viernes, 26 de mayo de 2017

Semana 57 / Week 57 ( Jun, 2 expiration date )

Semana atípica, al ser Lunes 29 de Mayo festivo en USA. Por esta razón adelantamos la apertura de la posición un día, al miercoles, si bien hemos preferido cerrar este Viernes en lugar del próximo Martes , para no estar expuesto a posibles noticias este largo fin de semana.

Seguimos en niveles ridículos de volatilidad.

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Atypical week, considering next Monday May 29 markets will be closed in the USA. For this reason, we anticipated the opening of the position one day, on Wednesday, although we preferred to close this Friday instead of next Tuesday, in order not to be exposed to possible news this long weekend.

We continue at ridiculous levels of volatility, inmerse in a choppy market.

Week Set up and trades


Charts and volatility peaks


Money management and template


martes, 16 de mayo de 2017

Semana 56 / Week 56 ( May , 19 expiration date )

Fantástica semana , seguimos con una serie histórica muy fiable, hemos cerrado antes de lo habitual viendo que el Ruseell podía perder el pivot diario; tratando de estar siempre expuesto el menor tiempo posible al mercado. Seguimos con un entorno muy bajo de volatilidad y es dificil elegir los strikes para encontrar una prima razonable.

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Fantastic week, we continue with a very reliable historical series. We closed before the usual time seeing that Russell could lose the daily pivot; always trying to  be exposed to the market as minimum as possible.We continue under a very low volatility environment and some times it's difficult to choose the right strikes to find a reasonable premium.

Trade set up and week performance




Rusell index and Russell volatility charts


Historical track record and money management template
( next week we will update to 4 contracts once again )


miércoles, 3 de mayo de 2017

Semana 55 / Week 55 ( May, 5 expiration date )

Volvemos a beneficios en una semana tranquila. esta semana no operaremos con las elecciones francesas de por medio.
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We return to profits in a quiet week. This week we will not trade our strangle straregy with the French elections in between.












Performance Setup



Sold strikes, chart and volatility situation ( RVX)


Money management template