Trade Performance Report for the week ending Dec 21, 2018

Weekly Report Cover

System Parameters Update

We have been able to fine tune our system to handle higher volatility keeping risk management parameters same. Results have been promisisng.

Weekly Results Dec 21

Our trading rules for short term trades using ATM options are as follows:

  1. Be very conservative to open an options position.
  2. Once a position is opened, be very aggressive to close open position to avoid value erosion due to theta decay or Implied Volatility (IV) collapse.
  3. Position close signal gets generated based on following criteria:
    • Day’s high price is hit OR 
    • When accumulated profit is > 20% OR
    • End of the day OR
    • If held overnight Followng day high Irrespective of gain/loss
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