M3 Backtesting Jan 24, 2014

jan-24-2014-entry-b

Adjustments:

  • Jan 24 – Sold 3 x 1120 to protect 30 pts down
  • Jan 29 – Sold 7 x 1120 to protect 30 pts down
  • Jan 30 – Sold 5 x 1130 to protect 20 pts up
  • Feb 3 – Roll BF down
  • Feb 10 – Sold 7 x 1080 to reduce – DELTA outside tent
  • Feb 12 – Sold 3 x 1090 to control VEGA outside tent
  • Feb 13 – Rolled BF (can’t keep Delta/Vega negative)
  • Feb 14 – Sold 5 x 1130 to reduce DELTA inside edge of tent
  • Feb 18 – Sold 5 x 1140 to reduce DELTA outside tent
  • Feb 19 – Sold 5 x 1130 to protect 20 pts down
  • Feb 20 – Sold 5 x 1140 to reduce – DELTA outside tent
  • Feb 25 – Sold 3 x 1140, 2 x 1150 to reduce – DELTA outside tent
  • Can’t continue to backtrade, back trader data is not loading