Professional Documents
Culture Documents
Exit Mechanics
-----------------------
Set a bracket order for 60% MP or 2x Stop (option price hits 3x credit)
Open Positions
# Strike Lots Trade Date Exp Date cr/dr Total cr/dr DIT DTE
1 4010 2 ### ### $41.20 $82.40 33 59
2 4080 2 ### ### $44.80 $89.60 32 59
3 4060 2 ### ### $44.60 $89.20 31 59
4 407 22 ### ### $4.14 $91.08 28 60
5 406 22 ### ### $4.17 $91.74 27 60
6 4095 2 ### ### $45.20 $90.40 26 60
7 4065 2 ### ### $44.80 $89.60 25 70
8 409 26 ### ### $4.03 $104.78 24 60
9 410 26 11/1/2021 ### $4.03 $104.78 21 60
10 414 26 11/2/2021 ### $4.01 $104.26 20 60
11 419 28 11/3/2021 ### $3.78 $105.84 19 60
12 420 28 11/4/2021 ### $3.79 $106.12 18 60
13 423 26 11/5/2021 ### $4.02 $104.52 17 60
14 4155 2 11/8/2021 ### $52.50 $105.00 14 88
15 4125 2 11/9/2021 ### $52.60 $105.20 13 88
16 4095 2 ### ### $52.50 $105.00 12 88
17 4130 2 ### ### $52.60 $105.20 11 87
18 413 22 ### ### $4.74 $104.28 10 88
19 414 22 ### ### $4.80 $105.60 7 88
20 417 23 ### ### $4.66 $107.18 6 88
21 413 23 ### ### $4.63 $106.49 5 88
22 416 22 ### ### $4.80 $105.60 4 88
23 415 22 ### ### $4.91 $108.02 3 88
24 3025 0 ### ### $4.91 $0.00 0 88
25 3025 0 ### ### $4.91 $0.00 -1 88
26 3025 0 ### ### $4.91 $0.00 -2 88
27
28
29
30
31
00000
-Ryan
Collier
15 Delta / 60% MP / Exit 2X Stop (No DIT Limit) / 2005-2020
DTE Win rate Average Win Average Loss Risk/Reward Ratio Average DIT Average Book Size Credit Ratio
45
60 87.2% 0.61 2.08 3.4 18.3 13.1 1.24
90 87.6% 0.61 2.10 3.4 26.4 18.9 1.65
120 86.8% 0.60 2.14 3.6 35.6 25.4 1.97
150
or 2X Stop / 2016-2020 5 De
Premium Capture BPR Ratio Value at Risk Capital Efficiency Ratio Kelly Profit Target Win rate
0.09 1.00 0.15% 0.026 39% 10% 95%
0.11 0.923 0.16% 0.033 46% 20% 94%
0.08 0.760 0.28% 0.030 36% 30% 92%
0.08 0.712 0.33% 0.033 35% 40% 91%
0.06 0.620 0.50% 0.029 30% 50% 90%
60% 89%
or 2X Stop / 2016-2020 70% 87%
Premium Capture BPR Ratio Value at Risk Capital Efficiency Ratio Kelly 80% 86%
0.13 1.00 0.16% 0.026 39% 90% 86%
0.14 0.923 0.16% 0.034 45% N/A 86%
0.15 0.760 0.21% 0.041 46%
0.12 0.712 0.32% 0.035 39%
0.10 0.620 0.40% 0.036 34%
or 2X Stop / 2016-2020
Premium Capture BPR Ratio Value at Risk Capital Efficiency Ratio Kelly
0.20 1.00 0.13% 0.031 46%
0.21 0.923 0.15% 0.036 51%
0.18 0.760 0.22% 0.038 44%
0.14 0.712 0.32% 0.035 39%
0.14 0.620 0.38% 0.038 39%
or 2X Stop / 2016-2020
Premium Capture BPR Ratio Value at Risk Capital Efficiency Ratio Kelly
0.23 1.00 0.14% 0.029 44%
0.26 0.923 0.18% 0.030 52%
0.22 0.760 0.22% 0.039 47%
0.17 0.712 0.32% 0.034 41%
0.14 0.620 0.42% 0.034 37%
or 2X Stop / 2016-2020
Premium Capture BPR Ratio Value at Risk Capital Efficiency Ratio Kelly
0.29 1.00 0.13% 0.032 48%
0.28 0.923 0.16% 0.033 50%
0.24 0.760 0.24% 0.036 48%
0.18 0.712 0.34% 0.033 41%
0.15 0.620 0.43% 0.033 36%
or 2X Stop / 2016-2020
Premium Capture BPR Ratio Value at Risk Capital Efficiency Ratio Kelly
0.31 1.00 0.14% 0.028 46%
0.31 0.923 0.17% 0.031 50%
0.25 0.760 0.25% 0.034 49%
0.18 0.712 0.34% 0.032 42%
0.15 0.620 0.44% 0.032 37%
Kelly
47%
52%
46%
50%
53%
54%
52%
52%
52%
52%
Account Parameters Value at Risk Level 1 - Book Wipe Risk
Net Liq $500,000 Average Book 11.3 $46,337 9.27% $92,674 18.53%
Target Return 30% 10 $40,954 8.19% $81,909 16.38%
Entries/Week 3 20 $81,909 16.38% $163,818 32.76%
Arbitrary Book 30 $122,863 24.57% $245,726 49.15%
40 $163,818 32.76% $327,635 65.53%
50 $204,772 40.95% $409,544 81.91%
Strategy Assumptions
Bomb Shelter On - Nuke risk assumed to be 7x with bomb shelter, 15x without bomb shelter
PCR 27% - Conservative (25-26%), Moderate (27-28%), Optimistic (29-30%). If unsure, use a
Averge DIT 26.4 - Use appropriate DIT from Capital Efficiency Study
Entries/Year 156
Average Book 11.3
Entry Paramaters
P/L per Year $150,000
Premium/Year $638,889 - Turning on the Bomb Shelter setting will apply a 1.15x multipler to required premi
Credit per entry $4,095 Credit per entry is the total credit to be collected from short options (does not includ
Based on the credit per entry, choose the appropriate instrument and number of con
One way to trade a larger instrument is to trade LESS entries per week which RAISES
Level 2 - Nuke Risk Level 1 Book Wipe Risk is assuming the entire book is stopped out at 2x loss.
$324,359 65% - This does not account for any profits which would be recovered from the long pu
$286,681 57% - A full book wipe is quite rare so this is just for context
$573,362 115%
$860,043 172% Level 2 Nuke Risk is assuming the entire book is stopped out in a black swan even
$1,146,724 229% -This IS inclusive the profit from the longs and is based on a risk simulation in TO
$1,433,405 287%
bomb shelter
9-30%). If unsure, use appropriate PCR from Capital Efficiency Study
Underlying Trade Strike # Lot Trade Date Exp Date Close Date Credit Total Credit Cost to close
SPX Put 3985 1 2 10/19/2021 1/20/2022 ### $41.40 $8,280 -$16.60
SPX Put 3945 1 2 10/18/2021 1/20/2022 ### $40.90 $8,180 -$16.40
SPX Put 3910 1 2 10/15/2021 1/20/2022 ### $40.70 $8,140 -$16.40
SPX Put 3880 1 2 10/14/2021 1/20/2022 11/5/2021 $40.70 $8,140 -$16.30
SPY Put 383 1 17 10/13/2021 1/21/2022 11/3/2021 $4.79 $8,143 -$1.92
SPY Put 383 1 13 9/27/2021 1/21/2022 11/2/2021 $5.19 $6,747 -$2.10
SPY Put 384 1 14 9/24/2021 1/21/2022 11/2/2021 $5.19 $7,266 -$2.10
SPY Put 385 1 13 9/23/2021 1/21/2022 11/1/2021 $5.60 $7,280 -$2.30
SPX Put 3875 1 2 10/8/2021 ### ### $40.90 $8,180 -$16.40
SPX Put 3850 1 2 10/7/2021 ### ### $40.30 $8,060 -$16.10
SPX Put 3845 1 2 10/11/2021 ### ### $40.60 $8,120 -$16.20
SPX Put 3835 1 2 10/12/2021 ### ### $40.60 $8,120 -$16.20
SPX Put 3760 1 1 9/28/2021 1/31/2022 ### $67.70 $6,770 -$27.10
SPY Put 375 1 13 9/22/2021 1/21/2022 ### $5.60 $7,280 -$2.30
SPY Put 372 1 12 9/27/2021 1/21/2022 ### $5.60 $6,720 -$2.24
SPX Put 3780 1 2 10/6/2021 ### ### $40.40 $8,080 -$16.20
SPX Put 3755 1 2 10/5/2021 ### ### $40.40 $8,080 -$16.20
SPY Put 366 1 12 9/30/2021 1/21/2022 ### $5.60 $6,720 -$2.20
SPY Put 381 1 16 10/1/2021 ### ### $5.00 $8,000 -$2.02
SPY Put 373 1 16 10/4/2021 1/20/2022 ### $5.03 $8,048 -$1.80
SPX Put 3025 1 3 9/21/2021 1/20/2022 ### $19.50 $5,850 -$7.80
SPX Put 3570 1 5 9/15/2021 ### 10/8/2021 $12.60 $6,300 -$5.10
SPX Put 3560 1 5 9/16/2021 ### 10/8/2021 $12.70 $6,350 -$5.10
SPX Put 3440 1 5 9/17/2021 ### 10/7/2021 $12.70 $6,350 -$4.70
SPX Put 3475 1 5 9/14/2021 ### 10/7/2021 $13.70 $6,850 -$5.20
SPX Put 3425 1 5 9/13/2021 ### 10/7/2021 $12.80 $6,400 -$4.60
SPX Put 3625 1 5 9/10/2021 11/5/2021 10/4/2021 $12.60 $6,300 -$7.70
SPX Put 3675 1 5 9/9/2021 11/5/2021 10/1/2021 $12.60 $6,300 -$4.90
SPX Put 3670 1 6 9/7/2021 ### 10/1/2021 $10.70 $6,420 -$8.00
SPX Put 3675 1 6 9/3/2021 ### 9/27/2021 $10.40 $6,240 -$5.00
SPX Put 3700 1 5 9/8/2021 ### 9/27/2021 $12.60 $6,300 -$5.10
SPX Put 3700 1 6 9/2/2021 ### 9/24/2021 $10.50 $6,300 -$5.50
SPX Put 3670 1 6 9/1/2021 ### 9/24/2021 $10.40 $6,240 -$5.40
SPX Put 3660 1 5 8/31/2021 ### 9/24/2021 $11.00 $5,500 -$5.00
SPX Put 3650 1 5 8/30/2021 ### 9/23/2021 $11.00 $5,500 -$5.80
SPX Put 3400 1 5 9/20/2021 11/5/2021 9/23/2021 $12.50 $6,250 -$5.00
SPX Put 3600 1 5 8/27/2021 ### 9/20/2021 $10.80 $5,400 -$15.60
SPX Put 3610 1 4 8/26/2021 ### 9/20/2021 $13.70 $5,480 -$16.20
SPX Put 3670 1 4 8/25/2021 ### 9/20/2021 $13.60 $5,440 -$19.00
SPX Put 3620 1 4 8/24/2021 ### 9/17/2021 $13.60 $5,440 -$9.80
SPX Put 3620 1 4 8/23/2021 ### 9/16/2021 $13.70 $5,480 -$7.70
SPX Put 3540 1 5 8/20/2021 ### 9/2/2021 $11.00 $5,500 -$4.40
SPX Put 3480 1 5 8/18/2021 ### 9/1/2021 $10.70 $5,350 -$4.30
SPX Put 3540 1 4 8/19/2021 ### 8/30/2021 $13.60 $5,440 -$5.50
Performance
Avg. DIT Hedge Drag
22 -13.14%
P/L per Cx Expectancy
$25,631 Fee #DIV/0!
$1.282
Trade P/L DTE DIT P/L per Day ∑ P/L P/L Multiple Commission Strike Lot Exp Date
$4,955 93 34 146 $153,783 0.6 $5.13 2,975 4 ###
$4,895 94 29 169 $148,828 0.6 $5.13 2,900 4 ###
$4,855 97 31 157 $143,933 0.6 $5.13 2,775 4 ###
$4,875 98 22 222 $139,078 0.6 $5.13 2,775 4 ###
$4,835 100 21 230 $134,204 0.6 $43.59 2,825 3 ###
$3,984 116 36 111 $129,368 0.6 $33.33 2,650 2 ###
$4,290 119 39 110 $125,385 0.6 $35.90 2,700 2 ###
$4,257 120 39 109 $121,094 0.6 $33.33 2,625 2 ###
$4,895 84 17 288 $116,838 0.6 $5.13 2,900 4 12/3/2021
$4,835 85 18 269 $111,943 0.6 $5.13 2,850 4 ###
$4,875 81 11 443 $107,108 0.6 $5.13 2,625 4 ###
$4,875 80 10 487 $102,233 0.6 $5.13 2,625 4 ###
$4,057 125 23 176 $97,358 0.6 $2.56 2,300 2 ###
$4,257 121 29 147 $93,301 0.6 $33.33 2,475 2 ###
$4,001 116 24 167 $89,044 0.6 $30.77 2,350 2 ###
$4,835 86 14 345 $85,043 0.6 $5.13 2,750 4 ###
$4,835 87 14 345 $80,208 0.6 $5.13 2,750 4 ###
$4,049 113 19 213 $75,373 0.6 $30.77 2,350 2 ###
$4,727 91 18 263 $71,324 0.6 $41.02 2,750 3 ###
$5,127 108 10 513 $66,597 0.6 $41.02 2,700 3 ###
$3,502 121 23 152 $61,470 0.6 $7.69 2,125 6 ###
$3,737 64 23 162 $57,968 0.6 $12.82
$3,787 63 22 172 $54,231 0.6 $12.82
$3,987 62 20 199 $50,443 0.6 $12.82
$4,237 65 23 184 $46,456 0.6 $12.82
$4,087 66 24 170 $42,219 0.6 $12.82
$2,437 56 24 102 $38,132 0.4 $12.82
$3,837 57 22 174 $35,695 0.6 $12.82
$1,605 52 24 67 $31,857 0.2 $15.38
$3,225 56 24 134 $30,253 0.5 $15.38
$3,737 51 19 197 $27,028 0.6 $12.82
$2,985 57 22 136 $23,291 0.5 $15.38
$2,985 58 23 130 $20,306 0.5 $15.38
$2,987 59 24 124 $17,322 0.5 $12.82
$2,587 60 24 108 $14,335 0.5 $12.82
$3,737 46 3 1,246 $11,747 0.6 $12.82
-$2,413 63 24 -101 $8,010 -0.4 $12.82
-$1,010 64 25 -40 $10,423 -0.2 $10.26
-$2,170 65 26 -83 $11,433 -0.4 $10.26
$1,510 66 24 63 $13,604 0.3 $10.26
$2,390 67 24 100 $12,094 0.4 $10.26
$3,287 56 13 253 $9,704 0.6 $12.82
$3,187 58 14 228 $6,417 0.6 $12.82
$3,230 57 11 294 $3,230 0.6 $10.26
Performance Trade Metrics
Net P/L Win Count Win Rate Avg. Win
$140,466 0 0.0% #DIV/0!
Net PCR Occurences Lost Rate Avg. Loss
47.2% 21 100.0% -0.79
Credit Total Credit Cost to close Trade P/L DTE P/L per Day ∑ P/L P/L Multiple Commission Hedge Drag
-$2.10 -$840 $0.40 -$690 59 -$20 ### -0.82 $10.26 13.9%
-$2.10 -$840 $0.30 -$730 60 -$25 ### -0.87 $10.26 14.9%
-$1.95 -$780 $0.30 -$670 63 -$22 ### -0.86 $10.26 13.8%
-$2.05 -$820 $0.50 -$630 63 -$29 ### -0.77 $10.26 12.9%
-$2.65 -$795 $0.75 -$578 64 -$28 ### -0.73 $7.69 11.9%
-$3.30 -$660 $0.55 -$555 81 -$15 ### -0.84 $5.13 13.9%
-$3.70 -$740 $0.60 -$625 84 -$16 -$9,463 -0.84 $5.13 14.6%
-$3.60 -$720 $0.65 -$595 85 -$15 -$8,838 -0.83 $5.13 14.0%
-$2.20 -$880 $0.55 -$670 56 -$39 -$8,243 -0.76 $10.26 13.7%
-$2.00 -$800 $0.35 -$670 54 -$37 -$7,573 -0.84 $10.26 13.9%
-$2.00 -$800 $0.60 -$570 66 -$52 -$6,902 -0.71 $10.26 11.7%
-$2.00 -$800 $0.65 -$550 65 -$55 -$6,332 -0.69 $10.26 11.3%
-$3.40 -$680 $0.55 -$575 94 -$25 -$5,782 -0.85 $5.13 14.2%
-$3.60 -$720 $0.50 -$625 86 -$22 -$5,207 -0.87 $5.13 14.7%
-$3.20 -$640 $0.70 -$505 95 -$21 -$4,582 -0.79 $5.13 12.6%
-$2.00 -$800 $0.40 -$650 55 -$46 -$4,076 -0.81 $10.26 13.4%
-$2.05 -$820 $0.50 -$630 56 -$45 -$3,426 -0.77 $10.26 13.0%
-$3.30 -$660 $0.90 -$485 92 -$26 -$2,796 -0.74 $5.13 12.0%
-$2.50 -$750 $0.60 -$578 60 -$32 -$2,311 -0.77 $7.69 12.2%
-$2.60 -$780 $0.80 -$548 57 -$55 -$1,733 -0.70 $7.69 10.7%
-$2.40 -$1,440 $0.45 -$1,185 87 -$52 -$1,185 -0.82 $15.38 33.8%
180000
160000
140000
120000
100000
Trade P/L
80000
∑ P/L
60000
40000
20000
0
10/19/2021
-20000
/ES - Use 2x
Trade Configuration 60 DTE 5 Delta 60 MP
commission SPX Trade M
Starting Net Liq $300,000 SPY - Ending
Use 10xNet Liq Return Return Win Count Win Rate
commission
Target Return 15% $1,296,163
/MES - Use 20x 332.1% 211.1% 3196 81.0%
Assumed PCR 26% Total P/L
commission CAGR CAGR Lost Count Lost Rate
Commision $16.00 $996,163 9.6% 7.4% 751 19.0%
Premium Capture Max DD Max DD Trade Count
18.2% -18.43% -57.0% 3947
3.5
2.5
1.5
0.5
0
1/12/2005 1/10/2006 1/12/2007 3/12/2008 4/6/2009 4/5/2010 3/30/2011 3/26/2012 3/26/2013 3/20/2014 3/16/2015 3/10/2
-0.5
-1
Trade Metrics
Largest Win Avg Win Multiple Total Credit
$1,863 0.48 $5,487,861
Largest Loss Avg Loss Multiple Average Credit
-$12,417 1.19 $1,390
60 DTE
SPX Return
Underlying Trade Strike # Lot Trade Date Exp Date Close Date Credit Total Credit Cost to close
SPY Put 385 1 3 8/30/2021 ### ### $1.08 $324 -$0.43
SPY Put 382 1 3 8/31/2021 ### ### $1.08 $324 -$0.43
SPY Put 379 1 3 8/27/2021 ### ### $1.08 $324 -$1.22
SPY Put 374 1 3 8/25/2021 ### ### $1.06 $318 -$1.04
SPY Put 370 1 3 8/24/2021 ### ### $1.08 $324 -$0.43
SPY Put 369 1 3 8/23/2021 ### ### $1.08 $324 -$0.43
SPY Put 365 1 3 8/26/2021 ### ### $1.06 $318 -$0.42
SPY Put 338 1 2 8/17/2021 ### ### $1.62 $324 -$1.14
SPY Put 345 1 2 8/16/2021 ### 9/9/2021 $1.68 $336 -$1.25
SPY Put 355 1 3 8/20/2021 ### 9/9/2021 $1.09 $327 -$0.44
SPY Put 355 1 3 8/18/2021 ### 9/2/2021 $1.12 $336 -$0.45
SPY Put 378 1 4 8/13/2021 9/24/2021 ### $0.80 $320 -$0.32
SPY Put 375 1 4 8/12/2021 9/24/2021 ### $0.79 $316 -$0.32
SPY Put 370 1 4 8/11/2021 9/24/2021 ### $0.79 $316 -$0.32
SPY Put 350 1 2 8/19/2021 ### ### $1.52 $304 -$0.61
SPY Put 381 1 4 8/10/2021 9/17/2021 ### $0.80 $320 -$0.32
SPY Put 375 1 4 8/6/2021 9/17/2021 ### $0.80 $320 -$0.32
SPY Put 376 1 4 8/9/2021 9/17/2021 ### $0.82 $328 -$0.33
SPY Put 373 1 3 8/4/2021 9/17/2021 ### $1.06 $318 -$0.33
SPY Put 370 1 3 7/29/2021 9/17/2021 ### $1.05 $315 -$0.35
SPY Put 368 1 4 8/5/2021 9/17/2021 ### $0.79 $316 -$0.32
SPY Put 369 1 3 7/30/2021 9/17/2021 ### $1.08 $324 -$0.43
SPY Put 365 1 4 8/2/2021 9/10/2021 ### $0.78 $312 -$0.31
SPY Put 360 1 3 7/23/2021 9/17/2021 ### $1.04 $312 -$0.42
SPY Put 365 1 4 8/3/2021 9/10/2021 ### $0.79 $316 -$0.32
SPY Put 375 1 4 7/28/2021 9/3/2021 ### $0.77 $308 -$0.31
SPY Put 370 1 4 7/26/2021 9/3/2021 8/6/2021 $0.82 $328 -$0.33
SPY Put 365 1 4 7/27/2021 9/3/2021 8/6/2021 $0.78 $312 -$0.31
SPY Put 365 1 5 7/22/2021 8/27/2021 8/3/2021 $0.65 $325 -$0.26
SPY Put 370 1 4 7/14/2021 8/27/2021 8/3/2021 $0.84 $336 -$0.34
SPY Put 365 1 4 7/13/2021 8/27/2021 8/3/2021 $0.75 $300 -$0.30
SPY Put 360 1 5 7/21/2021 8/27/2021 8/3/2021 $0.64 $320 -$0.26
SPY Put 375 1 3 7/15/2021 8/27/2021 8/3/2021 $1.03 $309 -$0.41
SPY Put 360 1 4 7/16/2021 8/27/2021 8/2/2021 $0.75 $300 -$0.30
SPY Put 374 1 4 7/12/2021 8/20/2021 ### $0.77 $308 -$0.31
SPY Put 345 1 4 7/20/2021 8/27/2021 ### $0.78 $312 -$0.31
SPY Put 368 1 4 7/9/2021 8/20/2021 ### $0.79 $316 -$0.32
SPY Put 355 1 3 7/19/2021 8/27/2021 ### $1.03 $309 -$0.41
SPY Put 373 1 3 7/7/2021 8/20/2021 ### $1.03 $309 -$0.41
SPY Put 372 1 3 7/6/2021 8/20/2021 ### $1.02 $306 -$0.41
SPY Put 375 1 4 7/2/2021 8/13/2021 ### $0.76 $304 -$0.27
SPY Put 365 1 4 7/1/2021 8/13/2021 ### $0.75 $300 -$0.30
SPY Put 365 1 3 7/8/2021 8/20/2021 ### $1.10 $330 -$0.55
SPY Put 375 1 4 6/30/2021 8/6/2021 ### $0.79 $316 -$0.39
SPY Put 360 1 5 6/29/2021 8/6/2021 ### $0.59 $295 -$0.29
SPY Put 370 1 4 6/28/2021 8/6/2021 ### $0.76 $304 -$0.38
SPY Put 355 1 5 6/25/2021 8/6/2021 7/9/2021 $0.58 $290 -$0.29
SPY Put 365 1 4 6/24/2021 8/6/2021 7/7/2021 $0.78 $312 -$0.39
SPY Put 365 1 4 6/23/2021 7/30/2021 7/2/2021 $0.71 $284 -$0.32
SPY Put 360 1 4 6/22/2021 7/30/2021 7/1/2021 $0.72 $288 -$0.36
SPY Put 360 1 3 6/16/2021 7/30/2021 ### $0.98 $294 -$0.49
SPY Put 350 1 4 6/17/2021 7/30/2021 ### $0.75 $300 -$0.39
SPY Put 360 1 3 6/15/2021 7/30/2021 ### $1.00 $300 -$0.50
SPY Put 350 1 5 6/14/2021 7/26/2021 ### $0.58 $290 -$0.29
SPY Put 350 1 3 6/21/2021 7/30/2021 ### $0.96 $288 -$0.46
SPY Put 360 1 4 6/11/2021 7/23/2021 ### $0.74 $296 -$0.38
SPY Put 355 1 4 6/10/2021 7/23/2021 ### $0.75 $300 -$0.35
SPY Put 355 1 3 6/18/2021 7/30/2021 ### $1.03 $309 -$0.50
SPY Put 360 1 3 6/8/2021 7/23/2021 ### $0.98 $294 -$0.48
SPY Put 345 1 4 6/9/2021 7/23/2021 ### $0.73 $292 -$0.36
SPY Put 358 1 4 6/7/2021 7/16/2021 ### $0.74 $296 -$0.36
SPY Put 355 1 4 6/4/2021 7/16/2021 ### $0.74 $296 -$0.37
SPY Put 360 1 3 6/2/2021 7/16/2021 ### $0.97 $291 -$0.48
SPY Put 356 1 3 6/1/2021 7/16/2021 ### $0.99 $297 -$0.49
SPY Put 360 1 4 5/28/2021 7/9/2021 ### $0.78 $312 -$0.39
SPY Put 354 1 3 6/3/2021 7/16/2021 ### $0.98 $294 -$0.48
SPY Put 355 1 4 5/27/2021 7/9/2021 ### $0.75 $300 -$0.35
SPY Put 360 1 4 5/26/2021 7/2/2021 6/4/2021 $0.85 $340 -$0.42
SPY Put 355 1 4 5/25/2021 7/2/2021 6/4/2021 $0.82 $328 -$0.41
SPY Put 345 1 4 5/24/2021 7/2/2021 ### $0.77 $308 -$0.38
SPY Put 340 1 4 5/21/2021 7/2/2021 ### $0.81 $324 -$0.40
SPY Put 343 1 4 5/18/2021 6/30/2021 ### $0.80 $320 -$0.40
SPY Put 335 1 4 5/20/2021 7/2/2021 ### $0.80 $320 -$0.40
SPY Put 337 1 4 5/17/2021 6/30/2021 ### $0.82 $328 -$0.41
SPY Put 340 1 4 5/14/2021 6/25/2021 ### $0.78 $312 -$0.39
SPY Put 351 1 3 5/6/2021 6/18/2021 ### $1.04 $312 -$0.42
SPY Put 340 1 3 5/11/2021 6/25/2021 ### $1.02 $306 -$0.46
SPY Put 325 1 3 5/19/2021 7/2/2021 ### $1.09 $327 -$0.46
SPY Put 347 1 4 5/5/2021 6/18/2021 ### $0.81 $324 -$0.40
SPY Put 325 1 4 5/12/2011 6/25/2011 ### $0.78 $312 -$0.39
SPY Put 365 1 3 5/3/2011 6/11/2011 ### $1.06 $318 -$0.50
SPY Put 355 1 4 4/29/2011 6/11/2011 ### $0.78 $312 -$0.39
SPY Put 350 1 4 4/30/2011 6/11/2011 ### $0.74 $296 -$0.37
SPY Put 365 1 4 4/28/2021 6/4/2021 ### $0.80 $320 -$0.47
SPY Put 365 1 4 4/27/2021 6/4/2021 ### $0.81 $324 -$0.47
SPY Put 315 1 4 5/13/2021 6/25/2021 ### $0.80 $320 -$0.40
SPY Put 356 1 4 5/7/2021 6/18/2021 ### $0.79 $316 -$2.38
SPY Put 360 1 4 5/10/2021 6/18/2021 ### $0.79 $316 -$2.39
SPY Put 346 1 3 5/4/2021 6/18/2021 5/7/2021 $1.06 $318 -$0.53
SPY Put 360 1 4 4/26/2021 6/4/2021 5/7/2021 $0.74 $296 -$0.37
SPY Put 360 1 4 4/23/2021 6/4/2021 5/7/2021 $0.75 $300 -$0.37
SPY Put 350 1 4 4/22/2021 6/4/2021 5/7/2021 $0.73 $292 -$0.36
SPY Put 360 1 4 4/21/2021 5/28/2021 5/5/2021 $0.73 $292 -$0.36
SPY Put 360 1 4 4/19/2021 5/28/2021 ### $0.79 $316 -$0.40
SPY Put 360 1 4 4/16/2021 5/28/2021 ### $0.82 $328 -$0.40
SPY Put 355 1 4 4/20/2021 5/28/2021 ### $0.77 $308 -$0.38
SPY Put 355 1 4 4/15/2021 5/28/2021 ### $0.76 $304 -$0.38
SPY Put 350 1 4 4/13/2021 5/28/2021 ### $0.75 $300 -$0.37
SPY Put 350 1 4 4/14/2021 5/28/2021 ### $0.77 $308 -$0.38
SPY Put 353 1 4 4/12/2021 5/21/2021 ### $0.75 $300 -$0.37
SPY Put 352 1 4 4/9/2021 5/21/2021 ### $0.74 $296 -$0.37
SPY Put 350 1 4 4/8/2021 5/21/2021 ### $0.73 $292 -$0.36
SPY Put 343 1 4 4/7/2021 5/21/2021 ### $0.75 $300 -$0.37
SPY Put 342 1 4 4/6/2021 5/21/2021 ### $0.74 $296 -$0.37
SPY Put 350 1 4 4/5/2021 5/14/2021 ### $0.75 $300 -$0.37
SPY Put 340 1 4 4/1/2021 5/14/2021 4/8/2021 $0.81 $324 -$0.40
SPY Put 330 1 3 3/31/2021 5/21/2021 4/7/2021 $1.00 $300 -$0.50
SPY Put 340 1 3 3/30/2021 5/7/2021 4/5/2021 $0.92 $276 -$0.41
SPY Put 335 1 3 3/26/2021 5/7/2021 4/1/2021 $0.92 $276 -$0.46
SPY Put 340 1 3 3/24/2021 4/30/2021 4/1/2021 $0.95 $285 -$0.41
SPY Put 340 1 3 3/23/2021 4/30/2021 4/1/2021 $1.00 $300 -$0.41
SPY Put 335 1 3 3/29/2021 5/7/2021 4/1/2021 $0.98 $294 -$0.49
SPY Put 335 1 3 3/22/2021 4/30/2021 ### $0.95 $285 -$0.47
SPY Put 330 1 3 3/16/2021 4/30/2021 ### $0.95 $285 -$0.44
SPY Put 320 1 3 3/25/2021 5/7/2021 ### $0.93 $279 -$0.46
SPY Put 325 1 3 3/18/2021 4/30/2021 ### $0.96 $288 -$0.48
SPY Put 325 1 3 3/17/2021 4/30/2021 ### $0.97 $291 -$0.48
SPY Put 325 1 3 3/19/2021 4/30/2021 ### $1.01 $303 -$0.50
SPY Put 320 1 3 3/15/2021 4/30/2021 ### $0.94 $282 -$0.47
SPY Put 325 1 3 3/12/2021 4/23/2021 ### $0.96 $288 -$0.48
SPY Put 320 1 3 3/11/2021 4/23/2021 ### $0.95 $285 -$0.47
SPY Put 315 1 3 3/10/2021 4/23/2021 ### $0.94 $282 -$0.47
SPY Put 310 1 3 3/9/2021 4/23/2021 ### $0.93 $279 -$0.46
SPY Put 308 1 3 3/2/2021 4/16/2021 ### $0.95 $285 -$0.47
SPY Put 307 1 3 2/24/2021 4/16/2021 ### $0.94 $282 -$0.47
SPY Put 302 1 3 3/3/2021 4/16/2021 ### $0.92 $276 -$0.46
SPY Put 315 1 3 3/1/2021 4/9/2021 ### $0.90 $270 -$0.45
SPY Put 320 1 3 2/25/2021 4/9/2021 ### $1.05 $315 -$0.51
SPY Put 301 1 3 3/8/2021 4/16/2021 ### $0.93 $279 -$0.46
SPY Put 293 1 3 2/22/2021 4/16/2021 ### $0.95 $285 -$0.44
SPY Put 295 1 3 3/4/2021 4/16/2021 ### $0.95 $285 -$0.46
SPY Put 325 1 3 2/19/2021 4/1/2021 3/9/2021 $0.99 $297 -$0.49
SPY Put 287 1 3 3/5/2021 4/16/2021 3/9/2021 $0.95 $285 -$0.47
SPY Put 303 1 2 2/23/2021 4/16/2021 3/9/2021 $1.42 $284 -$0.71
SPY Put 320 1 3 2/16/2021 4/1/2021 3/9/2021 $0.98 $294 -$0.49
SPY Put 300 1 3 2/26/2021 4/9/2021 3/8/2021 $1.00 $300 -$0.50
SPY Put 315 1 3 2/18/2021 4/1/2021 3/8/2021 $1.00 $300 -$0.50
SPY Put 310 1 3 2/17/2021 4/1/2021 3/8/2021 $0.91 $273 -$0.45
SPY Put 325 1 3 2/12/2021 3/26/2021 3/5/2021 $0.98 $294 -$0.82
SPY Put 320 1 3 2/10/2021 3/26/2021 ### $1.01 $303 -$0.49
SPY Put 315 1 3 2/11/2021 3/26/2021 ### $0.90 $270 -$0.44
SPY Put 315 1 3 2/6/2021 3/26/2021 ### $0.93 $279 -$0.46
SPY Put 321 1 3 2/8/2021 3/19/2021 ### $0.96 $288 -$0.48
SPY Put 319 1 3 2/5/2021 3/19/2021 ### $0.95 $285 -$0.47
SPY Put 315 1 3 2/4/2021 3/19/2021 ### $0.95 $285 -$0.47
SPY Put 300 1 3 2/3/2021 3/19/2021 2/9/2021 $0.95 $285 -$0.47
SPY Put 290 1 3 2/2/2021 3/19/2021 2/4/2021 $0.96 $288 -$0.48
SPY Put 297 1 2 1/27/2021 3/19/2021 2/4/2021 $1.43 $286 -$0.65
SPY Put 294 1 2 1/28/2021 3/16/2021 2/3/2021 $1.45 $290 -$0.72
SPY Put 285 1 3 1/29/2021 3/12/2021 2/3/2021 $0.94 $282 -$0.47
SPY Put 315 1 3 1/19/2021 2/26/2021 2/3/2021 $0.96 $288 -$0.48
SPY Put 315 1 3 1/14/2021 2/26/2021 2/3/2021 $0.99 $297 -$0.48
SPY Put 315 1 3 1/13/2021 2/26/2021 2/2/2021 $1.03 $309 -$0.51
SPY Put 264 1 2 1/27/2021 3/19/2021 2/2/2021 $1.42 $284 -$0.56
SPY Put 290 1 2 2/1/2021 3/12/2021 2/2/2021 $1.40 $280 -$0.70
SPY Put 310 1 3 1/25/2021 3/5/2021 ### $0.93 $279 -$2.93
SPY Put 320 1 3 1/20/2021 2/26/2021 ### $0.91 $273 -$2.80
SPY Put 315 1 3 1/21/2021 3/15/2021 ### $0.95 $285 -$2.89
SPY Put 315 1 3 1/22/2021 3/15/2021 ### $0.93 $279 -$2.82
SPY Put 320 1 3 1/26/2021 3/5/2021 ### $0.92 $276 -$2.81
SPY Put 305 1 3 1/15/2021 2/26/2021 ### $0.90 $270 -$0.45
SPY Put 310 1 3 1/11/2021 2/26/2021 ### $1.03 $309 -$0.50
SPY Put 305 1 3 1/12/2021 2/26/2021 ### $0.99 $297 -$0.49
SPY Put 315 1 3 1/8/2021 2/19/2021 ### $0.94 $282 -$0.47
SPY Put 315 1 3 1/7/2021 2/19/2021 ### $0.94 $282 -$0.47
SPY Put 310 1 3 1/6/2021 2/19/2021 ### $0.96 $288 -$0.48
SPY Put 300 1 4 12/31/2020 2/12/2021 ### $0.70 $280 -$0.35
SPY Put 298 1 3 1/5/2021 2/19/2021 ### $0.94 $282 -$0.47
SPY Put 291 1 3 12/30/2020 2/19/2021 ### $0.83 $249 -$0.41
SPY Put 310 1 3 12/29/2020 2/5/2021 1/8/2021 $0.77 $231 -$0.39
SPY Put 295 1 3 1/4/2021 2/19/2021 1/8/2021 $0.95 $285 -$0.47
SPY Put 310 1 3 12/28/2020 2/5/2021 1/8/2021 $0.80 $240 -$0.40
SPY Put 300 1 3 12/24/2020 2/5/2021 1/6/2021 $0.88 $264 -$0.44
SPY Put 305 1 3 12/23/2020 1/29/2021 1/6/2021 $0.77 $231 -$0.38
SPY Put 305 1 3 12/17/2020 1/29/2021 1/6/2021 $0.81 $243 -$0.40
Avg. DIT
12
P/L per Cx
$6,470
Trade P/L ∑ Credit ∑ P/L ∑ Premium Capture Δ Premium Capture DTE DIT P/L per Day P/L Multiple
$195 $52,445 $21,998 41.9% 0.1% 46 24 $8 0.6
$195 $52,121 $21,803 41.8% 0.1% 45 23 $8 0.6
-$42 $51,797 $21,608 41.7% -0.3% 49 24 -$2 -0.1
$6 $51,473 $21,650 42.1% -0.2% 51 26 $0 0.0
$195 $51,155 $21,644 42.3% 0.1% 52 23 $8 0.6
$195 $50,831 $21,449 42.2% 0.1% 53 24 $8 0.6
$192 $50,507 $21,254 42.1% 0.1% 50 21 $9 0.6
$96 $50,189 $21,062 42.0% -0.1% 94 24 $4 0.3
$86 $49,865 $20,966 42.0% -0.1% 95 24 $4 0.3
$195 $49,529 $20,880 42.2% 0.1% 56 20 $10 0.6
$201 $49,202 $20,685 42.0% 0.1% 58 15 $13 0.6
$192 $48,866 $20,484 41.9% 0.1% 42 17 $11 0.6
$188 $48,546 $20,292 41.8% 0.1% 43 18 $10 0.6
$188 $48,230 $20,104 41.7% 0.1% 44 19 $10 0.6
$182 $47,914 $19,916 41.6% 0.1% 57 8 $23 0.6
$192 $47,610 $19,734 41.4% 0.1% 38 15 $13 0.6
$192 $47,290 $19,542 41.3% 0.1% 42 18 $11 0.6
$196 $46,970 $19,350 41.2% 0.1% 39 15 $13 0.6
$219 $46,642 $19,154 41.1% 0.2% 44 19 $12 0.7
$210 $46,324 $18,935 40.9% 0.2% 50 25 $8 0.7
$188 $46,009 $18,725 40.7% 0.1% 43 18 $10 0.6
$195 $45,693 $18,537 40.6% 0.1% 49 14 $14 0.6
$188 $45,369 $18,342 40.4% 0.1% 39 9 $21 0.6
$186 $45,057 $18,154 40.3% 0.1% 56 19 $10 0.6
$188 $44,745 $17,968 40.2% 0.1% 38 8 $24 0.6
$184 $44,429 $17,780 40.0% 0.1% 37 13 $14 0.6
$196 $44,121 $17,596 39.9% 0.1% 39 11 $18 0.6
$188 $43,793 $17,400 39.7% 0.1% 38 10 $19 0.6
$195 $43,481 $17,212 39.6% 0.2% 36 12 $16 0.6
$200 $43,156 $17,017 39.4% 0.2% 44 20 $10 0.6
$180 $42,820 $16,817 39.3% 0.1% 45 21 $9 0.6
$190 $42,520 $16,637 39.1% 0.2% 37 13 $15 0.6
$186 $42,200 $16,447 39.0% 0.2% 43 19 $10 0.6
$180 $41,891 $16,261 38.8% 0.2% 42 17 $11 0.6
$184 $41,591 $16,081 38.7% 0.2% 39 16 $12 0.6
$188 $41,283 $15,897 38.5% 0.2% 38 6 $31 0.6
$188 $40,971 $15,709 38.3% 0.2% 42 17 $11 0.6
$186 $40,655 $15,521 38.2% 0.2% 39 7 $27 0.6
$186 $40,346 $15,335 38.0% 0.2% 44 16 $12 0.6
$183 $40,037 $15,149 37.8% 0.2% 45 17 $11 0.6
$196 $39,731 $14,966 37.7% 0.2% 42 21 $9 0.6
$180 $39,427 $14,770 37.5% 0.2% 43 20 $9 0.6
$165 $39,127 $14,590 37.3% 0.1% 43 5 $33 0.5
$160 $38,797 $14,425 37.2% 0.1% 37 12 $13 0.5
$150 $38,481 $14,265 37.1% 0.1% 38 13 $12 0.5
$152 $38,186 $14,115 37.0% 0.1% 39 14 $11 0.5
$145 $37,882 $13,963 36.9% 0.1% 42 14 $10 0.5
$156 $37,592 $13,818 36.8% 0.1% 43 13 $12 0.5
$156 $37,280 $13,662 36.6% 0.1% 37 9 $17 0.5
$144 $36,996 $13,506 36.5% 0.1% 38 9 $16 0.5
$147 $36,708 $13,362 36.4% 0.1% 44 9 $16 0.5
$144 $36,414 $13,215 36.3% 0.1% 43 8 $18 0.5
$150 $36,114 $13,071 36.2% 0.1% 45 10 $15 0.5
$145 $35,814 $12,921 36.1% 0.1% 42 11 $13 0.5
$150 $35,524 $12,776 36.0% 0.1% 39 3 $50 0.5
$144 $35,236 $12,626 35.8% 0.1% 42 13 $11 0.5
$160 $34,940 $12,482 35.7% 0.2% 43 14 $11 0.5
$159 $34,640 $12,322 35.6% 0.1% 42 6 $27 0.5
$150 $34,331 $12,163 35.4% 0.1% 45 15 $10 0.5
$150 $34,037 $12,013 35.3% 0.1% 44 13 $12 0.5
$154 $33,745 $11,863 35.2% 0.1% 39 15 $10 0.5
$148 $33,449 $11,709 35.0% 0.1% 42 18 $8 0.5
$147 $33,153 $11,561 34.9% 0.1% 44 19 $8 0.5
$150 $32,862 $11,414 34.7% 0.1% 45 10 $15 0.5
$156 $32,565 $11,264 34.6% 0.1% 42 14 $11 0.5
$150 $32,253 $11,108 34.4% 0.2% 43 8 $19 0.5
$160 $31,959 $10,958 34.3% 0.2% 43 15 $11 0.5
$172 $31,659 $10,798 34.1% 0.2% 37 9 $19 0.5
$164 $31,319 $10,626 33.9% 0.2% 38 10 $16 0.5
$156 $30,991 $10,462 33.8% 0.2% 39 4 $39 0.5
$164 $30,683 $10,306 33.6% 0.2% 42 6 $27 0.5
$160 $30,359 $10,142 33.4% 0.2% 43 9 $18 0.5
$160 $30,039 $9,982 33.2% 0.2% 43 6 $27 0.5
$164 $29,719 $9,822 33.0% 0.2% 44 8 $21 0.5
$156 $29,391 $9,658 32.9% 0.2% 42 11 $14 0.5
$186 $29,079 $9,502 32.7% 0.3% 43 18 $10 0.6
$168 $28,767 $9,316 32.4% 0.2% 45 13 $13 0.5
$189 $28,461 $9,148 32.1% 0.3% 44 5 $38 0.6
$164 $28,134 $8,959 31.8% 0.2% 44 19 $9 0.5
$156 $27,810 $8,795 31.6% 0.2% 44 9 $17 0.5
$168 $27,498 $8,639 31.4% 0.3% 39 18 $9 0.5
$156 $27,180 $8,471 31.2% 0.2% 43 19 $8 0.5
$148 $26,868 $8,315 30.9% 0.2% 42 17 $9 0.5
$132 $26,572 $8,167 30.7% 0.1% 37 16 $8 0.4
$136 $26,252 $8,035 30.6% 0.1% 38 17 $8 0.4
$160 $25,928 $7,899 30.5% 0.2% 43 1 $160 0.5
-$636 $25,608 $7,739 30.2% -2.9% 42 5 -$127 -2.0
-$640 $25,292 $8,375 33.1% -3.0% 39 2 -$320 -2.0
$159 $24,976 $9,015 36.1% 0.2% 45 3 $53 0.5
$148 $24,658 $8,856 35.9% 0.2% 39 11 $13 0.5
$152 $24,362 $8,708 35.7% 0.2% 42 14 $11 0.5
$148 $24,062 $8,556 35.6% 0.2% 43 15 $10 0.5
$148 $23,770 $8,408 35.4% 0.2% 37 14 $11 0.5
$156 $23,478 $8,260 35.2% 0.2% 39 10 $16 0.5
$168 $23,162 $8,104 35.0% 0.2% 42 13 $13 0.5
$156 $22,834 $7,936 34.8% 0.2% 38 8 $20 0.5
$152 $22,526 $7,780 34.5% 0.2% 43 13 $12 0.5
$152 $22,222 $7,628 34.3% 0.2% 45 13 $12 0.5
$156 $21,922 $7,476 34.1% 0.2% 44 12 $13 0.5
$152 $21,614 $7,320 33.9% 0.2% 39 9 $17 0.5
$148 $21,314 $7,168 33.6% 0.2% 42 12 $12 0.5
$148 $21,018 $7,020 33.4% 0.2% 43 13 $11 0.5
$152 $20,726 $6,872 33.2% 0.3% 44 8 $19 0.5
$148 $20,426 $6,720 32.9% 0.3% 45 9 $16 0.5
$152 $20,130 $6,572 32.6% 0.3% 39 8 $19 0.5
$164 $19,830 $6,420 32.4% 0.3% 43 7 $23 0.5
$150 $19,506 $6,256 32.1% 0.3% 51 7 $21 0.5
$153 $19,206 $6,106 31.8% 0.3% 38 6 $26 0.6
$138 $18,930 $5,953 31.4% 0.3% 42 6 $23 0.5
$162 $18,654 $5,815 31.2% 0.4% 37 8 $20 0.6
$177 $18,369 $5,653 30.8% 0.5% 38 9 $20 0.6
$147 $18,069 $5,476 30.3% 0.3% 39 3 $49 0.5
$144 $17,775 $5,329 30.0% 0.3% 39 9 $16 0.5
$153 $17,490 $5,185 29.6% 0.4% 45 15 $10 0.5
$141 $17,205 $5,032 29.2% 0.4% 43 6 $24 0.5
$144 $16,926 $4,891 28.9% 0.4% 43 12 $12 0.5
$147 $16,638 $4,747 28.5% 0.4% 44 13 $11 0.5
$153 $16,347 $4,600 28.1% 0.4% 42 7 $22 0.5
$141 $16,044 $4,447 27.7% 0.4% 46 11 $13 0.5
$144 $15,762 $4,306 27.3% 0.4% 42 10 $14 0.5
$144 $15,474 $4,162 26.9% 0.4% 43 11 $13 0.5
$141 $15,189 $4,018 26.5% 0.4% 44 6 $24 0.5
$141 $14,907 $3,877 26.0% 0.5% 45 7 $20 0.5
$144 $14,628 $3,736 25.5% 0.5% 45 10 $14 0.5
$141 $14,343 $3,592 25.0% 0.5% 51 15 $9 0.5
$138 $14,061 $3,451 24.5% 0.5% 44 8 $17 0.5
$135 $13,785 $3,313 24.0% 0.5% 39 10 $14 0.5
$162 $13,515 $3,178 23.5% 0.7% 43 14 $12 0.5
$141 $13,200 $3,016 22.8% 0.6% 39 3 $47 0.5
$153 $12,921 $2,875 22.3% 0.7% 53 16 $10 0.5
$147 $12,636 $2,722 21.5% 0.7% 43 6 $25 0.5
$150 $12,351 $2,575 20.8% 0.7% 41 18 $8 0.5
$144 $12,054 $2,425 20.1% 0.7% 42 4 $36 0.5
$142 $11,769 $2,281 19.4% 0.8% 52 14 $10 0.5
$147 $11,485 $2,139 18.6% 0.8% 44 21 $7 0.5
$150 $11,191 $1,992 17.8% 0.9% 42 10 $15 0.5
$150 $10,891 $1,842 16.9% 0.9% 42 18 $8 0.5
$138 $10,591 $1,692 16.0% 0.9% 43 19 $7 0.5
$48 $10,318 $1,554 15.1% 0.0% 42 21 $2 0.2
$155 $10,024 $1,506 15.0% 1.1% 44 14 $11 0.5
$138 $9,721 $1,351 13.9% 1.1% 43 13 $11 0.5
$141 $9,451 $1,213 12.8% 1.1% 48 18 $8 0.5
$144 $9,172 $1,072 11.7% 1.2% 39 11 $13 0.5
$144 $8,884 $928 10.4% 1.3% 42 14 $10 0.5
$144 $8,599 $784 9.1% 1.4% 43 8 $18 0.5
$144 $8,314 $640 7.7% 1.5% 44 6 $24 0.5
$144 $8,029 $496 6.2% 1.6% 45 2 $72 0.5
$156 $7,741 $352 4.5% 1.9% 51 8 $20 0.5
$146 $7,455 $196 2.6% 1.9% 47 6 $24 0.5
$141 $7,165 $50 0.7% 2.0% 42 5 $28 0.5
$144 $6,883 -$91 -1.3% 2.2% 38 15 $10 0.5
$153 $6,595 -$235 -3.6% 2.6% 43 20 $8 0.5
$156 $6,298 -$388 -6.2% 2.9% 44 20 $8 0.5
$172 $5,989 -$544 -9.1% 3.5% 51 6 $29 0.6
$140 $5,705 -$716 -12.6% 3.2% 39 1 $140 0.5
-$600 $5,425 -$856 -15.8% -10.8% 39 4 -$150 -2.2
-$567 $5,146 -$256 -5.0% -11.4% 37 7 -$81 -2.1
-$582 $4,873 $311 6.4% -13.1% 53 6 -$97 -2.0
-$567 $4,588 $893 19.5% -14.4% 52 5 -$113 -2.0
-$567 $4,309 $1,460 33.9% -16.4% 38 1 -$567 -2.1
$135 $4,033 $2,027 50.3% 0.0% 42 11 $12 0.5
$159 $3,763 $1,892 50.3% 0.1% 46 15 $11 0.5
$150 $3,454 $1,733 50.2% 0.0% 45 10 $15 0.5
$141 $3,157 $1,583 50.1% 0.0% 42 13 $11 0.5
$141 $2,875 $1,442 50.2% 0.0% 43 14 $10 0.5
$144 $2,593 $1,301 50.2% 0.0% 44 14 $10 0.5
$140 $2,305 $1,157 50.2% 0.0% 43 13 $11 0.5
$141 $2,025 $1,017 50.2% 0.0% 45 8 $18 0.5
$126 $1,743 $876 50.3% 0.1% 51 14 $9 0.5
$114 $1,494 $750 50.2% -0.2% 38 10 $11 0.5
$144 $1,263 $636 50.4% 0.0% 46 4 $36 0.5
$120 $978 $492 50.3% -0.1% 39 11 $11 0.5
$132 $738 $372 50.4% -0.2% 43 13 $10 0.5
$117 $474 $240 50.6% 0.0% 37 14 $8 0.5
$123 $243 $123 50.6% 50.6% 43 20 $6 0.5
25000
20000
15000
Trade P/L
10000
∑ P/L
5000
0
9/23/20215/17/20111/21/2021
-5000
Performance Trade Metrics
Total P/L Win Count Win Rate Largest Win Avg. Win
$3,294 27 100.0% $168 $122
Premium Capture Occurences Lost Rate Largest Loss Avg. Loss
52.1% 27 0.0% $0 #DIV/0!
Underlying Trade Strike # Lot Trade Date Exp Date Credit Total Credit Cost to close
SPY Put 305 1 3 12/9/2020 1/22/2021 $0.80
Closed 12/28/2020 $240 -$0.33
SPY Put 305 1 3 12/7/2020 1/22/2021 $0.89
Closed 12/28/2020 $267 -$0.33
SPY Put 290 1 3 12/14/2020 1/29/2021 $0.81
Closed 12/28/2020 $243 -$0.33
SPY Put 310 1 3 12/10/2020 1/22/2021 $0.92
Closed 12/28/2020 $276 -$0.38
SPY Put 300 1 3 12/22/2020 1/29/2021 $0.83
Closed 12/28/2020 $249 -$0.41
SPY Put 300 1 3 12/18/2020 1/29/2021 $0.83
Closed 12/28/2020 $249 -$0.41
SPY Put 295 1 3 12/16/2020 1/29/2021 $0.79
Closed 12/28/2020 $237 -$0.39
SPY Put 295 1 3 12/15/2020 1/29/2021 $0.87
Closed 12/28/2020 $261 -$0.41
SPY Put 300 1 3 12/10/2020 1/22/2021 $0.76
Closed 12/24/2020 $228 -$0.39
SPY Put 285 1 3 12/21/2020 1/29/2021 $0.80
Closed 12/24/2020 $240 -$0.41
SPY Put 300 1 3 12/11/2020 1/22/2021 $0.84
Closed 12/24/2020 $252 -$0.42
SPY Put 306 1 3 12/4/2020 1/15/2021 $0.83
Closed 12/18/2020 $249 -$0.42
SPY Put 304 1 3 12/3/2020 1/15/2021 $0.84
Closed 12/17/2020 $252 -$0.42
SPY Put 303 1 3 12/2/2020 1/15/2021 $0.84
Closed 12/17/2020 $252 -$0.42
SPY Put 302 1 3 12/1/2020 1/15/2021 $0.83
Closed 12/17/2020 $249 -$0.41
SPY Put 290 1 3 11/30/2020 1/15/2021 $0.70
Closed 12/8/2020 $210 -$0.36
SPY Put 294 1 3 11/30/2020 1/15/2021 $0.81
Closed 12/8/2020 $243 -$0.41
SPY Put 291 1 2 11/25/2020 1/15/2021 $1.06
Closed 12/4/2020 $212 -$0.53
SPY Put 291 1 2 11/24/2020 1/15/2021 $1.07
Closed 12/4/2020 $214 -$0.53
SPY Put 295 1 3 11/18/2020 12/31/2020 $0.73
Closed 11/30/2020 $219 -$0.36
SPY Put 292 1 3 11/23/2020 12/31/2020 $0.70
Closed 11/30/2020 $210 -$0.35
SPY Put 293 1 3 11/20/2020 12/31/2020 $0.71
Closed 11/30/2020 $213 -$0.35
SPY Put 299 1 2 11/17/2020 12/31/2020 $1.03
Closed 11/27/2020 $206 -$0.47
SPY Put 289 1 3 11/16/2020 12/31/2020 $0.71
Closed 11/27/2020 $213 -$0.34
SPY Put 287 1 3 11/19/2020 12/31/2020 $0.71
Closed 11/25/2020 $213 -$0.35
SPY Put 290 1 3 11/13/2020 12/24/2020 $0.75
Closed 11/24/2020 $225 -$0.34
SPY Put 285 1 2 11/12/2020 12/24/2020 $1.00
Closed 11/16/2020 $200 -$0.50
etrics
Total Credit Avg. DIT
$6,322 11
Avg. Credit P/L per Cx
$234 $1,155
Trade P/L ∑ Credit ∑ P/L ∑ Premium Capture Δ Premium Capture DTE DIT P/L per Day Loss Multiple
44
$141 $6,322 $3,294 52.1% 0.3% 19 $7 0.0
46
$168 $6,082 $3,153 51.8% 0.5% 21 $8 0.0
46
$144 $5,815 $2,985 51.3% 0.3% 14 $10 0.0
43
$162 $5,572 $2,841 51.0% 0.4% 18 $9 0.0
38
$126 $5,296 $2,679 50.6% 0.0% 6 $21 0.0
42
$126 $5,047 $2,553 50.6% 0.0% 10 $13 0.0
44
$120 $4,798 $2,427 50.6% 0.0% 12 $10 0.0
45
$138 $4,561 $2,307 50.6% 0.1% 13 $11 0.0
43
$111 $4,300 $2,169 50.4% -0.1% 14 $8 0.0
39
$117 $4,072 $2,058 50.5% -0.1% 3 $39 0.0
42
$126 $3,832 $1,941 50.7% 0.0% 13 $10 0.0
42
$123 $3,580 $1,815 50.7% -0.1% 14 $9 0.0
43
$126 $3,331 $1,692 50.8% -0.1% 14 $9 0.0
44
$126 $3,079 $1,566 50.9% -0.1% 15 $8 0.0
45
$126 $2,827 $1,440 50.9% 0.0% 16 $8 0.0
46
$102 $2,578 $1,314 51.0% -0.2% 8 $13 0.0
46
$120 $2,368 $1,212 51.2% -0.2% 8 $15 0.0
51
$106 $2,125 $1,092 51.4% -0.2% 9 $12 0.0
52
$108 $1,913 $986 51.5% -0.1% 10 $11 0.0
43
$111 $1,699 $878 51.7% -0.1% 12 $9 0.0
38
$105 $1,480 $767 51.8% -0.3% 7 $15 0.0
41
$108 $1,270 $662 52.1% -0.3% 10 $11 0.0
44
$112 $1,057 $554 52.4% 0.5% 10 $11 0.0
45
$111 $851 $442 51.9% 0.1% 11 $10 0.0
42
$108 $638 $331 51.9% -0.6% 6 $18 0.0
41
$123 $425 $223 52.5% 2.5% 11 $11 0.0
42
$100 $200 $100 50.0% 50.0% 4 $25 0.0