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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 monthly and based on real trades. How We Calculate Returns?

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Steady Options
Anchor Trades
Simple Spreads
Steady Collars
SteadyVIX
SteadyYields

SteadyOptions Monthly Results

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Annual
2011							21.2%	67.9%	-2.1%	27.7%	-0.3%	1.5%	157.2%
2012	3.6%	11.9%	4.8%	-1.3%	16.6%	6.4%	27.1%	12.7%	4.6%	-6.4%	10.0%	1.6%	133.2%
2013	0.1%	2.5%	12.6%	20.3%	0.1%	10.5%	10.8%	9.7%	-3.7%	-14.3%	0.7%	6.4%	65.2%
2014	22.9%	7.7%	10.9%	9.1%	2.1%	4.5%	20.1%	-4.9%	3.5%	4.1%	2.9%	4.7%	126.5%
2015	12.4%	8.0%	8.0%	18.0%	8.4%	18.1%	2.3%	11.7%	8.9%	18.2%	-2.8%	6.1%	200.6%
2016	10.6%	-22.4%	-7.9%	-7.7%	0.1%	14.0%	2.5%	4.0%	13.5%	22.9%	8.9%	3.3%	40.1%
2017	9.5%	9.3%	0.1%	7.5%	9.4%	9.2%	4.3%	9.4%	3.6%	14.5%	14.0%	13.5%	169.1%
2018	14.1%	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%
2020	25.2%	26.6%	3.3%	2.1%	4.5%	14.7%	-1.7%	12.3%	-4.6%	0.1%	6.7%	-3.6%	117.1%
2021	6.5%	2.4%	10.9%	2.9%	14.5%	3.1%	20.0%	3.1%	-1.1%	24.8%	26.4%	6.1%	201.0%
2022	5.7%	-2.2%	6.7%	4.8%	13.2%	3.9%	2.5%	10.9%	1.7%	2.5%	14.8%	2.9%	90.5%
2023	1.4%	-0.1%	7.2%	6.3%	13.6%	6.9%	5.8%	13.3%	-1.2%	7.5%	12.2%	5.8%	112.2%
2024	12.7%	10.5%	12.4%	4.6%	0.4%	8.5%	8.7%	16.0%					101.1%

SteadyOptions Compounded Annual Growth Rate:	127.5%

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

Anchor Monthly Results

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Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Annual
2019	7.7%	4.4%	1.5%	5.5%	-7.8%	7.8%	1.6%	-2.5%	2.9%	1.6%	4.5%	6.9%	38.4%
2020	0.8%	-5.8%	-0.6%	3.7%	2.8%	1.6%	7.4%	10.7%	-5.7%	-1.1%	10.0%	5.8%	31.7%
2021	1.0%	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%
2023	3.3%	-7.4%	7.8%	2.8%	1.4%	5.9%	5.3%	-2.9%	-2.3%	-2.1%	6.2%	11.5%	31.9%
2024	0.3%	8.1%	4.9%	-7.6%	7.3%	6.1%	0.2%						20.1%

Leveraged Anchor Compounded Annual Growth Rate:	20.1%

Leveraged Anchor includes SPY only and based on Mark to Market

Simple Spreads Monthly Results

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Annual
2021	1.5%	5.6%	3.9%	0.9%	-5.2%	0.1%	-1.2%	1.4%	0.5%	-7.3%	0.2%	0.0%	0.4%
2022	8.2%	-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%
2024	0.0%	7.1%	0.0%	0.0%	6.5%	5.9%	7.4%	-4.7%					23.6%

Simple Spreads Compounded Annual Growth Rate:	5.0%

Simple Spreads Returns exclude commissions.

Steady Collars Monthly Results

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Annual
2023										-8.4%	12.2%	4.8%	7.7%
2024	-10.8%	9.8%	14.8%	-7.4%	0.0%	1.0%	0.0%						5.3%

Steady Collars Compounded Annual Growth Rate:	21.9%

Steady Collars Returns include commissions and based on Mark to Market

SteadyVIX Monthly Results

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Annual
2022												5.7%	5.7%
2023	5.3%	0.9%	-0.1%	2.5%	5.9%	3.8%	4.7%	4.0%	-2.6%	2.3%	7.5%	2.1%	42.4%
2024	5.1%	5.7%	4.8%	-0.2%	9.7%	-1.3%	-1.7%	5.0%					29.7%

SteadyVIX Compounded Annual Growth Rate:	45.1%

SteadyVIX Returns exclude commissions.

SteadyYields Monthly Results

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Annual
2024							1.2%	-6.2%					-5.0%

SteadyYields Compounded Annual Growth Rate:

SteadyYields strategy has been restarted under new management with new implementation and new profit targets.

See discontinued strategies here.

Services Key Statistics

Service	CAGR	Annual Volatility	Sharpe Ratio
Steady Options	127.5%	33.6%	3.6
Anchor Trades	20.1%	17.2%	1.2
Simple Spreads	5.0%	12.9%	0.4
Steady Collars	21.9%	26.3%	1.4
SteadyVIX	45.1%	10.1%	5.2

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

SteadyOptions Key Statistics

	2024	Since Inception
Total Trades	87	2,534
Average Trades per Month	17	17
Average Number of Open Positions	5.5	4.9
Winning Ratio	72.0%	67.7%
Average Days per Trade	5.5	9.5
Average % Return per Trade	5.7%	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

2024 Performance By Strategy

Entry Date	Exit Date	Held	Trade	P/L	Portfolio Value
09/03/24	09/04/24	1 Days	ADBE calendar (half)	10.5%	20,453
09/03/24	09/03/24	0 Days	ADBE calendar (half)	11.8%	20,348
08/23/24	09/03/24	11 Days	ADBE calendar (half)	12.1%	20,229
08/29/24	08/29/24	0 Days	ZS calendar (half)	20.7%	20,108
08/13/24	08/28/24	15 Days	OKTA calendar	-14.0%	19,928
08/27/24	08/28/24	1 Days	AFRM strangle	2.4%	20,171
08/27/24	08/28/24	1 Days	ZS calendar (half)	23.0%	20,129
08/12/24	08/26/24	14 Days	BBY double diagonal	10.2%	19,930
08/13/24	08/22/24	9 Days	ADBE calendar (half)	10.7%	19,754
08/13/24	08/22/24	9 Days	CRWD double diagonal	10.0%	19,661
08/20/24	08/22/24	2 Days	CAVA strangle	10.3%	19,487
08/20/24	08/22/24	2 Days	LULU calendar (half)	18.6%	19,307
08/13/24	08/21/24	8 Days	AVGO calendar (half)	23.8%	19,145
08/15/24	08/16/24	1 Days	LULU calendar (half)	15.4%	18,839
08/15/24	08/15/24	0 Days	LULU calendar (half)	23.7%	18,806
08/07/24	08/15/24	8 Days	MRVL double diagonal	10.1%	18,600
08/12/24	08/15/24	3 Days	ULTA calendar (half)	-18.9%	18,424
08/12/24	08/13/24	1 Days	NU straddle	-5.8%	18,588
08/12/24	08/13/24	1 Days	OKTA calendar (half)	25.0%	18,690
07/05/24	08/06/24	1 Days	RIVN straddle	-4.3%	18,473
07/25/24	08/05/24	11 Days	WMT double diagonal	10.2%	18,547
07/30/24	08/05/24	6 Days	TGT double diagonal	10.4%	18,370
08/02/24	08/05/24	3 Days	RIVN strangle	27.4%	18,189
07/18/24	08/02/24	15 Days	UBER double diagonal	18.1%	17,713
07/26/24	08/01/24	6 Days	SNAP strangle	2.5%	17,399
07/23/24	07/31/24	8 Days	DIS hedged straddle	10.0%	17,355
07/17/24	07/31/24	14 Days	META double diagonal (double)	-3.8%	17,196
07/18/24	07/30/24	12 Days	AAPL calendar (half)	16.7%	17,317
07/09/24	07/29/24	20 Days	META calendar	10.6%	17,184
07/18/24	07/26/24	8 Days	MSFT double diagonal	5.5%	17,015
07/19/24	07/26/24	7 Days	AMZN calendar (half)	25.0%	16,927
07/24/24	07/25/24	1 Days	SOFI strangle	11.3%	16,728
07/18/24	07/25/24	7 Days	AMD double diagonal	10.3%	16,548
07/19/24	07/24/24	5 Days	F straddle	12.0%	16,383
07/12/24	07/23/24	11 Days	GOOGL calendar (half)	-4.8%	16,193
06/27/24	07/22/24	25 Days	SPOT diagonal	-21.3%	16,231
07/11/24	07/17/24	6 Days	TSLA calendar (half)	27.1%	16,571
06/17/24	07/17/24	30 Days	NFLX calendar (half)	-5.0%	16,355
07/13/24	07/17/24	4 Days	V double diagonal	10.1%	16,395
06/26/24	07/17/24	21 Days	NFLX double diagonal (double)	8.2%	16,235
07/10/24	07/17/24	7 Days	GOOGL double diagonal	10.1%	15,972
06/20/24	07/09/24	19 Days	VZ hedged ratio	-9.3%	15,811
06/21/24	06/28/24	7 Days	CRWD diagonal	-23.0%	15,960
06/06/24	06/26/24	20 Days	NKE double diagonal	10.1%	16,298
06/21/24	06/26/24	5 Days	KKR diagonal	15.4%	16,150
06/18/24	06/25/24	7 Days	FDX calendar (half)	-14.9%	15,923
06/20/24	06/24/24	4 Days	MU calendar (half)	29.9%	16,033
06/04/24	06/21/24	17 Days	FDX double diagonal	6.0%	15,813
06/18/24	06/20/24	2 Days	MU calendar (half)	20.9%	15,724
06/14/24	06/18/24	4 Days	ACN calendar (half)	-18.0%	15,570
06/11/24	06/18/24	7 Days	KR diagonal	10.9%	15,703
06/13/24	06/18/24	3 Days	MU calendar (half)	2.1%	15,543
06/14/24	06/17/24	3 Days	FDX calendar (half)	28.0%	15,527
06/12/24	06/13/24	1 Days	ADBE calendar (half)	25.0%	15,322
06/10/24	06/12/24	2 Days	PLAY strangle	4.8%	15,138
06/10/24	06/12/24	2 Days	ADBE calendar (half)	22.7%	15,066
06/06/24	06/10/24	4 Days	ADBE calendar (half)	26.2%	14,899
05/23/24	05/29/24	6 Days	AI straddle	-1.8%	14,706
05/08/24	05/29/24	21 Days	OKTA calendar (half)	-15.7%	14,732
05/09/24	05/29/24	20 Days	CRM double diagonal	0.9%	14,848
05/24/24	05/28/24	4 Days	CHWY strangle	-6.5%	14,835
05/03/24	05/20/24	17 Days	TGT double diagonal	5.1%	14,930
05/15/24	05/16/24	1 Days	DOCS strangle	-2.7%	14,856
05/07/24	05/16/24	9 Days	NVDA diagonal	18.2%	14,895
05/13/24	05/15/24	2 Days	CSCO straddle	-15.0%	14,628
05/09/24	05/13/24	4 Days	BABA strangle	13.2%	14,848
05/02/24	05/10/24	8 Days	BIDU call ratio	-8.3%	14,655
05/06/24	05/08/24	2 Days	ABNB strangle	4.0%	14,776
05/06/24	05/07/24	1 Days	TOST strangle	2.8%	14,718
05/06/24	05/07/24	1 Days	AFRM straddle	-3.3%	14,677
05/03/24	05/05/24	2 Days	PLTR straddle	12.5%	14,725
04/11/24	05/02/24	21 Days	AAPL double diagonal	-7.3%	14,541
05/01/24	05/02/24	1 Days	AAPL straddle	2.0%	14,649
04/29/24	05/01/24	2 Days	EBAY strangle	-2.5%	14,619
04/29/24	04/30/24	1 Days	AAPL straddle	13.0%	14,656
04/15/24	04/30/24	15 Days	AMZN calendar (half)	-21.3%	14,473
04/24/24	04/26/24	2 Days	SOFI straddle	6.5%	14,622
04/11/24	04/25/24	14 Days	AMZN double diagonal	5.0%	14,531
04/24/24	04/25/24	1 Days	GOOGL straddle	28.3%	14,460
04/22/24	04/24/24	2 Days	F straddle	3.7%	14,064
04/08/24	04/23/24	15 Days	TMUS hedged strangle	-28.2%	14,012
04/02/24	04/19/24	17 Days	PM hedged ratio	3.4%	14,407
03/27/24	04/17/24	21 Days	NFLX double calendar (double)	3.1%	14,359
04/04/24	04/15/24	10 Days	META calendar (half)	28.7%	14,273
03/19/24	04/10/24	22 Days	STZ double diagonal	-7.9%	14,005
04/02/24	04/04/24	2 Days	META calendar (half)	14.6%	14,182
04/01/24	04/02/24	1 Days	PLAY straddle	5.3%	14,079
03/15/24	03/26/24	11 Days	TMF iron condor	18.0%	14,005
03/22/24	03/25/24	3 Days	GME strangle	12.3%	13,781
03/05/24	03/22/24	16 Days	NFLX RIC	-19.8%	13,629
03/06/24	03/20/24	14 Days	NKE double diagonal	-4.5%	13,876
03/07/24	03/19/24	12 Days	LULU calendar (half)	15.4%	13,939
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