May 2020 - July 2021 metrics highlighting average income per winning trade, average return on investment per winning trade and overall premium capture.
May 2020 - July 2021 metrics highlighting options win rate, option trade types and the number of unique tickers used.
May 2020 - July 2021 Return on investment (ROI) per trade. All trades are risk-defined in order to leverage a minimal amount of capital to maximize 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 - July 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.
Consistent monthly options premium income through May 2020 - June 2021. Despite the market negative returns in September 2020, 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 a 15-month period of April 2020 - June 2021 is overlaid. These data demonstrate consistent portfolio appreciation, largely matching the broader market returns throughout an unprecedented bull market run and mitigating losses during market downturns. These results were achieved with substantially less portfolio risk and lower portfolio beta.
Trade type distribution thus far in 2021 (January - June), consisting primarily of iron condors and put spreads and to a lesser extent, call spreads. Statistically insignificant (~5%) are diagonal put spreads and diagonal call spreads.