May 2020 - February 2021 metrics highlighting average income per winning trade, average return on investment per winning trade and overall premium capture.
May 2020 - February 2021 metrics highlighting options win rate, longest consecutive winning trade streak and the number of unique tickers used.
All trades are risk-defined in order to leverage a minimal amount of capital to maximize return on investment (ROI). For any given trade I target roughly 5-15% ROI at a delta of ~0.15 or ~85% probability of winning the trade at expiration. I always strive to trade across a wide array of tickers to maximize sector diversity and across uncorrelated tickers while maximizing the number of trades.
May 2020 - February 2021 option trades highlighting premium capture outcomes per trade. Managing winners is key for long-term options trading success. The number of trades is displayed on the x-axis and percent premium capture is shown on the y-axis. Winning trade are displayed in blue and losing trades are shown in red.
May 2020 - February 2021 option trades highlighting average ROI per trade, win rate and total number of trades. Over this same period, a 98% options win rate was achieved over a total of 208 trades.
Consistent monthly options premium income through May 2020 - February 2021. Despite the market negative returns in September and October 2020 and January 2021, realized gains in all three market scenarios was achieved. Demonstrating the durability and resiliency of options trading as a means to drive portfolio results and circumvent market volatility.
Portfolio performance comparison between a blended options-based approach and the S&P 500. The performance data over an eleven (11) month period of April 2020 - February 2021 is overlaid. These data demonstrate consistent portfolio appreciation, outpacing/matching the broader market returns throughout a raging bull market and mitigating losses during market corrections. These results were achieved with substantially less portfolio risk.
May 2020 - February 2021 option trades highlighting the average required capital per trade, normalized to a single contract, trade types deployed and the absolute number of days per trade, including non-open market days (i.e. weekends and holidays).
Historical performance showing the durability of an options based strategy where an 85% probability of success rate is achieved (despite the COVID-19 impact) while leveraging ~80 different ticker symbols to maximize sector diversity and performance with uncorrelated tickers.