Semana 65 / Week 65 ( Aug , 18 expiration date )

A pesar de las dudas que habia en el mercado, la tensión con Corea , hemos cerrado la mejor semana de toda la serie histórica; gracias al incremento de volatilidad cercano al 40% , que hubo en los dias previos a la apertura del trade. El rango 1355-1405 podia parecer algo estrecho, pero es lo que nos marcaba 1 desviación estandar; considerando el precio del subyacente, numero de dias a vencimiento y el nivel de volatilidad histórica del momento. Esto nos supuso un ingreso de  10$ de prima por contrato , muy por encima de la media de los ultimos meses. Simplemente fantastico , y a mes y medio de cerrar el año ya tenemos un 30% de rentabilidad ; con mínima exposición al mercado. No hay trucos , solo mucho disciplina.

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Despite several doubts in the market, the tension with Korea, We closed the best week of the whole historical series; thanks to a volatility increase next to 40%, which occurred just a couple of days before opening the trade. The 1355-1405 range may seem somewhat narrow, but It is simply the value of one standard deviation; considering the price of the underlying, number of days to maturity and the level of historical volatility at the moment. This gave us a $10 premium income per contract, above the average of the last months. Just fantastic, and a month and a half ahead to close this first year We already reached a 30% profitability; with minimal exposure to the market. No tricks, but so much discipline.

Weekly performance and main Stats

Rusell 2000 main chart and trade evolution

Money management template and track record

Semana 64 / Week 64 ( Aug, 4 expiration date )

Semana muy dificil que cerramos con un beneficio minimo.  Nada mas abrir el rango 1420-1470 el jueves, el mercado bajó bruscamente casi un 2% , y el precio se paró todo el viernes, al limite de saltar el stop loss, incluso llegó a tocar el put strike vendido, pero la volatilidad no apenas se movió el viernes y eso nos salvó. Cerré el martes nada mas abrir el mercado porque a pesar de que el indice empezó a subir , tambien lo hizo la volatilidad, lo cual no es frecuente, y va contra nuestra posición al ir cortos de volatilidad.. Mejor esperar a otra semana.

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Very difficult week that we closed with a minimum profit. As soon as the 1420-1470 range was opened on Thursday, the market fell sharply by almost 2%, after this,the price stopped along Friday,. Despite the put strike was touched ( position entered " at the money") , stoploss wasn't executed, because  volatility did not barely move on Friday and this situation saved us. I closed on Tuesday just a couple of minutes after opening the market; even though the index started to rise, so did the volatility, which is not frequent and goes against our interests (we are short on volatility ).. Better wait for another week...

Week Performace and main set up

Chart analysis over Russell 2000 Future ( not index)

Track record and money management template

Semana 63 / Week 63 ( July, 28 expiration date)

Nueva semana ganadora, donde el rango 1415-1465 funcionó perefectamente ( 1 desviación standard sobre el valor del indice ). Seguimos con la volatilidad en los niveles mas bajos de los últimos 25 años , y nosotros mejorando nuestra curva de beneficios. Atencion al mes de agosto donde podría venir un incremento importante de la misma.

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New winning week, where the rank 1415-1465 worked perfectly (1 standard deviation on index value). We continue with volatility at the lowest level of the last 25 years, and despite this we keep on improving our equity line. Let's pay attention to the month of August where it could come up a significant increase of the volatility value.

Weekly Setup and performance.

Track record and money management template.

Semana 62 / Week 62 ( July, 22 expiration date )

Nueva entrada exitosa, y hacemos un nuevo maximo en nuestra equity line a pesar del susto de primeros de Junio. Con esta estrategia es de vital importancia ser disciplinado , paciente , y estar seguro de lo que hacemos. El mercado se lateraliza mucho cuando parece que viene un movimiento desvastador , la formula del éxito es la disciplina pues la estrategia es muy sencilla. Siempre debemos ser escrictos con nuestro plan de trading.

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New successful entry, and make a new maximum in our equity line despite a scary early June. With this strategy it is vitally important to be disciplined, patient, and be sure of what we do. Most of the times the market usually turns choppy when It seems that a devastating movement is coming, the formula of success is the discipline because the strategy is very simple. We always must be stricted with our trading plan.

Weekly performance and orders setup

Track record and money template

Semana 61 / Week 61 ( July, 7 expiration date)

Semana mas corta de lo habitual al ser mañana festivo, seguimos subiendo y aumentamos a 4 contratos para el próximo trade. Esperamos que en esta ocasión podamos hacer un nuevo máximo histórico.

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Week shorter than usual considering tomorrow is the Independence day. We continue improving our track record and will increase up to 4 contracts for the next trade. We hope this time we can make a new historical high.


Week performance and set up

Russell Index and Volatility chart with entry and exit points

Track record and money management template

Semana 60 / Week 60 ( June, 30 expiration date )

Semana tranquila, con poco movimiento en la volatilidad, y continuamos en plena recuperación. Esta semana ya hemos abierto un nuevo trade el Jueves 29 en el nivel 1385-1445 ; aunque lo cerraremos el Lunes en lugar del Martes, que es festivo en USA, día de la independencia.

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Quiet week, inmerse in our friendly choppy market, and still recovering some losses from the beggining of the month. This week we have already opened a new trade on Thursday 29 at level 1385-1445 ; although we will close it on Monday instead of Tuesday, considering Tuesday is holiday in USA, Independence day.

Week Performance

Russell Index and Volatility chart with entry and exit points

Track record and money management template

Semana 59 / Week 59 (June, 23 expiration date )

Tras el dato del paro mensual, que nos provoco una fuerte perdida, volvemos a la carga, semana limpia y acercándonos a máximos. Mercado claramente lateral - alcista.

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After the monthly unemployment data, which caused us a strong loss, we return to the job, quiet week and approaching a new high. Market clearly lateral - bullish.


Weekly set up and final performance

Entry and exit Points , Index and volatility chart

Money management template and track record