Performance

Monthly Results

YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
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%-27.0%

Returns are on the whole account based on 10% allocation, compounded and exclude commissions.

YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
20121.0%1.3%-0.4%5.1%-2.1%1.5%3.1%-0.4%1.2%-0.5%1.8%0.6%12.3%
20138.4%2.6%5.4%1.1%-2.6%2.8%3.8%-6.4%6.3%8.0%-1.1%2.9%31.2%
2014-3.7%1.6%0.8%-0.9%0.9%1.9%-1.4%3.6%-1.9%0.2%3.2%0.9%5.1%
2015-0.8%1.7%-0.5%0.0%0.0%-1.7%0.1%-0.1%-1.6%0.6%0.0%-1.8%-4.2%
20160.6%1.6%2.2%0.8%5.2%

Returns are on the whole account, compounded and include commissions.

YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
20125.4%4.9%5.0%-1.4%13.9%
2013-0.7%2.8%3.4%4.0%2.6%-0.2%2.7%3.8%3.6%2.7%3.1%1.6%29.4%
20141.3%-4.5%-4.8%2.1%-1.2%0.3%-3.0%4.3%1.9%-8.4%-5.7%2.8%-14.9%
2015-2.5%7.5%5.8%6.2%6.7%7.9%4.8%6.9%-6.1%5.2%-0.8%5.1%46.7%
2016-4.0%-7.0%2.1%-3.5%5.2%-7.2%

Returns are on the whole account, non-compounded and include commissions.

YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2014-1.5%1.5%0.1%1.1%1.6%2.3%-1.0%1.9%-1.5%2.0%2.4%-0.5%8.4%
20151.6%1.1%0.4%-1.6%0.1%-1.8%1.6%-4.3%-0.9%0.9%0.3%-1.1%-3.9%
2016-1.2%0.6%-0.3%-0.3%-1.2%

Returns are on the whole account, compounded and include commissions.

All returns are based on real fills.


SteadyOptions Key Statistics

  2016 Since Inception
Total Trades 42 869
Average Trades per Month 10.5 15.2
Average Number of Open Positions 5.1 4.9
Winning Ratio 52.4% 62.1%
Average Days per Trade 15.8 9.4
Average % Return per Trade -7.3% 5.8%
Average Gain per Winning Trade 20.7% 17.0%
Average Loss per Losing Trade -38.1% -12.6%
Non-compounded Account Return (10% allocation) -27.4% 448.4%

Comments:

  • Our track record is based on real fills, not hypothetical performance.
  • The returns exclude commissions since those vary between brokers.
  • Past performance is no guarantee of future performance. Your results may vary.
  • The model portfolio is based on a starting value of $10,000 and an allocation of 10% per trade, compounded monthly.
  • Maximum of 6 trades are open at any given time with average of 5 trades.
  • We use a Total Portfolio approach for performance calculation.
  • This approach reflects the growth of the entire account even though we never have more than 60% of our capital at risk.
  • The ROI (return on capital) is much higher than the model portfolio return due to the high cash reserve we keep.
  • Performance returns are based on the entire portfolio, not just what was at risk.

SteadyOptions Trades

Entry Date Exit Date Held Trade P/L Portfolio Value
04/25/16 05/04/16 9 Days BABA calendar 15.0% 7,418
03/08/16 05/03/16 56 Days RUT BWC 2.4% 7,309
04/28/16 04/29/16 1 Days LNKD reverse IC 1/2 position -100.0% 7,290
04/28/16 04/29/16 1 Days AMZN reverse IC 1/2 position 36.1% 7,682
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% 8,645
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% 9,442
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
12/29/11 01/04/12 6 days MON strangle 15.1% 32,032
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
08/0311 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