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Performance


SteadyOptions Monthly Returns

YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2011      31.8%101.8%-3.2%41.5%-0.5%2.3%173.7%
20122.4%15.1%5.8%-4.3%27.5%10.2%41.1%16.9%3.6%-11.5%13.4%1.4%121.6%
20133.1%3.7%17.8%29.1%0.0%14.3%15.0%12.6%-5.8%-12.2%2.5%9.6%89.7%
201433.1%12.3%14.7%11.9%2.7%5.7%28.8%-6.6%3.6%5.1%4.4%5.7%121.4%
201517.2%10.5%10.7%24.1%12.2%24.1%4.2%14.7%12.1%25.7%-3.1%6.3%158.7%
201615.5%15.5%

Returns are on the whole account, non-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%0.6%

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%-4.0%

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%-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 9 836
Average Trades per Month 9.0 15.2
Average Number of Open Positions 5.1 4.9
Winning Ratio 77.8% 62.1%
Average Days per Trade 6.7 9.4
Average % Return per Trade 11.8% 5.8%
Average Gain per Winning Trade 22.8% 17.0%
Average Loss per Losing Trade -26.6% -12.6%
Non-compounded Account Return based on 10% allocation 10.6% 486.4%
Non-compounded ROI based on maximum capital on risk 17.7% 810.8%


Comments:




2016 SteadyOptions Trades


Entry Date Exit Date Held Trade P/L Portfolio Value
01/28/15 01/29/16 1 Days AMZN reverse IC 21.2% 11,062
01/26/15 01/27/16 1 Days GILD straddle 13.7% 10,850
01/04/15 01/23/16 19 Days NFLX reverse IC -46.9% 10,713
01/04/15 01/23/16 19 Days SPY/TLT combo -6.2% 11,182
01/08/15 01/13/16 5 Days SPX butterfly 34.0% 11,244
01/13/15 01/13/16 0 Day INTC straddle 11.1% 10,904
01/07/15 01/08/16 1 Day SPX butterfly 26.7% 10,793
01/05/15 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.