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 )


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