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

M3 Backtesting Nov 21, 2014

nov-21-2014-entry-wp

Adjustments:

  • Dec 1 – Sold 5 x 1140 to protect t+0 downside
  • Dec 3 – Sold 2 x 1160 to protect t+0 upside
  • Dec 9 – Sold 3 x 1160 to protect t+0 downside
  • Dec 10 – Sold 3 x 1130, 1 x 1120 to protect t+0 downside
  • Dec 15 – Sold 4 x 1120 to protect t+0 downside
  • Dec 17 – Sold 5 x 1170 to protect t+0 upside
  • Dec 18 – Sold 5 x 1180 to protect t+0 upside
  • Dec 19 – Sold 5 x 1140 to protect t+0 upside
  • Dec 23 – Sold 5 x 1150 to protect t+0 upside
  • Dec 26 – Rolled BF up
  • Dec 29 – Sold 3 x 1200 to protect t+0 downside
  • Dec 30 – Sold 3 x 1210 to protect t+0 upside
  • Dec 31 – Sold 2 x 1200 to protect t+0 downside
  • Jan 2 – Sold 6 x 1200, 2 x 1190 to reduce + DELTA inside tent
Before adjustment

Before adjustment

After adjustment

After adjustment

 

 

 

 

 

  • Jan 5 – Sold 10 x 1180 to reduce + DELTA inside tent
  • Jan 6 – Rolled BF down
  • Jan 7 – Sold 5 x 1170 to reduce – DELTA inside edge of tent
  • Jan 8 – Sold 2 x 1170, 3 x 1180 to reduce +DELTA & + VEGA outside tent
  • Jan 9 – Exited at 7 DTE below profit target at  $95