JULY 2006 TRADES
JUNE30 BTO YUM AUG45CALL@ $5.70
JULY11 STC YUM AUG45CALL@ $4.70
LOSS: 17.5%
JULY10 BTO THE AUG40PUT@ $4.40
JULY24 STC THE AUG40PUT @ $7.30
PROFIT: 65.9%
JULY18 BTO SYNA AUG17.5CALL@ $2.90
JULY28 STC SYNA AUG17.5CALL@ $4.20
PROFIT: 44.8%
JULY26 BTO HOS SEPT30CALL@ $3.20
JULY31 STC HOS SEPT30CALL@ $5.30
PROFIT: 65.6%
TOTAL PROFIT: 158.8%
JULY11 STC YUM AUG45CALL@ $4.70
LOSS: 17.5%
JULY10 BTO THE AUG40PUT@ $4.40
JULY24 STC THE AUG40PUT @ $7.30
PROFIT: 65.9%
JULY18 BTO SYNA AUG17.5CALL@ $2.90
JULY28 STC SYNA AUG17.5CALL@ $4.20
PROFIT: 44.8%
JULY26 BTO HOS SEPT30CALL@ $3.20
JULY31 STC HOS SEPT30CALL@ $5.30
PROFIT: 65.6%
TOTAL PROFIT: 158.8%
posted by spiritofthethingitself at 5:50 PM
6 Comments:
Well Done Al, it seems like you are stilling using the old PCFs. You need to be very careful doing that as the old PCFs do not contain the quality filter. You will end up with many signals of inferior quality.
Hi Jason, I've altered the old PCFs and added a filter of my own. I found that there are some great opportunities that remain in the old PCFs. I've actually wrote a computer program that does analysis on each of the counter that qualify from A to D and provides me with the most probable winners with the best risk/reward opportunity. I've actually back tested it against all the trades posted on the MOE site. So far so good! :)
Alf, CONGRATULATIONS!
You said you are going to win star trader of the month, I knew you can do it! Keep it up =)
Linda,
The process of qualifying A to D criteria is still manual. The determination of risk/reward is programmatically? I determine the reward using a combination of the options delta and the target price of the stock which is also calculated programmatically! :)
what delta criteria you use?
Happy trade,
Im not sure what you mean by a delta criteria. But I use the delta of the option which i plan to purchase. Personally, i don't buy an option with an absolute delta value of less than .70.
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