Trade History
Conservative Portfolio: Trade History
Present to January 2003
Learn more about the Conservative Portfolio
(see Active Portfolio trade history)
| 2012 Year to Date | 8.8% | ||
| May 2012 | 1.8% | For Members Only. The public trade details are available when the positions have closed. | |
| April 2012 | 2.0% | ||
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Index at purchase: $834.54 | IV: 20.6% | Days until Expiration: 31 PUT SHORT: none | CALL SHORT: 910 ($0.20) |
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| March 2012 | 2.0% | ||
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Index at purchase: $827.28 | IV: 22.28% | Days until Expiration: 23 PUT SHORT: none | CALL SHORT: 900 ($0.20) |
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| February 2012 | 3.0% | ||
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Index at purchase: $788.50 | IV: 22.42% | Days until Expiration: 24 PUT SHORT: 650 ($0.15) | CALL SHORT: 860 ($0.15) |
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| January 2012 | 0.0% | No trades available that met the Minimum Premium requirement. | |
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Index at purchase: $708.56 | IV: 32.35% | Days until Expiration: 31 PUT SHORT: no Put position | CALL SHORT: no Call position |
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| Total Return 2011 | 19.8% | ||
| December 2011 | 1.8% | ||
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Index at purchase: $702.41 | IV: 39.13% | Days until Expiration: 24 PUT SHORT: 530 ($0.18) | CALL SHORT: no Call position |
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| November 2011 | 1.9% | ||
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Index at purchase: $722.89 | IV: 35.53% | Days until Expiration: 24 PUT SHORT: 540 ($0.19) | CALL SHORT: no Call position |
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| October 2011 | 1.9% | ||
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Index at purchase: $702.23 | IV: 38.89% | Days until Expiration: 31 PUT SHORT: 530 ($0.19) | CALL SHORT: no Call position |
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| September 2011 | 0.0% | IV value above trade criteria checklist | |
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Index at purchase: $651.34 | IV: 46.16% | Days until Expiration: 24 PUT SHORT: 0 ($0.00) | CALL SHORT: no Call position |
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| August 2011 | 0.0% | No trades available that met the Minimum Premium requirement. (Thank G-d! This month would have been a losing month.) |
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Index at purchase: $815.97 | IV: 23.32% | Days until Expiration: 31 PUT SHORT: 0 ($0.00) | CALL SHORT: no Call position |
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| July 2011 | 1.9% | ||
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Index at purchase: $788.48 | IV: 24.36% | Days until Expiration: 24 PUT SHORT: 660 ($0.19) | CALL SHORT: no Call position |
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| June 2011 | 1.5% | ||
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Index at purchase: $814.04 | IV: 21.80% | Days until Expiration: 24 PUT SHORT: 690 ($0.15) | CALL SHORT: no Call position |
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| May 2011 | 1.4% | ||
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Index at purchase: $821.51 | IV: 19.60% | Days until Expiration: 31 PUT SHORT: 690 ($0.14) | CALL SHORT: no Call position |
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| April 2011 | 2.1% | ||
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Index at purchase: $813.02 | IV: 23.05% | Days until Expiration: 24 PUT SHORT: 680 ($0.21) | CALL SHORT: no Call position |
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| March 2011 | 1.9% | ||
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Index at purchase: $812.96 | IV: 24.23% | Days until Expiration: 23 PUT SHORT: 690 ($0.19) | CALL SHORT: no Call position |
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| February 2011 | 2.5% | ||
|
Index at purchase: $779.28 | IV: 22.27% | Days until Expiration: 24 PUT SHORT: 660 ($0.25) | CALL SHORT: no Call position |
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| January 2011 | 2.9% | ||
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Index at purchase: $782.30 | IV: 19.04% | Days until Expiration: 31 PUT SHORT: 660 ($0.17) | CALL SHORT: 850 ($0.12) |
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| Total Return 2010 | 25.3% | ||
| December 2010 | 2.4% | ||
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Index at purchase: $727.33 | IV: 22.63% | Days until Expiration: 24 PUT SHORT: 620 ($0.24) | CALL SHORT: no Call position |
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| November 2010 | 2.6% | ||
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Index at purchase: $710.13 | IV: 25.34% | Days until Expiration: 31 PUT SHORT: 580 ($0.26) | CALL SHORT: no Call position |
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| October 2010 | 2.0% | ||
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Index at purchase: $669.98 | IV: 26.78% | Days until Expiration: 24 PUT SHORT: 550 ($0.20) | CALL SHORT: no Call position |
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| September 2010 | 1.8% | ||
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Index at purchase: $602.67 | IV: 32.34% | Days until Expiration: 24 PUT SHORT: 480 ($0.18) | CALL SHORT: no Call position |
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| August 2010 | 1.9% | ||
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Index at purchase: $613.08 | IV: 32.95% | Days until Expiration: 31 PUT SHORT: 440 ($0.19) | CALL SHORT: no Call position |
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| July 2010 | 2.3% | ||
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Index at purchase: $660.03 | IV: 29.92% | Days until Expiration: 24 PUT SHORT: 530 ($0.23) | CALL SHORT: no Call position |
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| June 2010 | 0.0% | IV value above trade criteria checklist | |
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Index at purchase: $641.21 | IV: 40.87% | Days until Expiration: 24 PUT SHORT: 0 ($0.00) | CALL SHORT: no Call position |
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| May 2010 | 2.1% | ||
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Index at purchase: $711.40 | IV: 20.93% | Days until Expiration: 31 PUT SHORT: 590 ($0.21) | CALL SHORT: no Call position |
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| April 2010 | 4.0% | ||
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Index at purchase: $682.91 | IV: 19.16% | Days until Expiration: 24 PUT SHORT: 600 ($0.20) | CALL SHORT: 740 ($0.20) |
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| March 2010 | 1.7% | ||
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Index at purchase: $632.25 | IV: 20.16% | Days until Expiration: 24 PUT SHORT: 530 ($0.17) | CALL SHORT: no Call position |
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| February 2010 | 2.7% | ||
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Index at purchase: $649.15 | IV: 20.87% | Days until Expiration: 30 PUT SHORT: 550 ($0.27) | CALL SHORT: no Call position |
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| January 2010 | 1.8% | ||
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Index at purchase: $618.60 | IV: 22.93% | Days until Expiration: 24 PUT SHORT: 520 ($0.18) | CALL SHORT: no Call position |
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| Total Return 2009 | 23.8% | ||
| December 2009 | 0.0% | No trades available that met the Minimum Premium requirement. | |
|
Index at purchase: $594.81 | IV: 25.67% | Days until Expiration: 24 PUT SHORT: 0 ($0.00) | CALL SHORT: no Call position |
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| November 2009 | 2.2% | ||
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Index at purchase: $622.34 | IV: 24.94% | Days until Expiration: 31 PUT SHORT: 490 ($0.22) | CALL SHORT: no Call position |
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| October 2009 | 2.7% | ||
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Index at purchase: $615.97 | IV: 28.49% | Days until Expiration: 24 PUT SHORT: 520 ($0.27) | CALL SHORT: no Call position |
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| September 2009 | 2.2% | ||
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Index at purchase: $580.24 | IV: 28.02% | Days until Expiration: 24 PUT SHORT: 480 ($0.22) | CALL SHORT: no Call position |
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| August 2009 | 2.0% | ||
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Index at purchase: $526.96 | IV: 30.32% | Days until Expiration: 31 PUT SHORT: 430 ($0.20) | CALL SHORT: no Call position |
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| July 2009 | 2.5% | ||
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Index at purchase: $492.81 | IV: 36.61% | Days until Expiration: 24 PUT SHORT: 400 ($0.25) | CALL SHORT: no Call position |
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| June 2009 | 2.5% | ||
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Index at purchase: $494.79 | IV: 38.75% | Days until Expiration: 31 PUT SHORT: 380 ($0.25) | CALL SHORT: no Call position |
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| May 2009 | 2.0% | ||
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Index at purchase: $452.49 | IV: 52.16% | Days until Expiration: 24 PUT SHORT: 320 ($0.20) | CALL SHORT: no Call position |
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| April 2009 | 3.7% | ||
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Index at purchase: $433.72 | IV: 49.29% | Days until Expiration: 24 PUT SHORT: 320 ($0.37) | CALL SHORT: no Call position |
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| March 2009 | 2.0% | ||
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Index at purchase: $394.58 | IV: 58.69% | Days until Expiration: 24 PUT SHORT: 260 ($0.20) | CALL SHORT: no Call position |
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| February 2009 | 2.0% | ||
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Index at purchase: $433.65 | IV: 58.73% | Days until Expiration: 30 PUT SHORT: 270 ($0.20) | CALL SHORT: no Call position |
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| January 2009 | 0.0% | No trades available that met the Minimum Premium requirement. | |
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Index at purchase: $475.07 | IV: 54.68% | Days until Expiration: 24 PUT SHORT: 0 ($0.00) | CALL SHORT: no Call position |
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| Total Return 2008 | 14.5% | We had a losing month of -15.8% in January. Fortunately the settlement value was very close to our Short Strike and we were able to still trade profitably for the year. | |
| December 2008 | 2.5% | ||
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Index at purchase: $436.80 | IV: 68.86% | Days until Expiration: 24 PUT SHORT: 270 ($0.25) | CALL SHORT: no Call position |
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| November 2008 | 2.7% | ||
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Index at purchase: $546.84 | IV: 55.79% | Days until Expiration: 31 PUT SHORT: 340 ($0.27) | CALL SHORT: no Call position |
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| October 2008 | 0.0% | IV value above trade criteria checklist | |
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Index at purchase: $720.44 | IV: 37.03% | Days until Expiration: 31 PUT SHORT: 0 ($0.00) | CALL SHORT: no Call position |
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| September 2008 | 4.2% | ||
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Index at purchase: $741.97 | IV: 26.09% | Days until Expiration: 31 PUT SHORT: 620 ($0.22) | CALL SHORT: 830 ($0.20) |
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| August 2008 | 3.8% | ||
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Index at purchase: $697.63 | IV: 28.94% | Days until Expiration: 24 PUT SHORT: 580 ($0.20) | CALL SHORT: 780 ($0.18) |
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| July 2008 | 3.7% | ||
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Index at purchase: $719.81 | IV: 27.77% | Days until Expiration: 24 PUT SHORT: 610 ($0.25) | CALL SHORT: 810 ($0.12) |
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| June 2008 | 2.2% | ||
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Index at purchase: $738.45 | IV: 23.60% | Days until Expiration: 31 PUT SHORT: 630 ($0.22) | CALL SHORT: no Call position |
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| May 2008 | 4.0% | ||
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Index at purchase: $718.00 | IV: 25.74% | Days until Expiration: 24 PUT SHORT: 610 ($0.20) | CALL SHORT: 790 ($0.20) |
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| April 2008 | 2.0% | ||
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Index at purchase: $701.28 | IV: 30.28% | Days until Expiration: 24 PUT SHORT: 570 ($0.20) | CALL SHORT: no Call position |
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| March 2008 | 2.2% | ||
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Index at purchase: $702.34 | IV: 31.68% | Days until Expiration: 24 PUT SHORT: 560 ($0.22) | CALL SHORT: no Call position |
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| February 2008 | 3.0% | ||
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Index at purchase: $671.57 | IV: 35.19% | Days until Expiration: 23 PUT SHORT: 530 ($0.30) | CALL SHORT: no Call position |
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| January 2008 | (15.8%) | Loss 15.8% | |
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Index at purchase: $794.34 | IV: 22.84% | Days until Expiration: 24 PUT SHORT: 680 ($0.25) | CALL SHORT: no Call position |
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| Total Return 2007 | 45.0% | We were able place CALL spreads on most of the trades which resulted in higher overall returns. | |
| December 2007 | 3.0% | ||
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Index at purchase: $740.30 | IV: 31.90% | Days until Expiration: 30 PUT SHORT: 590 ($0.30) | CALL SHORT: 86no Call position |
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| November 2007 | 2.0% | ||
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Index at purchase: $824.90 | IV: 26.40% | Days until Expiration: 30 PUT SHORT: 680 ($0.20) | CALL SHORT: 91no Call position |
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| October 2007 | 2.5% | ||
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Index at purchase: $817.70 | IV: 23.10% | Days until Expiration: 30 PUT SHORT: 650 ($0.25) | CALL SHORT: no Call position |
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| September 2007 | 3.5% | ||
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Index at purchase: $798.60 | IV: 26.80% | Days until Expiration: 30 PUT SHORT: 650 ($0.35) | CALL SHORT: no Call position |
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| August 2007 | 5.5% | ||
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Index at purchase: $845.90 | IV: 18.80% | Days until Expiration: 30 PUT SHORT: 730 ($0.25) | CALL SHORT: 920 ($0.30) |
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| July 2007 | 4.5% | ||
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Index at purchase: $836.20 | IV: 18.80% | Days until Expiration: 30 PUT SHORT: 730 ($0.20) | CALL SHORT: 910 ($0.25) |
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| June 2007 | 3.0% | ||
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Index at purchase: $820.20 | IV: 17.90% | Days until Expiration: 30 PUT SHORT: 720 ($0.30) | CALL SHORT: no Call position |
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| May 2007 | 3.0% | ||
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Index at purchase: $824.40 | IV: 17.30% | Days until Expiration: 30 PUT SHORT: 730 ($0.30) | CALL SHORT: no Call position |
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| April 2007 | 3.0% | ||
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Index at purchase: $807.50 | IV: 17.10% | Days until Expiration: 30 PUT SHORT: 700 ($0.30) | CALL SHORT: no Call position |
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| March 2007 | 4.5% | ||
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Index at purchase: $814.00 | IV: 17.30% | Days until Expiration: 30 PUT SHORT: 720 ($0.20) | CALL SHORT: 870 ($0.25) |
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| February 2007 | 5.5% | ||
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Index at purchase: $788.80 | IV: 16.80% | Days until Expiration: 30 PUT SHORT: 700 ($0.25) | CALL SHORT: 850 ($0.30) |
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| January 2007 | 5.0% | ||
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Index at purchase: $785.60 | IV: 16.10% | Days until Expiration: 30 PUT SHORT: 710 ($0.25) | CALL SHORT: 840 ($0.25) |
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| Total Return 2006 | 55.0% | We were able place CALL spreads on most of the trades which resulted in higher overall returns. | |
| December 2006 | 2.5% | ||
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Index at purchase: $792.00 | IV: 17.20% | Days until Expiration: 30 PUT SHORT: 700 ($0.25) | CALL SHORT: no Call position |
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| November 2006 | 5.0% | ||
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Index at purchase: $763.40 | IV: 20.70% | Days until Expiration: 30 PUT SHORT: 650 ($0.20) | CALL SHORT: 830 ($0.30) |
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| October 2006 | 4.0% | ||
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Index at purchase: $734.50 | IV: 20.30% | Days until Expiration: 30 PUT SHORT: 630 ($0.20) | CALL SHORT: 800 ($0.20) |
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| September 2006 | 5.0% | ||
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Index at purchase: $707.40 | IV: 22.30% | Days until Expiration: 30 PUT SHORT: 600 ($0.20) | CALL SHORT: 780 ($0.30) |
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| August 2006 | 5.0% | ||
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Index at purchase: $702.30 | IV: 24.00% | Days until Expiration: 30 PUT SHORT: 600 ($0.30) | CALL SHORT: 780 ($0.20) |
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| July 2006 | 4.0% | ||
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Index at purchase: $690.70 | IV: 23.00% | Days until Expiration: 30 PUT SHORT: 590 ($0.20) | CALL SHORT: 760 ($0.20) |
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| June 2006 | 5.0% | ||
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Index at purchase: $725.90 | IV: 23.80% | Days until Expiration: 30 PUT SHORT: 630 ($0.30) | CALL SHORT: 800 ($0.20) |
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| May 2006 | 5.0% | ||
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Index at purchase: $778.40 | IV: 18.00% | Days until Expiration: 30 PUT SHORT: 680 ($0.20) | CALL SHORT: 840 ($0.30) |
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| April 2006 | 5.0% | ||
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Index at purchase: $744.90 | IV: 15.60% | Days until Expiration: 30 PUT SHORT: 660 ($0.30) | CALL SHORT: 800 ($0.20) |
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| March 2006 | 4.0% | ||
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Index at purchase: $725.10 | IV: 17.90% | Days until Expiration: 30 PUT SHORT: 630 ($0.20) | CALL SHORT: 790 ($0.20) |
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| February 2006 | 5.0% | ||
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Index at purchase: $703.80 | IV: 17.90% | Days until Expiration: 30 PUT SHORT: 620 ($0.20) | CALL SHORT: 760 ($0.30) |
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| January 2006 | 5.5% | ||
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Index at purchase: $672.80 | IV: 17.10% | Days until Expiration: 31 PUT SHORT: 600 ($0.30) | CALL SHORT: 730 ($0.25) |
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| Total Return 2005 | 42.0% | We were able place CALL spreads on most of the trades which resulted in higher overall returns. | |
| December 2005 | 3.0% | ||
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Index at purchase: $657.60 | IV: 21.20% | Days until Expiration: 30 PUT SHORT: 580 ($0.30) | CALL SHORT: no Call position |
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| November 2005 | 5.5% | ||
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Index at purchase: $621.76 | IV: 23.20% | Days until Expiration: 30 PUT SHORT: 530 ($0.25) | CALL SHORT: 690 ($0.30) |
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| October 2005 | 4.5% | ||
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Index at purchase: $656.90 | IV: 19.00% | Days until Expiration: 30 PUT SHORT: 570 ($0.25) | CALL SHORT: 710 ($0.20) |
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| September 2005 | 2.0% | ||
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Index at purchase: $652.50 | IV: 21.00% | Days until Expiration: 30 PUT SHORT: 570 ($0.20) | CALL SHORT: no Call position |
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| August 2005 | 2.0% | ||
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Index at purchase: $667.40 | IV: 14.80% | Days until Expiration: 30 PUT SHORT: 610 ($0.20) | CALL SHORT: no Call position |
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| July 2005 | 4.0% | ||
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Index at purchase: $635.69 | IV: 14.00% | Days until Expiration: 30 PUT SHORT: 580 ($0.40) | CALL SHORT: no Call position |
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| June 2005 | 2.0% | ||
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Index at purchase: $600.30 | IV: 21.20% | Days until Expiration: 30 PUT SHORT: 520 ($0.20) | CALL SHORT: no Call position |
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| May 2005 | 4.0% | ||
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Index at purchase: $593.54 | IV: 22.90% | Days until Expiration: 30 PUT SHORT: 0 ($0.00) | CALL SHORT: 650 ($0.40) |
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| April 2005 | 4.0% | ||
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Index at purchase: $634.08 | IV: 18.00% | Days until Expiration: 30 PUT SHORT: 550 ($0.20) | CALL SHORT: 690 ($0.20) |
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| March 2005 | 3.0% | ||
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Index at purchase: $635.40 | IV: 18.00% | Days until Expiration: 30 PUT SHORT: 560 ($0.30) | CALL SHORT: no Call position |
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| February 2005 | 6.0% | ||
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Index at purchase: $624.11 | IV: 20.30% | Days until Expiration: 30 PUT SHORT: 550 ($0.20) | CALL SHORT: 680 ($0.40) |
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| January 2005 | 2.0% | ||
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Index at purchase: $646.64 | IV: 15.10% | Days until Expiration: 30 PUT SHORT: 580 ($0.20) | CALL SHORT: no Call position |
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| Total Return 2004 | 54.5% | We were able place CALL spreads on most of the trades which resulted in higher overall returns. | |
| December 2004 | 4.0% | ||
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Index at purchase: $624.00 | IV: 13.40% | Days until Expiration: 30 PUT SHORT: 560 ($0.40) | CALL SHORT: no Call position |
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| November 2004 | 4.5% | ||
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Index at purchase: $565.86 | IV: 20.50% | Days until Expiration: 30 PUT SHORT: 490 ($0.25) | CALL SHORT: 620 ($0.20) |
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| October 2004 | 7.0% | ||
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Index at purchase: $568.33 | IV: 19.60% | Days until Expiration: 30 PUT SHORT: 500 ($0.20) | CALL SHORT: 620 ($0.50) |
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| September 2004 | 2.0% | ||
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Index at purchase: $527.74 | IV: 24.00% | Days until Expiration: 30 PUT SHORT: 450 ($0.20) | CALL SHORT: no Call position |
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| August 2004 | 4.0% | ||
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Index at purchase: $565.38 | IV: 19.30% | Days until Expiration: 30 PUT SHORT: 490 ($0.20) | CALL SHORT: 630 ($0.20) |
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| July 2004 | 5.0% | ||
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Index at purchase: $568.50 | IV: 21.30% | Days until Expiration: 30 PUT SHORT: 480 ($0.25) | CALL SHORT: 630 ($0.25) |
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| June 2004 | 6.5% | ||
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Index at purchase: $546.74 | IV: 24.41% | Days until Expiration: 30 PUT SHORT: 450 ($0.40) | CALL SHORT: 620 ($0.25) |
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| May 2004 | 4.0% | ||
|
Index at purchase: $577.73 | IV: 23.80% | Days until Expiration: 30 PUT SHORT: 490 ($0.20) | CALL SHORT: 640 ($0.20) |
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| April 2004 | 5.0% | ||
|
Index at purchase: $570.65 | IV: 24.10% | Days until Expiration: 30 PUT SHORT: 480 ($0.25) | CALL SHORT: 640 ($0.25) |
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| March 2004 | 4.0% | ||
|
Index at purchase: $595.13 | IV: 21.40% | Days until Expiration: 30 PUT SHORT: 500 ($0.20) | CALL SHORT: 660 ($0.20) |
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| February 2004 | 4.5% | ||
|
Index at purchase: $597.47 | IV: 18.50% | Days until Expiration: 30 PUT SHORT: 520 ($0.25) | CALL SHORT: 650 ($0.20) |
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| January 2004 | 4.0% | ||
|
Index at purchase: $538.72 | IV: 23.40% | Days until Expiration: 30 PUT SHORT: 450 ($0.20) | CALL SHORT: 600 ($0.20) |
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| Total Return 2003 | 35.5% | We were able place CALL spreads on some of the trades which resulted in higher overall returns. | |
| December 2003 | 2.0% | ||
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Index at purchase: $525.62 | IV: 21.60% | Days until Expiration: 30 PUT SHORT: 440 ($0.20) | CALL SHORT: no Call position |
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| November 2003 | 3.0% | ||
|
Index at purchase: $513.15 | IV: 20.40% | Days until Expiration: 30 PUT SHORT: 440 ($0.30) | CALL SHORT: no Call position |
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| October 2003 | 2.5% | ||
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Index at purchase: $515.09 | IV: 19.80% | Days until Expiration: 30 PUT SHORT: 450 ($0.25) | CALL SHORT: no Call position |
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| September 2003 | 2.0% | ||
|
Index at purchase: $489.46 | IV: 17.70% | Days until Expiration: 30 PUT SHORT: 410 ($0.20) | CALL SHORT: no Call position |
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| August 2003 | 2.0% | ||
|
Index at purchase: $473.68 | IV: 20.30% | Days until Expiration: 30 PUT SHORT: 420 ($0.20) | CALL SHORT: no Call position |
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| July 2003 | 2.0% | ||
|
Index at purchase: $457.52 | IV: 16.20% | Days until Expiration: 30 PUT SHORT: 400 ($0.20) | CALL SHORT: no Call position |
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| June 2003 | 4.0% | ||
|
Index at purchase: $410.73 | IV: 18.00% | Days until Expiration: 30 PUT SHORT: 340 ($0.20) | CALL SHORT: 0 ($0.20) |
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| May 2003 | 2.5% | ||
|
Index at purchase: $377.73 | IV: 22.30% | Days until Expiration: 30 PUT SHORT: 330 ($0.25) | CALL SHORT: no Call position |
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| April 2003 | 6.0% | ||
|
Index at purchase: $368.51 | IV: 26.80% | Days until Expiration: 30 PUT SHORT: 310 ($0.45) | CALL SHORT: 420 ($0.15) |
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| March 2003 | 4.5% | ||
|
Index at purchase: $360.28 | IV: 26.60% | Days until Expiration: 30 PUT SHORT: 300 ($0.25) | CALL SHORT: 410 ($0.20) |
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| February 2003 | 2.5% | ||
|
Index at purchase: $380.52 | IV: 20.20% | Days until Expiration: 30 PUT SHORT: 0 ($0.00) | CALL SHORT: 420 ($0.25) |
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| January 2003 | 2.5% | ||
|
Index at purchase: $383.42 | IV: 27.60% | Days until Expiration: 30 PUT SHORT: 0 ($0.00) | CALL SHORT: 440 ($0.25) |
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Significant portions of the trade history are based on back testing data according to our Options trading rules.