagonal (half) 40.9% 10,629
01/03/18 01/04/18 1 Days GOOG calendar (half) 35.5% 10,425
12/21/17 01/03/18 13 Days IBM hedged straddle 10.7% 10,247
12/29/17 01/02/18 4 Days WBA strangle 14.0% 10,140

Entry Date Exit Date Held Trade P/L Portfolio Value
12/15/17 12/29/17 14 Days ADBE iron condor (half) 34.0% 26,697
12/28/17 12/28/17 0 Days FB calendar (half) 40.0% 26,297
12/08/17 12/21/17 20 Days SVXY diagonal (half) 37.0% 25,826
11/29/17 12/19/17 20 Days KMX hedged straddle -5.7% 25,391
11/20/17 12/19/17 29 Days TLT iron butterfly 42.0% 25,524
12/01/17 12/14/17 13 Days ACN hedged straddle 7.1% 24,535
12/04/17 12/11/17 7 Days NKE hedged straddle 18.3% 24,367
11/29/17 12/08/17 9 Days SVXY diagonal (half) 37.3% 23,936
11/22/17 11/29/17 7 Days NKE hedged straddle 10.8% 23,551
11/15/17 11/22/17 7 Days TIF hedged straddle 7.0% 23,327
11/03/17 11/21/17 18 Days SVXY diagonal (half) 6.1% 23,183
11/07/17 11/20/17 13 Days PANW calendar 8.3% 23,119
11/03/17 11/20/17 17 Days FB iron condor 33.3% 22,948
11/13/17 11/20/17 7 Days CRM straddle 10.1% 22,259
10/17/17 11/20/17 34 Days TLT iron butterfly 30.0% 22,051
11/17/17 11/20/17 3 Days LOW straddle 15.7% 21,432
11/10/17 11/17/17 7 Days LOW hedged straddle 6.8% 21,107
11/01/17 11/17/17 13 Days NTES calendar 14.3% 20,967
10/30/17 11/13/17 14 Days CRM hedged straddle 15.1% 20,672
09/15/17 11/10/17 56 Days VIX put credit spread -45.7% 20,361
10/23/17 11/10/17 18 Days HD hedged straddle 17.6% 21,305
10/17/17 11/03/17 17 Days SVXY diagonal (half) 24.4% 20,941
08/29/17 11/01/17 64 Days RUT BWC 1.5% 20,689
10/20/17 10/31/17 11 Days TSLA calendar (half) -3.8% 20,662
10/31/17 10/31/17 0 Days QCOM straddle 14.0% 20,696
10/26/17 10/30/17 4 Days CRM calendar (half) 50.0% 20,444
10/23/17 10/26/17 3 Days INTC straddle 0.7% 19,993
10/19/17 10/24/17 5 Days KO straddle -7.2% 19,980
10/16/17 10/23/17 7 Days INTC straddle 10.0% 20,110
10/13/17 10/20/17 7 Days MCD hedged straddle 3.0% 19,930
10/12/17 10/20/17 8 Days MSFT hedged straddle 4.0% 19,875
10/12/17 10/19/17 7 Days KO straddle 13.2% 19,803
09/11/17 10/17/17 36 Days TLT iron butterfly 33.9% 19,565
10/05/17 10/16/17 11 Days HOG hedged straddle -3.3% 18,953
08/10/17 10/13/17 64 Days SVXY credit spread (half) 68.0% 19,013
09/20/17 10/13/17 23 Days IBM hedged straddle 10.8% 18,399
10/02/17 10/12/17 10 Days MSFT hedged straddle 2.2% 18,204
09/27/17 10/05/17 8 Days HOG hedged straddle 6.9% 18,165
08/15/17 09/29/17 45 Days TLT iron butterfly 3.7% 18,044
09/13/17 09/21/17 8 Days KMX straddle -28.7% 17,980
09/11/17 09/21/17 10 Days NKE hedged straddle 15.1% 18,482
03/09/17 09/19/17 194 Days VIX risk reversal -94.4% 18,218
09/07/17 09/19/17 12 Days ACN hedged strangle 15.1% 19,868
05/26/17 09/15/17 112 Days VIX credit spread 73.7% 19,604
08/31/17 09/13/17 13 Days KMX straddle 10.3% 18,315
08/30/17 09/07/17 8 Days ACN hedged strangle 5.4% 18,136
07/17/17 09/01/17 46 Days TLT iron butterfly 35.5% 18,041
08/07/17 08/31/17 24 Days FB iron condor 30.1% 17,474
08/22/17 08/31/17 9 Days KMX hedged straddle 5.0% 16,993
08/29/17 08/30/17 1 Days CTRP straddle 0.3% 16,914
08/11/17 08/22/17 11 Days CRM hedged straddle -2.4% 16,908
08/02/17 08/17/17 15 Days DE calendar (half) -31.3% 16,946
08/14/17 08/16/17 2 Days CSCO straddle 6.1% 17,197
08/04/17 08/08/17 4 Days WMT hedged straddle 1.3% 17,099
08/03/17 08/07/17 4 Days PCLN calendar 30.5% 17,079
08/02/17 08/07/17 5 Days HD hedged straddle 10.6% 16,592
07/20/17 08/04/17 15 Days RL hedged straddle 5.3% 16,423
07/28/17 08/04/17 7 Days DIS hedged straddle 12.7% 16,337
07/21/17 08/02/17 12 Days YUM hedged straddle 4.3% 16,134
07/28/17 08/02/17 5 Days AAPL backspread 6.2% 16,066
07/21/17 07/27/17 6 Days INTC straddle 3.2% 15,971
07/24/17 07/26/17 2 Days FFIV calendar -11.0% 15,922
07/24/17 07/26/17 2 Days BIDU calendar 36.4% 16,091
07/18/17 07/20/17 2 Days MSFT straddle -1.4% 15,533
06/28/17 07/20/17 22 Days COF hedged straddle 2.0% 15,511
07/05/17 07/19/17 14 Days AXP hedged straddle -21.5% 15,480
07/06/17 07/17/17 11 Days NFLX calendar -8.1% 15,810
07/12/17 07/14/17 2 Days MSFT straddle 8.8% 15,935
07/06/17 07/12/17 6 Days MSFT hedged straddle 3.0% 15,800
05/03/17 07/07/17 65 Days RUT BWC 8.6% 15,754
06/19/17 07/06/17 17 Days MSFT hedged straddle -1.4% 15,622
06/26/17 07/03/17 9 Days HOG hedged straddle 16.3% 15,644
06/30/17 07/03/17 3 Days AXP hedged straddle 5.2% 15,395
06/20/17 06/27/17 7 Days NFLX calendar (half) 26.7% 15,321
06/22/17 06/26/17 4 Days NKE straddle 10.7% 15,138
06/16/17 06/21/17 5 Days NKE straddle 10.0% 14,989
06/13/17 06/16/17 3 Days NKE hedged straddle 11.3% 14,849
06/12/17 06/14/17 2 Days KR straddle -5.1% 14,690
05/24/17 06/13/17 20 Days NKE hedged straddle 4.9% 14,762
06/06/17 06/12/17 6 Days BBBY hedged straddle 23.7% 14,694
06/06/17 06/09/17 3 Days KR straddle 13.9% 14,363
05/10/17 06/09/17 30 Days VIX credit spread 55.0% 14,168
05/23/17 06/02/17 10 Days FDX hedged straddle -12.2% 14,397
06/01/17 06/02/17 1 Days ORCL straddle -33.8% 13,568
05/25/17 05/31/17 6 Days DG straddle 6.7% 14,001
05/19/17 05/25/17 6 Days COST straddle 2.1% 13,915
05/16/17 05/19/17 3 Days TIF straddle 10.1% 13,888
05/05/17 05/18/17 13 Days CRM calendar 2.9% 13,759
05/05/17 05/17/17 12 Days WMT straddle 0.4% 13,721
05/09/17 05/17/17 8 Days CSCO straddle 4.7% 13,716
05/02/17 05/16/17 14 Days BABA calendar 26.0% 13,656
04/28/17 05/09/17 11 Days PCLN calendar 7.1% 13,324
05/05/17 05/09/17 4 Days DIS straddle -8.2% 13,234
04/18/17 05/03/17 15 Days FB calendar 20.5% 13,339
05/01/17 05/03/17 2 Days DIS straddle 12.0% 13,076
04/24/17 05/03/17 9 Days TSLA calendar 10.1% 12,923
04/18/17 04/27/17 9 Days BIDU calendar -15.5% 12,802
04/26/17 04/27/17 1 Days INTC straddle 4.1% 12,987
04/21/17 04/27/17 6 Days MSFT straddle 3.6% 12,938
04/21/17 04/26/17 5 Days GOOG calendar 13.2% 12,895
04/20/17 04/26/17 6 Days INTC straddle 11.8% 12,737
04/21/17 04/24/17 3 Days BIIB calendar 4.4% 12,596
04/11/17 04/24/17 13 Days VXX diagonal (half) 33.5% 12,543
04/18/17 04/21/17 3 Days MSFT straddle 11.3% 12,344
04/17/17 04/19/17 2 Days SLB straddle -4.6% 12,210
03/14/17 04/17/17 34 Days NFLX calendar 3.0% 12,265
04/11/17 04/12/17 1 Days WFC straddle 11.6% 12,229
03/24/17 04/04/17 11 Days GOOG calendar (half) 30.4% 12,090
02/24/17 03/31/17 7 Days VXX diagonal (half) 23.0% 11,909
02/23/17 03/28/17 33 Days RUT BWC 16.3% 11,772
03/23/17 03/24/17 1 Days AMZN calendar (half) 20.0% 11,556
11/17/16 03/21/17 124 Days VIX risk reversal -88.8% 11,436
02/21/17 03/21/17 28 Days VXX put (half) 26.7% 12,495
03/07/17 03/16/17 9 Days ADBE straddle 3.0% 12,336
03/06/17 03/15/17 9 Days ORCL straddle -7.2% 12,300
02/27/17 03/09/17 10 Days ULTA calendar 20.6% 12,386
03/01/17 03/03/17 2 Days ORCL straddle 20.1% 12,140
02/09/17 02/27/17 18 Days PCLN calendar 7.2% 11,920
02/15/17 02/23/17 8 Days BIDU calendar 7.0% 11,841
02/06/17 02/21/17 15 Days TSLA calendar 14.4% 11,765
02/10/17 02/17/17 7 Days HD straddle -2.5% 11,607
02/08/17 02/16/17 8 Days DE calendar (half) 11.3% 11,634
02/13/17 02/15/17 2 Days CSCO straddle 10.2% 11,573
12/07/16 02/15/17 70 Days VIX strangle -48.8% 11,461
02/06/17 02/13/17 7 Days CSCO straddle 10.4% 11,995
01/30/17 02/07/17 8 Days VXX diagonal (half) 20.8% 11,881
01/30/17 02/07/17 8 Days GILD straddle -8.9% 11,767
01/13/17 02/02/17 20 Days AMZN calendar 43.1% 11,865
01/18/17 02/01/17 14 Days FB calendar 44.4% 11,393
01/23/17 01/31/17 8 Days AAPL calendar 4.5% 10,949
01/23/17 01/26/17 3 Days VXX diagonal (half) 20.2% 10,904
01/24/17 01/26/17 2 Days INTC straddle 4.0% 10,803
01/20/17 01/24/17 4 Days GOOG calendar 21.4% 10,763
01/20/17 01/24/17 4 Days INTC straddle 14.2% 10,549
11/15/16 01/20/17 66 Days RUT BW Condor -2.0% 10,407
01/18/17 01/19/17 1 Days SLB straddle 5.0% 10,427
12/19/16 01/18/17 30 Days NFLX calendar 20.0% 10,377
01/17/17 01/17/17 0 Days SLB straddle 17.7% 10,177

Entry Date Exit Date Held Trade P/L Portfolio Value
12/12/16 12/20/16 8 Days NKE calendar 4.5% 13,909
12/08/16 12/15/16 7 Days ORCL straddle -2.7% 13,848
12/05/16 12/07/16 2 Days ORCL straddle 10.8% 13,884
11/15/16 12/05/16 20 Days VXX diagonal (half) 30.1% 13,739
11/25/16 12/01/16 6 Days ULTA calendar (half) 11.1% 13,536
11/21/16 11/23/16 2 Days ULTA calendar (half) 25.0% 13,467
11/09/16 11/21/16 12 Days SPX butterfly -8.8% 13,312
11/15/16 11/16/16 1 Days CSCO straddle 4.8% 13,421
11/08/16 11/16/16 8 Days WMT straddle 1.1% 13,362
09/08/16 11/16/16 69 Days VIX Risk Reversal 4.0% 13,348
10/28/16 11/15/16 18 Days VXX diagonal (half) 30.3% 13,298
11/10/16 11/14/16 4 Days HD straddle 10.1% 13,110
11/07/16 11/10/16 3 Days DIS straddle -6.3% 12,984
11/09/16 11/10/16 1 Days HD straddle 11.4% 13,063
11/08/16 11/09/16 1 Days HD straddle 17.4% 12,921
10/25/16 11/04/16 10 Days PCLN calendar 27.2% 12,705
10/19/16 10/31/16 12 Days FB calendar 37.2% 12,429
08/31/16 10/28/16 58 Days VIX strangle -44.6% 12,053
10/24/16 10/27/16 3 Days GOOG calendar 21.6% 12,504
10/14/16 10/27/16 13 Days AMZN calendar 30.0% 12,285
10/11/16 10/25/16 14 Days AAPL calendar -2.3% 11,982
09/29/16 10/24/16 25 Days TSLA calendar 34.0% 12,005
10/05/16 10/24/16 19 Days VXX diagonal (half) 43.3% 11,661
10/12/16 10/20/16 8 Days SPX butterfly 32.1% 11,442
10/14/16 10/20/16 6 Days GOOG calendar (half) 45.8% 11,117
10/12/16 10/18/16 6 Days INTC straddle -7.9% 10,885
09/08/16 10/10/16 32 Days NFLX calendar 26.3% 10,965
10/06/16 10/07/16 1 Days GOOG calendar (half) 37.3% 10,698
09/23/16 10/05/16 12 Days VXX put (half) -8.8% 10,510
09/30/16 10/04/16 4 Days SPX butterfly 33.6% 10,554
08/31/16 10/04/16 34 Days RUT BW Condor 10.0% 10,214
09/14/16 09/29/16 15 Days SPX butterfly 25.0% 10,125
09/23/16 09/29/16 7 Days GOOG calendar (half) 57.9% 9,902
09/20/16 09/27/16 7 Days NKE calendar 19.3% 9,643
09/02/16 09/23/16 21 Days VXX diagonal (half) 25.8% 9,471
08/29/16 09/22/16 24 Days SPX calendar 23.0% 9,356
09/14/16 09/15/16 1 Days ORCL straddle 2.8% 9,150
09/01/16 09/12/16 11 Days ORCL straddle 23.0% 9,125
08/22/16 08/31/16 9 Days CRM calendar 25.0% 8,928
08/01/16 08/31/16 30 Days RUT BW Condor 5.0% 8,713
08/25/16 08/30/16 5 Days AZO calendar -38.6% 8,670
07/12/16 08/29/16 48 Days VIX strangle -4.6% 9,002
08/12/16 08/25/16 13 Days SPX calendar 21.8% 9,041
08/24/16 08/25/16 1 Days TIF calendar (half) 6.3% 8,854
08/15/16 08/23/16 8 Days ULTA calendar 37.1% 8,827
06/16/16 08/19/16 64 Days RUT BW Condor -2.9% 8,508
08/09/16 08/15/16 6 Days HD straddle 5.3% 8,533
08/05/16 08/12/16 7 Days RUT calendar 13.6% 8,487
08/10/16 08/11/16 1 Days BABA calendar (half) -13.8% 8,371
08/01/16 08/08/16 7 Days SINA calendar (half) 12.5% 8,430
06/27/16 08/05/16 39 Days SPX butterfly -100.0% 8,376
08/01/16 08/04/16 3 Days PCLN calendar 16.8% 9,235
07/08/16 08/02/16 25 Days TSLA calendar 50.0% 9,091
08/01/16 08/02/16 1 Days AET calendar (half) 16.9% 8,661
07/25/16 07/29/16 4 Days PCLN calendar (half) 50.0% 8,591
07/28/16 07/29/16 1 Days AMZN reverse IC (half) -100.0% 8,381
07/28/16 07/29/16 1 Days BIDU reverse IC (half) 18.9% 8,800
07/06/16 07/28/16 22 Days GOOG calendar 4.1% 8,721
07/06/16 07/28/16 22 Days AMZN calendar 5.1% 8,686
07/06/16 07/27/16 21 Days FB calendar -6.4% 8,644
07/20/16 07/21/16 1 Days BIIB reverse IC (half) 36.4% 8,697
07/18/16 07/19/16 1 Days NFLX reverse IC (half) 28.7% 8,545
06/20/16 07/18/16 28 Days NFLX calendar -15.8% 8,425
06/29/16 07/08/16 9 Days VXX diagonal (half) 25.0% 8,557
05/24/16 07/05/16 42 Days RUT BW Condor 11.6% 8,453
06/27/16 06/29/16 2 Days VXX diagonal (half) 23.3% 8,367
05/31/16 06/24/16 24 Days VXX diagonal (half) -6.3% 8,282
06/12/16 06/24/16 3 Days SPX butterfly 30.0% 8,305
06/03/16 06/23/16 20 Days VIX strangle 49.4% 8,085
05/18/16 06/23/16 36 Days SPX butterfly -17.6% 7,722
06/09/16 06/16/16 7 Days ORCL straddle 7.1% 7,851
06/03/16 06/15/16 12 Days GOOG calendar 25.2% 7,799
05/02/16 06/13/16 42 Days VIX strangle 23.5% 7,614
06/07/16 06/11/16 4 Days LULU reverse IC (half) -28.4% 7,442
05/02/16 06/04/16 33 Days RUT BW Condor 4.5% 7,546
05/23/16 06/04/16 12 Days AZO calendar 23.6% 7,513
05/09/16 05/18/16 9 Days CRM calendar 10.2% 7,340
05/05/16 05/17/16 12 Days SPX butterfly 27.6% 7,261
05/11/16 05/13/16 2 Days SINA calendar (half) -18.4% 7,048
05/05/16 05/10/16 5 Days DIS straddle -6.8% 7,109
03/03/16 05/05/16 63 Days VIX strangle -17.9% 7,159
05/04/16 05/05/16 1 Days TSLA reverse IC (half) -45.4% 7,284
04/26/16 05/04/16 8 Days TSLA calendar -5.3% 7,434
04/25/16 05/04/16 9 Days BABA calendar 15.0% 7,473
03/08/16 05/03/16 56 Days RUT BW Condor 2.4% 7,363
04/28/16 04/29/16 1 Days LNKD reverse IC (half) -100.0% 7,344
04/28/16 04/29/16 1 Days AMZN reverse IC (half) 36.1% 7,698
04/18/16 04/28/16 10 Days AMZN calendar 7.9% 7,542
04/22/16 04/28/16 6 Days BIDU calendar 12.6% 7,480
04/01/16 04/26/16 25 Days AAPL straddle -14.6% 7,380
04/04/16 04/26/16 22 Days AAPL calendar 12.9% 7,495
04/14/16 04/25/16 11 Days LNKD calendar 40.8% 7,394
03/31/16 04/21/16 21 Days GOOG calendar 15.0% 7,072
04/20/16 04/21/16 1 Days BIIB reverse IC -13.3% 6,954
04/18/16 04/19/16 1 Days NFLX reverse IC 20.0% 7,059
01/11/16 04/19/16 99 Days VIX strangle -77.3% 6,901
03/17/16 04/18/16 32 Days NFLX calendar 7.7% 7,631
02/17/16 04/14/16 57 Days NFLX reverse IC -10.7% 7,450
02/17/16 04/14/16 57 Days RUT BW Condor -10.9% 7,532
03/03/16 04/04/16 32 Days SPX butterfly IC -60.0% 7,620
03/29/16 04/01/16 3 Days LULU reverse IC 25.0% 8,093
03/15/16 03/17/16 2 Days TIF straddle -2.4% 7,878
02/12/16 03/11/16 28 Days SPX butterfly -97.7% 7,898
03/07/16 03/10/16 3 Days ULTA strangle 1.0% 8,738
02/22/16 03/04/16 11 Days AZO calendar 31.1% 8,729
02/18/16 03/03/16 14 Days SPX back ratio -11.6% 8,462
02/22/16 02/29/16 7 Days AZO reverse IC -8.4% 8,590
02/25/16 02/26/16 1 Days BIDU reverse IC 30.0% 8,683
02/16/16 02/25/16 9 Days BIDU reverse IC -5.5% 8,351
02/12/16 02/16/16 4 Days PCLN reverse IC -2.7% 8,412
12/10/15 02/16/16 68 Days VIX calendar -73.7% 8,442
02/10/16 02/12/16 2 Days TSLA reverse IC -100.0% 9,257
02/01/16 02/12/16 11 Days SPX butterfly 31.8% 10,364
01/28/16 02/10/16 13 Days TSLA calendar -42.9% 10,012
02/01/16 02/05/16 4 Days GOOG reverse IC -70.6% 10,486
01/14/16 02/04/16 21 Days LNKD reverse IC 5.5% 11,285
01/29/16 02/04/16 6 Days LNKD calendar 18.3% 11,206
01/12/16 02/01/16 20 Days GOOG reverse IC -5.8% 11,004
01/28/16 01/29/16 1 Days AMZN reverse IC 21.2% 11,062
01/26/16 01/27/16 1 Days GILD straddle 13.7% 10,850
01/04/16 01/23/16 19 Days NFLX reverse IC -46.9% 10,713
01/04/16 01/23/16 19 Days SPY/TLT combo -6.2% 11,182
01/08/16 01/13/16 5 Days SPX butterfly 34.0% 11,244
01/13/16 01/13/16 0 Day INTC straddle 11.1% 10,904
01/07/16 01/08/16 1 Day SPX butterfly 26.7% 10,793
01/05/16 01/06/16 1 Day SPX butterfly 22.1% 10,526
12/22/15 01/04/16 13 Days SPX butterfly 30.5% 10,305

Entry Date Exit Date Held Trade P/L Portfolio Value
12/03/15 12/29/15 26 Days SPY/TLT combo 20.4% 29,721
12/04/15 12/14/15 10 Days SPX butterfly 28.0% 29,149
11/16/15 12/09/15 23 Days QIHU straddle -39.2% 28,365
12/04/15 12/09/15 5 Days CIEN straddle 5.1% 29,463
11/05/15 12/03/15 28 Days GOOG calendar 25.2% 29,320
11/06/15 12/03/15 27 Days SPY/TLT combo 10.0% 28,615
11/25/15 12/03/15 8 Days ULTA strangle -9.0% 28,335
11/17/15 12/03/15 16 Days SPX butterfly 20.3% 28,587
11/12/15 11/13/15 1 Days HD straddle 15.5% 28,001
09/28/15 11/10/15 43 Days SPX Iron Condor -37.4% 27,553
10/15/15 11/05/15 21 Days SPX butterfly -35.5% 28,633
11/02/15 11/04/15 2 Days RL straddle 4.1% 29,658
10/29/15 11/03/15 5 Days TSLA calendar 10.9% 29,539
10/14/15 11/02/15 19 Days PCLN calendar 14.7% 29,225
10/26/15 10/28/15 2 Days FFIV calendar 9.4% 28,865
10/23/15 10/27/15 4 Days GILD straddle 0.8% 28,635
10/20/15 10/27/15 7 Days AAPL calendar 11.9% 28,616
10/21/15 10/26/15 5 Days LNKD calendar 26.3% 28,324
10/19/15 10/22/15 3 Days AMZN calendar 10.3% 27,681
08/03/15 10/21/15 79 Days VIX strangle 65.4% 27,429
10/15/15 10/20/15 5 Days GOOG calendar 37.9% 25,830
10/12/15 10/20/15 8 Days CMG calendar 1.1% 24,903
09/24/15 10/14/15 20 Days SPY/TLT combo 19.0% 24,876
09/24/15 10/14/15 20 Days SPX butterfly -32.4% 24,411
10/12/15 10/13/15 1 Days INTC straddle 2.8% 25,204
10/01/15 10/06/15 5 Days YUM straddle -5.0% 25,135
09/28/15 10/05/15 7 Days VIX calendar 40.0% 25,257
08/26/15 10/02/15 37 Days SPX butterfly -30.4% 24,279
09/14/15 10/02/15 18 Days GOOG Iron Condor 25.1% 25,023
08/26/15 09/24/15 29 Days SPY/TLT combo 18.6% 24,459
09/21/15 09/22/15 1 Days SPX butterfly 22.0% 24,041
09/09/15 09/16/15 7 Days VIX calendar 40.0% 23,548
08/31/15 09/15/15 15 Days SPX Iron Condor 20.5% 22,650
08/02/15 09/15/15 44 Days VIX calendar -7.9% 22,189
09/02/15 09/09/15 7 Days LULU straddle -4.1% 22,369
08/05/15 08/27/15 22 Days SPX calendar -60.0% 22,449
08/04/15 08/27/15 23 Days SPY/TLT combo -23.9% 23,655
08/12/15 08/21/15 9 Days SPX butterfly 28.6% 24,135
08/10/15 08/20/15 10 Days CRM calendar 21.8% 23,561
08/19/15 08/19/15 0 Days QIHU straddle 22.9% 23,122
08/13/15 08/17/15 4 Days HD straddle 12.0% 22,662
08/03/15 08/11/15 8 Days BABA calendar 20.9% 22,421
07/30/15 08/05/15 6 Days SPX calendar 25.0% 22,001
07/24/15 08/04/15 11 Days PCLN calendar 12.9% 21,499
07/06/15 08/03/15 28 Days TSLA calendar 40.7% 21,239
07/28/15 08/03/15 6 Days RL straddle 16.5% 20,421
07/15/15 07/30/15 5 Days LNKD calendar -8.7% 20,097
07/14/15 07/29/15 15 Days FB calendar 3.8% 20,268
07/22/15 07/27/15 5 Days BIDU calendar -8.5% 20,194
07/10/15 07/23/15 13 Days AMZN calendar 7.4% 20,361
07/13/15 07/22/15 9 Days FFIV calendar 12.7% 20,215
07/06/15 07/21/15 15 Days CMG calendar -13.4% 19,966
05/11/15 07/20/15 70 Days AAPL calendar -22.3% 20,229
07/07/15 07/15/15 8 Days GOOG calendar 41.9% 20,667
06/30/15 07/14/15 14 Days SPX butterfly -13.4% 19,844
06/30/15 07/13/15 13 Days VIX calendar 31.4% 20,107
05/12/15 07/06/15 55 Days SPY/TLT combo -8.2% 19,491
06/23/15 06/29/15 6 Days VIX calendar 65.5% 19,628
06/08/15 06/25/15 17 Days SPX butterfly 16.8% 18,537
06/15/15 06/23/15 8 Days MU straddle -3.2% 18,257
06/17/15 06/23/15 6 Days NKE straddle -1.8% 18,311
03/20/15 06/17/15 89 Days VIX calendar 1.5% 18,341
06/03/15 06/17/15 14 Days ORCL straddle 8.6% 18,316
06/05/15 06/16/15 11 Days FDX straddle -8.8% 18,172
06/05/15 06/15/15 10 Days NFLX calendar 21.4% 18,319
05/27/15 06/08/15 12 Days LULU calendar -2.1% 17,963
06/01/15 06/05/15 11 Days SPX butterfly 25.0% 17,998
05/22/15 06/02/15 11 Days GES straddle 2.3% 17,581
05/28/15 06/02/15 5 Days GOOG calendar 21.2% 17,543
05/13/15 06/01/15 19 Days SPX butterfly 9.4% 17,190
05/21/15 06/01/15 11 Days SPX calendar 25.0% 17,034
05/14/15 05/28/15 14 Days GME calendar 2.0% 16,648
05/22/15 05/26/15 4 Days VIX vertical 38.9% 16,617
05/18/15 05/20/15 2 Days SPX calendar 14.9% 16,017
05/13/15 05/20/15 7 Days BBY straddle 5.0% 15,787
04/30/15 05/12/15 12 Days SPY/TLT combo -21.6% 15,710
05/04/15 05/12/15 8 Days RL straddle -3.7% 16,043
04/30/15 05/06/15 6 Days PCLN calendar 21.9% 16,110
04/27/15 05/06/15 9 Days BABA calendar -7.0% 15,762
04/22/15 05/06/15 14 Days TSLA calendar 33.5% 15,870
04/10/15 04/30/15 20 Days LNKD calendar 8.8% 15,432
04/23/15 04/30/15 7 Days FSLR calendar -8.8% 15,317
04/23/15 04/30/15 7 Days GILD straddle 3.6% 15,432
04/23/15 04/29/15 6 Days VIX calendar 22.2% 15,385
04/14/15 04/23/15 9 Days AMZN calendar 20.4% 15,094
04/09/15 04/22/15 13 Days FB calendar 11.8% 14,827
04/07/15 04/22/15 15 Days FFIV calendar -11.8% 14,672
04/15/15 04/21/15 6 Days MSFT straddle 13.1% 14,827
04/20/15 04/21/15 1 Day GOOG calendar 37.0% 14,655
04/10/15 04/21/15 11 Days CMG calendar 20.0% 14,171
03/23/15 04/16/15 24 Days VIX backspread 2.6% 13,909
04/06/15 04/15/15 9 Days SNDK straddle 0.1% 13,875
03/06/15 04/13/15 38 Days SPY/TLT combo 17.4% 13,874
03/27/15 04/13/15 17 Days NFLX calendar 30.0% 13,646
03/24/15 04/10/15 17 Days RUT calendar 13.5% 13,254
03/27/15 03/31/15 4 Days MON strangle 6.7% 13,090
03/16/15 03/26/15 10 Days GME calendar 10.6% 13,009
03/19/15 03/25/15 6 Days LULU calendar 5.1% 12,880
03/16/15 03/19/15 3 Days TIF calendar 14.8% 12,818
03/09/15 03/19/15 10 Days NKE straddle 5.3% 12,639
03/06/15 03/17/15 11 Days SPY/TLT combo 11.2% 12,575
03/12/15 03/16/15 4 Days FDX straddle 16.6% 12,439
02/25/15 03/13/15 16 Days RUT calendar 10.0% 12,237
03/04/15 03/11/15 7 Days DG strangle -13.8% 12,116
03/03/15 03/10/15 7 Days SINA calendar -16.7% 12,284
01/27/15 03/06/15 38 Days SPY/TLT combo -40.7% 12,486
02/26/15 03/04/15 6 Days SINA straddle -13.8% 12,980
02/20/15 03/03/15 11 Days SINA calendar 45.2% 13,147
03/02/15 03/03/15 1 Days KR strangle 14.4% 12,599
02/09/15 03/03/15 22 Days RUT Iron Condor 17.4% 12,424
02/24/15 03/02/15 6 Days AZO calendar 7.8% 12,213
02/18/15 02/26/15 8 Days OVTI straddle 8.8% 12,126
02/05/15 02/18/15 13 Days SCTY calendar 1.3% 12,027
02/02/15 02/11/15 6 Days BIDU calendar -22.4% 12,012
02/05/15 02/11/15 6 Days WFM calendar 3.3% 12,264
01/28/15 02/11/15 14 Days TSLA calendar 28.1% 12,227
01/26/15 02/05/15 10 Days LNKD calendar 30.0% 11,911
02/02/15 02/05/15 3 Days EXPE straddle 0.7% 11,574
01/26/15 02/04/15 9 Days GMCR calendar 6.8% 11,566
11/26/14 02/04/15 70 Days VIX calendar 10.0% 11,489
01/27/15 02/03/15 7 Days RL straddle 13.8% 11,377
12/26/14 01/28/15 33 Days GOOG calendar 33.3% 11,239
01/06/15 01/28/15 22 Days FB calendar 15.0% 10,906
01/23/15 01/28/15 5 Days BABA calendar 26.3% 10,756
01/21/15 01/26/15 5 Days MSFT straddle -2.0% 10,501
12/29/14 01/26/15 28 Days SPY/TLT combo 15.0% 10,552
12/29/14 01/20/15 22 Days NFLX calendar 10.2% 10,367
18/12/14 01/20/15 33 Days RUT Iron Condor 19.3% 10,262
01/09/15 01/15/15 6 Days INTC straddle 6.8% 10,068

Entry Date Exit Date Held Trade P/L Portfolio Value
11/28/14 12/29/14 31 Days SPY/TLT combo 18.8% 22,379
12/08/14 12/12/14 4 Days NKE straddle 13.0% 21,977
12/04/14 12/10/14 6 Days SPX calendar -7.3% 21,699
12/03/14 12/08/14 5 Days AZO strangle 2.7% 21,855
12/01/14 12/03/14 2 Days GES straddle -4.1% 21,798
11/28/14 12/03/14 5 Days KR straddle 6.3% 21,885
11/26/14 12/01/14 5 Days OVTI straddle 17.6% 21,751
11/20/14 11/25/14 5 Days HPQ straddle -5.8% 21,384
11/10/14 11/19/14 9 Days GMCR calendar -9.5% 21,505
11/13/14 11/19/14 6 Days CRM calendar -7.2% 21,703
11/14/14 11/17/14 7 Days HD straddle 5.2% 21,853
11/03/14 11/13/14 10 Days SINA calendar -1.8% 21,744
11/11/14 11/13/14 2 Days CSCO straddle -4.9% 21,782
11/04/14 11/06/14 2 Days DIS straddle 0.6% 21,884
10/29/14 11/05/14 7 Days QCOM straddle -5.9% 21,871
10/22/14 11/05/14 14 Days TSLA calendar 30.8% 21,994
10/28/14 11/05/14 8 Days SCTY calendar 27.3% 21,353
10/27/14 10/30/14 3 Days EXPE straddle -16.2% 20,807
10/21/14 10/30/14 9 Days LNKD calendar 4.5% 21,131
10/21/14 10/30/14 9 Days V calendar -33.0% 21,041
10/24/14 10/29/14 5 Days MA straddle 4.1% 21,701
10/08/14 10/28/14 20 Days FB calendar 17.4% 21,619
10/16/14 10/23/14 7 Days AMZN calendar -8.5% 21,271
10/17/14 10/23/14 6 Days MSFT straddle -5.0% 21,441
10/13/14 10/22/14 9 Days VIX calendar 30.0% 21,541
10/03/14 10/20/14 17 Days CMG calendar 28.8% 20,941
09/30/14 10/15/14 15 Days NFLX calendar 20.2% 20,365
10/08/14 10/15/14 7 Days SNDK straddle 22.3% 19,961
09/09/14 10/13/14 34 Days VIX calendar -50.0% 19,515
05/19/14 10/13/14 147 Days VIX vertical 21.8% 20,515
09/30/14 10/07/14 7 Days YUM straddle 4.2% 20,079
08/20/14 09/25/14 36 Days NKE calendar -4.8% 19,998
09/16/14 09/22/14 6 Days BBBY straddle 1.8% 20,091
09/15/14 09/18/14 3 Days ORCL strangle 8.6% 20,056
08/29/14 09/17/14 19 Days RUT calendar -1.4% 19,890
08/19/14 09/15/14 27 Days AZO calendar 23.4% 19,917
09/05/14 09/10/14 5 Days LULU calendar -3.5% 19,465
09/04/14 09/10/14 15 Days LULU straddle -8.3% 19,532
05/13/14 09/04/14 114 Days VIX calendar 21.6% 19,693
08/28/14 09/03/14 6 Days CIEN straddle -2.9% 19,275
08/13/14 08/28/14 15 Days RUT calendar 16.2% 19,715
08/18/14 08/26/14 8 Days TIF calendar -15.2% 19,004
08/21/14 08/26/14 5 Days GES straddle 17.0% 19,314
08/14/14 08/19/14 5 Days TGT straddle 5.0% 18,968
08/12/14 08/18/14 6 Days HD straddle -9.4% 18,866
08/12/14 08/15/14 3 Days CSCO straddle -14.3% 19,057
08/07/14 08/13/14 6 Days WMT strangle -21.9% 19,348
08/06/14 08/12/14 6 Days CREE strangle -2.0% 19,7794
07/02/14 08/11/14 40 Days RUT calendar -38.5% 19,835
07/30/14 08/05/14 6 Days RL straddle 4.4% 20,619
07/31/14 08/05/14 5 Days DIS straddle 10.1% 20,529
07/17/14 07/31/14 14 Days TSLA calendar 36.8% 20,359
07/28/14 07/30/14 2 Days MA straddle -4.4% 19,737
07/24/14 07/30/14 6 Days XOM straddle 1.6% 19,811
07/28/14 07/30/14 2 Days EXPE straddle 16.6% 19,784
07/24/14 07/28/14 4 Days WYNN straddle 4.1% 19,504
07/18/14 07/24/14 6 Days AMZN calendar 12.5% 19,435
07/18/14 07/24/14 6 Days SBUX straddle 2.7% 19,223
07/17/14 07/24/14 7 Days FFIV calendar 22.6% 19,178
07/16/14 07/23/14 7 Days QCOM straddle 11.8% 18,796
07/01/14 07/21/14 20 Days NFLX calendar 30.1% 18,597
07/03/14 07/17/14 14 Days GOOG calendar 32.5% 18,008
06/24/14 07/17/14 23 Days MSFT straddle 35.4% 17,539
06/20/14 07/16/14 26 Days INTC straddle 0.6% 16,941
05/28/14 07/08/14 41 Days SPY calendar 5.9% 16,993
06/25/14 07/01/14 6 Days RUT calendar -3.7% 16,834
06/16/14 06/26/14 10 Days NKE straddle 10.0% 16,891
06/24/14 06/25/14 1 Days RUT calendar -8.0% 16,730
06/17/14 06/23/14 6 Days RUT calendar 14.7% 16,859
05/05/14 06/20/14 46 Days CSCO straddle -4.4% 16,621
06/05/14 06/19/14 11 Days ORCL straddle 6.1% 16,693
06/12/14 06/18/14 11 Days KR strangle -3.6% 16,594
06/12/14 06/17/14 11 Days FDX calendar -4.9% 16,652
06/09/14 06/13/14 4 Days RUT calendar -3.4% 16,731
05/29/14 06/11/14 13 Days LULU calendar 25.0% 16,786
06/02/14 06/09/14 7 Days RUT calendar -7.7%% 16,382
05/27/14 06/05/14 9 Days SPX calendar 10.0% 16,507
05/28/14 06/02/14 5 Days DG straddle 10.9% 16,345
05/21/14 05/28/14 7 Days COST straddle -11.0% 16,172
05/19/14 05/27/14 8 Days SPX calendar -20.8% 16,346
05/20/14 05/23/14 3 Days AZO strangle -5.3% 16,676
05/15/14 05/20/14 5 Days TIF calendar -5.5% 16,760
05/15/14 05/20/14 5 Days TGT straddle 4.5% 16,847
04/01/14 05/15/14 44 Days SPY calendar 18.4% 16,776
05/07/14 05/14/14 7 Days WMT straddle -6.0% 16,487
05/02/14 05/13/14 11 Days AZO calendar 11.7% 16,582
04/30/14 05/08/14 8 Days RL straddle 12.0% 16,397
04/25/14 05/06/14 11 Days TSLA calendar 26.1% 16,207
05/01/14 05/06/14 5 Days WFM straddle 0.6% 15,794
04/24/14 05/01/14 7 Days EXPE straddle -3.8% 15,784
04/23/14 04/29/14 6 Days EBAY straddle 2.8% 15,839
04/25/14 04/29/14 4 Days XOM straddle 16.3% 15,799
04/22/14 04/24/14 2 Days MSFT straddle 8.4% 15,562
04/01/14 04/23/14 22 Days AAPL calendar -16.7% 15,440
04/17/14 04/23/14 6 Days FB calendar 16.4% 15,683
04/15/14 04/23/14 11 Days QCOM straddle -14.5% 15,445
04/11/14 04/22/14 11 Days YUM straddle -5.4% 15,655
04/03/14 04/21/14 18 Days NFLX calendar 16.1% 15,733
04/02/14 04/16/14 14 Days CMG calendar 24.1% 15,500
04/10/14 04/15/14 5 Days INTC straddle 2.6% 15,150
04/09/14 04/10/14 1 Days WFC straddle 2.4% 15,113
04/03/14 04/09/14 6 Days BBBY straddle 8.2% 15,078
04/03/14 04/07/14 4 Days INTC straddle 15.2% 14,959
03/04/14 04/01/14 28 Days RUT Iron Condor 21.3% 14,738
03/28/14 04/01/14 4 Days MON strangle -5.8% 14,429
03/24/14 03/26/14 2 Days ACN calendar 0.7% 14,505
03/11/14 03/20/14 9 Days TIF calendar 30.6% 14,496
03/11/14 03/19/14 12 Days NKE straddle 2.0% 14,095
03/07/14 03/18/14 11 Days FDX calendar 5.3% 14,069
03/13/14 03/18/14 5 Days ORCL straddle 10.3% 14,000
03/05/14 03/13/14 8 Days RUT calendar 12.1% 13,865
03/06/14 03/12/14 6 Days DG straddle -21.5% 13,706
02/20/14 03/10/14 18 Days AAPL calendar 20.5% 13,988
02/27/14 03/06/14 7 Days JOY calendar 6.7% 13,720
02/28/14 03/05/14 5 Days COST straddle -6.6% 13,632
02/28/14 03/04/14 4 Days KR straddle 12.2% 13,718
02/26/14 03/04/14 6 Days AZO calendar 15.4% 13,558
02/25/14 03/03/14 6 Days RUT calendar 21.2% 13,357
02/20/14 02/26/14 6 Days BIDU calendar 25.2% 13,096
02/03/14 02/24/14 21 Days RUT Iron Condor -31.8% 12,786
02/14/14 02/24/14 10 Days HD straddle 5.3% 13,177
02/11/14 02/19/14 8 Days WMT straddle -4.5% 13,112
02/05/14 02/19/14 14 Days TSLA calendar 26.2% 13,167
02/10/14 02/18/14 8 Days CF calendar -23.7% 12,845
02/06/14 02/12/14 6 Days APA straddle 5.5% 13,137
02/06/14 02/12/14 6 Days CSCO straddle 2.7% 13,069
01/27/14 02/05/14 9 Days GMCR calendar 33.3% 13,036
12/26/13 02/03/14 39 Days RUT Iron Condor -23.3% 12,627
01/30/14 02/03/14 4 Days CF calendar 62.0% 12,913
01/27/14 01/31/14 4 Days YUM straddle 17.9% 12,293
01/29/14 01/30/14 13 Days GOOG calendar 50.0% 12,114
01/17/14 01/30/14 13 Days AMZN calendar 48.5% 11,614
01/27/14 01/29/14 2 Days CMG calendar 25.0% 11,129
01/21/14 01/29/14 8 Days QCOM straddle 13.7% 10,879
01/23/14 01/29/14 6 Days V calendar 18.1% 10,742
01/14/14 01/27/14 13 Days RUT calendar -4.2% 10,561
01/24/14 01/27/14 3 Days MA straddle 15.2% 10,603
01/16/14 01/23/14 7 Days SBUX straddle 4.4% 10,451
01/15/14 01/22/14 7 Days SPY calendar 2.7% 10,407
01/15/14 01/22/14 7 Days FFIV calendar 20.6% 10,380
01/15/14 01/21/14 6 Days NFLX (half position) 30.0% 10,174
10/13/13 01/18/14 97 Days IBM calendar -19.4% 10,024
01/06/14 01/15/14 9 Days SPY calendar -13.4% 10,218
01/13/14 01/15/14 2 Days C straddle -2.6% 10,352
01/09/14 01/14/14 5 Days INTC straddle 11.3% 10,378
01/09/14 01/13/14 4 Days WFC straddle -2.5% 10,265
12/30/13 01/08/14 9 Days BBBY straddle -2.7% 10,290
01/04/14 01/07/14 3 Days MON straddle -11.5% 10,317
12/24/13 01/06/14 13 Days RUT calendar 21.8% 10,432
12/30/13 01/03/14 4 Days SPY calendar 21.4% 10,214

Entry Date Exit Date Held Trade P/L Portfolio Value
12/26/13 12/31/13 5 Days VIX calendar 46.7% 16,593
12/11/13 12/23/13 12 Days RUT Iron Condor -27.4% 15,853
12/10/13 12/16/13 6 Days ACN straddle -9.0% 16,299
09/27/13 12/12/13 76 Days VIX calendar -12.5% 16,448
11/11/13 12/11/13 30 Days RUT Iron Condor 22.1% 16,656
11/25/13 12/11/13 16 Days RUT calendar 10.5% 16,296
12/04/13 12/09/13 5 Days AZO strangle 13.5% 16,126
12/05/13 12/09/13 4 Days SPY backspread 1.1% 15,911
11/25/13 12/05/13 10 Days DMND straddle -6.5% 15,894
10/21/13 12/03/13 43 Days VIX calendar 25.0% 15,998
11/21/13 11/29/13 8 Days AAPL calendar -48.8% 15,608
11/21/13 11/25/13 4 Days TIF strangle 2.1% 16,409
11/14/13 11/21/13 7 Days GPS straddle -12.9% 16,374
11/13/13 11/21/13 8 Days AAPL calendar -11.4% 16,588
11/18/13 11/20/13 2 Days TGT straddle -4.7% 16,779
11/13/13 11/14/13 1 Days HD straddle 20.0% 16,859
11/06/13 11/13/13 7 Days AAPL calendar 16.4% 16,528
11/07/13 11/08/13 1 Days SINA calendar 24.2% 16,261
10/31/13 11/06/13 6 Days QCOM straddle -4.1% 15,877
10/31/13 11/06/13 6 Days CF calendar 18.0% 15,941
10/31/13 11/06/13 4 Days RUT calendar -25.1% 15,661
11/01/13 11/05/13 4 Days TSLA calendar 23.2% 16,064
10/29/13 11/05/13 7 Days RL straddle 10.3% 15,700
10/22/13 10/30/13 8 Days RUT calendar -5.4% 15,540
10/02/13 10/30/13 28 Days RUT Iron Condor -6.0% 15,624
10/22/13 10/30/13 8 Days SBUX straddle 5.6% 15,718
10/17/13 10/23/13 6 Days FFIV calendar 21.8% 15,631
10/18/13 10/22/13 4 Days CAT straddle 11.3% 15,297
10/09/13 10/18/13 9 Days RUT calendar -75.5% 15,126
08/28/13 10/18/13 51 Days RUT Iron Condor -32.9% 16,362
09/13/13 10/18/13 35 Days AAPL calendar -39.9% 16,918
10/15/13 10/17/13 2 Days GOOG calendar -6.7% 17,621
10/11/13 10/16/13 5 Days SNDK straddle 0.5% 17,740
10/09/13 10/16/13 7 Days GS straddle -22.2% 17,731
08/09/13 10/10/13 62 Days IBM calendar -24.6% 18,134
10/02/13 10/08/13 6 Days YUM straddle 11.7% 18,591
09/30/13 10/08/13 8 Days COST straddle -2.7% 18,376
09/23/13 10/01/13 8 Days RUT calendar 25.5% 18,426
09/25/13 10/01/13 6 Days MON straddle -3.6% 17,968
09/25/13 09/30/13 5 Days WAG straddle 1.8% 18,033
09/24/13 09/30/13 6 Days PAYX straddle 14.3% 18,000
09/19/13 09/26/13 7 Days NKE straddle 10.7% 17,746
09/19/13 09/25/13 6 Days ACN straddle 21.2% 17,559
09/18/13 09/24/13 6 Days AZO strangle -16.4% 17,194
09/18/13 09/23/13 5 Days RUT calendar 14.4% 17,481
06/28/13 09/20/13 84 Days RUT Iron Condor -27.6% 17,233
07/01/13 09/18/13 79 Days VIX butterfly -100.0% 17,722
09/12/13 09/17/13 5 Days ADBE straddle -1.7% 19,691
09/10/13 09/16/13 6 Days RUT calendar 20.5% 19,724
09/13/13 09/16/13 3 Days FDX straddle 11.4% 19,328
09/05/13 09/12/13 7 Days ULTA straddle 1.8% 19,110
09/03/13 09/11/13 8 Days KR straddle 2.2% 19,076
09/05/13 09/11/13 6 Days LULU calendar 5.8% 19,034
08/30/13 09/05/13 6 Days PAY straddle 7.0% 18,924
08/29/13 09/03/13 5 Days DG straddle -2.0% 18,793
08/23/13 08/29/13 7 Days CRM straddle 2.7% 18,830
08/22/13 08/28/13 6 Days JOY calendar 24.0% 18,780
08/14/13 08/28/13 14 Days GS calendar -29.7% 18,340
08/16/13 08/22/13 6 Days GPS strangle 11.6% 18,901
08/14/13 08/20/13 6 Days TGT straddle 7.9% 18,684
08/08/13 08/16/13 8 Days RUT calendar -8.0% 18,538
08/14/13 08/15/13 1 Days HD straddle 15.6% 18,687
08/06/13 08/14/13 8 Days WMT straddle 2.6% 18,400
08/09/13 08/13/13 5 Days CREE straddle -9.3% 18,352
07/31/13 08/07/13 5 Days RIG straddle 3.1% 18,525
08/01/13 08/06/13 5 Days RL straddle 1.0% 18,468
08/01/13 08/02/13 1 Days PCLN calendar 42.7% 18,449
07/30/13 08/01/13 2 Days CVX straddle -7.0% 17,694
07/25/13 08/01/13 7 Days LNKD calendar 40.4% 17,818
07/24/13 07/31/13 7 Days RUT calendar 35.4% 17,126
07/24/13 07/30/13 6 Days GRMN straddle -4.6% 16,541
07/25/13 07/30/13 5 Days MA calendar 27.0% 16,617
07/26/13 07/29/13 3 Days ESRX straddle 4.8% 16,180
07/19/13 07/25/13 5 Days AMZN calendar 22.7% 16,103
07/22/13 07/24/13 2 Days V straddle -8.3% 15,746
07/17/13 07/24/13 7 Days QCOM straddle 13.2% 15,877
07/22/13 07/24/13 2 Days FFIV calendar 25.0% 15,671
07/12/13 07/24/13 12 Days RUT calendar 15.9% 15,288
05/31/13 07/23/13 54 Days AAPL calendar -35.0% 15,049
07/16/13 07/22/13 6 Days NFLX calendar 32.5% 15,595
07/12/13 07/18/13 6 Days CMG straddle -18.3% 15,104
07/10/13 07/17/13 7 Days SNDK straddle -19.5% 15,386
07/11/13 07/12/13 1 Days C straddle -4.9% 15,692
07/09/13 07/11/13 2 Days JPM straddle -2.8% 15,769
05/15/13 07/11/13 57 Days VXX diagonal -15.4% 15,813
07/02/13 07/10/13 8 Days YUM straddle 16.9% 16,060
07/03/13 07/08/13 5 Days JPM straddle 21.4% 15,794
06/26/13 07/01/13 5 Days STZ strangle 2.2% 15,463
06/19/13 06/27/13 8 Days NKE straddle 20.6% 15,429
06/05/13 06/26/13 21 Days RUT Iron Condor 20.2% 15,117
06/20/13 06/26/13 6 Days BBBY straddle 0.8% 14,818
06/13/13 06/25/13 12 Days VIX calendar 20.0% 14,806
06/13/13 06/19/13 6 Days KR straddle -9.7% 14,516
06/13/13 06/18/13 5 Days ADBE straddle -3.5% 14,658
05/10/13 06/12/13 33 Days VIX calendar 16.3% 14,709
06/04/13 06/10/13 6 Days LULU straddle -8.7% 14,474
06/03/13 06/10/13 7 Days DMND straddle 9.4% 14,601
05/13/13 06/07/13 25 Days IBM calendar 18.3% 14,465
05/28/13 06/05/13 8 Days CIEN straddle 1.6% 14,205
05/22/13 06/03/13 12 Days RUT calendar 12.9% 14,182
05/28/13 06/03/13 6 Days DG straddle 6.8% 14,001
05/24/13 05/29/13 5 Days JOY straddle -2.9% 13,907
05/17/13 05/23/13 6 Days CRM straddle 10.0% 13,947
05/20/13 05/23/13 7 Days GPS straddle -4.6% 13,809
05/17/13 05/20/13 3 Days AZO strangle -14.8% 13,873
05/13/13 05/20/13 7 Days HD strangle -9.9% 14,081
05/10/13 05/16/13 6 Days ADSK straddle -8.7% 14,222
05/09/13 05/15/13 7 Days CSCO straddle -7.7% 14,347
04/15/13 05/15/13 30 Days VXX put 0.7% 14,458
05/02/13 05/09/13 7 Days PCLN calendar -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 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 calendar 32.8% 14,528
04/23/13 05/01/13 8 Days V straddle 5.7% 14,067
04/24/13 04/29/13 5 Days RVBD straddle 10.4% 13,987
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
04/18/13 04/22/13 4 Days NFLX calendar 17.6% 13,397
03/26/13 04/18/13 23 Days IBM 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 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 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 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 calendar -9.1% 10,408
03/06/13 03/07/13 1 Days FNSR straddle 24.2% 10,504
02/27/13 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 calendar 30.0% 10,165
02/21/13 02/28/13 7 Days CRM 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 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 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
02/06/13 02/08/13 2 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 02/06/13 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 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 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 calendar 26.2% 9,366
12/10/12 01/17/13 40 Days RUT butterfly -56.8% 9,127
01/07/13 01/17/13 6 Days IBM 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 calendar -7.3% 9,797
01/02/13 01/03/13 1 Days MOS straddle -13.1% 9,869

Entry Date Exit Date Held 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
10/26/12 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 07/24/12 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

Entry Date Exit Date Held Trade P/L Portfolio Value
12/13/11 12/20/11 7 days WAG strangle 0.1% 31,556
12/13/11 12/15/11 2 days ADBE strangle -11.6% 31,553
12/12/11 12/20/11 8 days NKE strangle -6.9% 31,923
11/30/11 12/14/11 14 days FDX RIC 26.9% 32,145
12/05/11 12/12/11 7 days BBY strangle 2.2% 31,303
12/02/11 12/15/11 13 days RIMM strangle 7.2% 31,234
11/30/11 12/05/11 5 days AZO RIC 20.0% 31,011
11/30/11 12/07/11 7 days CIEN strangle -19.7% 30,403
11/22/11 11/28/11 6 days TIF strangle 10.3% 31,014
11/22/11 11/30/11 8 days LULU strangle -3.4% 30,697
11/22/11 11/29/11 7 days OTVI strangle -9.0% 30,802
11/17/11 11/21/11 4 days HPQ strangle 6.1% 31,082
11/15/11 11/18/11 3 days GES strangle 28.5% 30,893
11/15/11 11/16/11 1 days YOKU strangle -8.0% 30,037
11/14/11 11/17/11 3 days CRM strangle 4.3% 30,280
11/11/11 11/18/11 7 days ARUN strangle 0.2% 30,150
11/09/11 11/15/11 6 days ADSK strangle -14.0% 30,144
11/09/11 11/16/11 7 days NTAP strangle -19.2% 30,572
11/08/11 11/09/11 1 days ADSK strangle 35.7% 31,170
11/07/11 11/11/11 4 days CTRP strangle -15.4% 30,096
11/03/11 11/07/11 4 days FOSL strangle -11.9% 30,567
11/03/11 11/09/11 6 days GMCR strangle 8.6% 30,935
11/03/11 11/08/11 5 days SINA strangle -27.4% 30,671
11/02/11 11/03/11 1 days FSLR strangle -27.3% 31,535
11/02/11 11/10/11 8 days DIS strangle -18.0% 32,420
10/31/11 11/02/11 2 days FLR strangle 5.2% 33,014
10/28/11 11/03/11 6 days HANS strangle 11.1% 32,844
10/27/11 11/01/11 5 days JDSU strangle 14.1% 32,483
10/27/11 11/02/11 6 days FSLR strangle 1.3% 32,031
10/27/11 10/27/11 0 days FSLR strangle 103.8% 31,990
10/26/11 11/01/11 6 days CF strangle 1.6% 28,981
10/26/11 10/27/11 1 days JDSU strangle 31.6% 28,935
10/25/11 11/02/11 8 days VCLK strangle 27.4% 28,049
10/24/11 10/27/11 3 days BIDU strangle 51.1% 27,301
10/24/11 10/27/11 3 days LVS strangle 12.9% 25,974
10/21/11 10/25/11 4 days AMZN strangle -13.2% 25,643
10/20/11 10/24/11 4 days FFIV strangle 42.6% 25,986
10/20/11 10/24/11 4 days NFLX strangle 27.2% 24,924
10/19/11 10/26/11 7 days AKAM strangle -15.5% 24,264
10/18/11 10/25/11 7 days BRCM strangle -3.0% 24,646
10/14/11 10/18/11 4 days JNPR strangle 9.8% 24,720
10/14/11 10/18/11 4 days AAPL strangle -13.3% 24,480
10/12/11 10/20/11 8 days SNDK strangle -33.8% 24,810
10/11/11 10/14/11 3 days AAPL strangle 31.0% 25,678
10/10/11 10/18/11 8 days APOL strangle -33.2% 24,906
10/10/11 10/14/11 4 days HOG strangle 61.0% 25,761
10/07/11 10/12/11 5 days JPM strangle -11.0% 24,280
10/06/11 10/07/11 1 days CREE strangle 49.7% 24,550
10/05/11 10/19/11 14 days RVBD strangle 0.7% 23,388
09/28/11 09/30/11 2 days AAPL strangle 54.3% 23,372
09/20/11 09/27/11 7 days JBL strangle -2.5% 22,168
09/14/11 09/21/11 7 days BBBY strangle -14.0% 22,223
09/07/11 09/27/11 20 Days ADBE strangle 5.1% 22,539
09/06/11 09/19/11 13 Days NKE strangle 41.9% 22,467
09/02/11 09/26/11 24 Days WAG strangle -17.8% 21,563
08/29/11 09/15/11 17 Days RIMM strangle -31.8% 21,954
08/26/11 09/12/11 17 Days BBY strangle -39.6% 22,675
08/23/11 08/31/11 8 Days CIEN strangle 7.1% 23,610
08/22/11 08/25/11 3 Days JOYG strangle -4.7% 23,444
08/19/11 08/25/11 7 Days TIF strangle -4.5% 23,554
08/19/11 08/25/11 7 Days ARUN strangle 6.3% 23,661
08/11/11 08/16/11 5 Days ANF strangle -36.9% 23,513
08/09/11 08/20/11 11 Days HPQ strangle -33.1% 24,414
08/09/11 08/20/11 11 Days CRM strangle 41.5% 25,249
08/09/11 08/17/11 8 Days NTAP strangle 19.0% 24,243
08/03/11 08/08/11 5 Days DIS strangle 107.1% 23,791
08/03/11 08/08/11 5 Days HPQ strangle 109.7% 21,490
08/03/11 08/08/11 5 Days CRM strangle 101.7% 19,365
08/03/11 08/08/11 5 Days NTAP strangle 104.5% 17,578
07/27/11 08/03/11 7 Days GRMN strangle 20.1% 15,915
07/27/11 08/03/11 7 Days DNDN strangle 82.3% 15,601
07/27/11 08/04/11 8 Days CF strangle 19.0% 14,415
07/27/11 08/08/11 12 Days RL strangle 124.2% 14,146
07/26/11 08/02/11 5 Days CSTR strangle -2.4% 12,583
07/26/11 07/27/11 1 Days CME strangle 3.9% 12,613
07/21/11 07/25/11 4 Days CMI strangle -8.0% 12,564
07/21/11 07/25/11 4 Days NFLX strangle -19.5% 12,666
07/21/11 07/26/11 5 Days AMZN strangle -3.1% 12,918
07/21/11 07/26/11 5 Days LVS strangle -32.9% 12,958
07/20/11 08/02/11 13 Days MA strangle 8.0% 13,399
07/20/11 07/27/11 7 Days GMCR strangle 17.7% 13,292
07/20/11 07/26/11 6 Days FSLR strangle 0.5% 13,061
07/19/11 07/27/11 8 Days AKAM strangle 6.1% 13,055
07/18/11 07/19/11 1 Days VMW strangle 9.8% 12,975
07/14/11 07/20/11 6 Days FFIV strangle 13.8% 12,849
07/14/11 07/18/11 4 Days AAPL strangle 102.1% 12,675
07/13/11 07/19/11 6 Days ISRG strangle 22.2% 11,500
07/13/11 07/14/11 1 Days C strangle -14.0% 11,251
07/05/11 07/14/11 9 Days GOOG strangle -32.2% 11,410
06/29/11 07/05/11 6 Days GOOG strangle 179.0% 11,790