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Performance


SteadyOptions Monthly Returns

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.


Anchor Trades Monthly Returns

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%

Steady Condors Monthly Returns

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%

LC Diversified Monthly Returns

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%

All returns are on the whole account, based on real fills and include commissions except where indicated.



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 based on 10% allocation -27.4% 448.4%


Comments:




2016 SteadyOptions Trades


Entry Date Exit Date Held Trade P/L Portfolio Value
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

Detailed performance figures for past years is available: 2015, 2014, 2013, 2012, 2011.