| Outline |
Diagonal put spreads on equities. |
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| Profiles |
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Capital |
% Per Trade |
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Capital |
% Per Trade* |
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$230,000 |
1.5% |
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| Strategies |
Reinvestment Trading Strategy |
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Income Trading Strategy |
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My Beginning Capital |
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My Trading Capital |
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Monthly CROR |
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Trades per Month |
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Investment Period (in Months) |
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Return per Trade |
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My Ending Capital |
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My Cash Profit per Month |
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| Coverage |
The % of the advisor's total trades that I would
have entered with this profile: |
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The % of the advisor's average open positions that
I would have held with this risk: |
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| Results |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
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03 |
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04 |
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05 |
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06 |
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Win |
Loss |
Winning Mths % |
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VAMI |
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03 |
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04 |
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05 |
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06 |
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| Analysis |
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Annual Sharpe Ratio |
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Annual Sortino Ratio |
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Annual Sterling Ratio |
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Av $ Return/Trade |
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Av Investment/Trade |
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Av % Return/Trade |
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Av # Contracts/Trade |
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Largest Monthly Gain |
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Maximum Drawdown |
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Largest Monthly Loss |
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Downside Deviation |
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Trade Performance Index |
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Value for Money Index |
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Standard Deviation |
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Risk Adjusted Monthly CROR |
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Type of Trades |
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| Details |
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Credit |
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| Notes |
Auto Brokers |
Investrade |
thinkorswim |
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These Results |
Include Brok'age |
Include Fee |
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/mth |
A saving of: |
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| PAST PERFORMANCE IS NO GUARANTEE OF FUTURE SUCCESS. |
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