martes, 5 de septiembre de 2017

Semana 66 / Week 66 (Sep, 8 expiration date)

Semana algo arriesgada ya que hubo que abrir un rango muy estrecho (1385-1425) para poder obtener algo de prima, dado el bajo nivel de volatilidad. Una pena, el incremento de volatilidad a media tarde del martes, justo antes de cerrar la posición, pues erosionó algo el resultado.
Próxima entrada subimos a 5 contratos por money management.

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This was a risky week, since a very narrow range had to be opened (1385-1425) in order to obtain some premium, considering the current low level of volatility. A shame, an unexpected increase in volatility mid-afternoon on Tuesday, just before closing the position, because it eroded somewhat the result.
Next entry we raised from 4 to 5 contracts considering our money management rules.

Set up and Weekly performance



Chart with entry and exit points in Russell index ( future)


Track record and money management template