Trade of the Day ROI

 

Realized Return On Investment

for the Self-Managed Client

 

Returns shown below represent realized, end-of-month returns where 5% of one’s portfolio is allocated to each trade. Returns also include commissions of 70 cents per contract, $5/leg ticket charge, and average fill prices.

2017 Realized Average Returns Summary
Month End Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
Return
Monthly Realized Returns allocating 5% to each trade 13.2% 13.5% -4.9% -8.5% 10.7% 5.5% -2.1% -1.1% -14.2% -1.7% 2.5% -2.5% 6.6%
Starting with $10,000 allocating 5% to each trade $11,320 $12,848 $12,218 $11,180 $12,377 $13,056 $12,780 $12,638 $10,848 $10,669 $10,936 $10,665
Comments
2016 Realized Average Returns Summary
Month End Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
End
Return
Monthly Realized Returns allocating 5% to each trade -2.7% -0.7% 12.2% 4.2% 7.3% 1.3% 22.9%
Starting with $10,000 allocating 5% to each trade $9,733 $9,668 $10,845 $11,297 $12,125 $12,286
Comments

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2017 Detailed Realized Trades
Stock Long or Short Trade Price Open Price Close Date Open Date Close # of Days Trade Open ROI % of Trade Realized Monthly Return allocating 5% to each trade
TXN L 31MAR17 75 CALL 2.44 2.9 2/16 2/28 12 18.9% 13.5%
ALOG L 21APR17 82.5 CALL 4.30 3.15 2/22 2/17 5 -26.7%
BK L 31MAR17 45.5 CALL 1.55 2.14 2/13 2/16 3 38.1%
XPO L 17MAR17 46 CALL 3.10 4.90 2/10 2/14 4 58.1%
IART L 17MAR17 42.5 CALL 1.70 1.80 2/8 2/13 5 5.9%
CAB S 17MAR17 57.5 PUT 3.20 8.60 2/2 2/10 8 168.8%
HES S 24MAR17 54 PUT 3.00 3.40 2/6 2/9 3 13.3%
CONN S 17MAR17 11 PUT 1.45 1.40 1/27 2/7 11 -3.5%
GE S 17MAR17 31 PUT 1.72 1.67 1/31 2/7 7 -2.9%
WMT S 17MAR17 70 PUT 4.20 4.65 1/22 1/31 9 10.7% 13.2%
CBS L 3MAR17 62.5 CALL 2.55 2.90 1/18 1/30 12 13.7%
AVGO L 17FEB17 177.5 CALL 7.20 14.70 1/12 1/18 6 104.2%
FAST L 17FEB17 47 CALL 1.60 2.10 1/12 1/17 5 31.3%
RJF L 17FEB17 70 CALL 3.40 5.50 1/4 1/11 7 61.8%
WWE S 17FEB17 19 PUT 1.55 0.95 1/3 1/10 7 -38.7%
NAVI L 17FEB17 17.5 CALL 0.70 1.20 12/21 1/5 15 71.4%
2016 Detailed Realized Trades
Stock Long or Short Trade Price Open Price Close Date Open Date Close # of Days Trade Open ROI % of Trade Realized Monthly Return allocating 5% to each trade
CVS S 27JAN17 80.5 PUT 3.30 4.51 12/14 12/15 1 36.7% 1.3%
BMY S 20JAN17 57.5 PUT 4.00 2.70 12/7 12/9 2 -32.5%
LEN S 20JAN17 43 PUT 2.13 1.00 12/5 12/6 1 -53.1%
BJRI S 20JAN17 40 PUT 2.60 2.80 11/30 12/6 6 7.7%
ETSY S 20JAN17 15 PUT 2.05 3.60 11/28 12/2 4 75.6%
ABB S 20JAN17 21 PUT 0.80 0.90 11/23 11/30 7 12.5% 7.3%
FNSR L 16DEC16 28 CALL 2.15 4.80 11/4 11/22 18 123.3%
EIX S 23DEC16 70 PUT 2.30 1.65 11/11 11/21 10 -28.3%
FIZZ S 20JAN17 55 PUT 9.30 7.20 11/14 11/16 2 -22.6%
ICUI L 16DEC16 140 CALL 7.30 12.00 11/7 11/10 3 64.4%
DO S 16DEC16 17.5 PUT 1.70 2.48 11/2 11/8 6 45.9%
JKS S 16DEC16 17 PUT 2.40 2.60 10/31 11/7 7 8.3%
PANW L 16DEC16 145 CALL 12.30 8.15 10/28 11/3 6 -33.7%
SWKS L 25NOV16 77.5 CALL 5.35 4.60 10/24 10/28 4 -14.0% 4.2%
TSN S 25NOV16 71.5 PUT 3.70 4.10 10/19 10/27 8 10.8%
EXPE L 25NOV16 122 CALL 6.60 9.90 10/17 10/25 8 50.0%
KR L 18NOV16 30 CALL 1.75 1.40 10/14 10/19 5 -20.0%
FSLR S 25NOV16 38 PUT 2.80 2.75 10/7 10/13 6 -1.8%
GNTX L 18NOV16 15 CALL 3.00 2.60 10/5 10/11 6 -13.3%
AEP S 18NOV16 65 PUT 2.95 4.20 10/3 10/12 9 42.4%
XOM L 18NOV 87.5 CALL 2.16 1.71 9/30 10/12 12 -20.8%
PEG S 18NOV16 45 PUT 2.40 4.30 9/28 10/7 9 79.2%
TREE S 18NOV16 95 PUT 11.20 7.90 9/26 10/9 13 -29.5%
DHR L 18NOV16 77.5 CALL 2.00 2.10 9/23 10/3 10 5.0%
HFC S 21OCT16 26 PUT 1.62 2.15 8/22 9/6 15 32.7% 12.2%
AEE S 21OCT16 50 PUT 1.60 2.20 8/26 9/14 19 37.5%
CE S 21OCT16 67.5 PUT 3.15 6.30 8/29 9/9 11 100.0%
CLH S 21OCT16 50 PUT 2.95 4.40 8/31 9/16 16 49.1%
DST L 21OCT16 125 CALL 2.80 2.20 9/2 9/9 7 -21.4%
JD L 21OCT16 27 CALL 1.09 0.63 9/7 9/19 12 -42.2%
VOD S 21OCT16 29.5 PUT 0.85 1.20 9/9 9/16 7 41.2%
FINL S 18NOV16 23 PUT 1.75 1.63 9/12 9/16 4 -6.9%
BOBE S 21OCT16 40 PUT 1.95 3.55 9/14 9/21 7 82.0%
XOM S 21OCT16 85 PUT 2.55 2.60 9/16 9/23 7 2.0%
ATO L 18NOV16 75 CALL 3.20 3.10 9/21 9/26 5 -3.1%
GPI S 21OCT16 60 PUT 4.90 3.40 8/24 8/31 7 -30.6% -0.7%
AAON L 16SEP16 25 CALL 2.55 3.40 8/10 8/26 16 33.3%
JLL S 16SEP16 110 PUT 1.60 2.00 8/17 8/22 5 25.0%
ADS S 16SEP16 210 PUT 5.50 11.90 8/15 8/22 7 116.4%
BECN L 16OCT16 45 CALL 1.70 3.00 8/16 8/17 1 76.5%
DFS L 16SEP16 58 CALL 1.60 1.30 8/8 8/17 9 -18.8%
PAYX L 16SEP16 57.5 CALL 2.80 2.90 8/12 8/15 3 3.6%
INTU L 16SEP16 115 CALL 2.40 2.75 8/5 8/15 10 14.6%
ATU S 16SEP16 22.5 PUT 0.60 0.30 8/3 8/11 8 -50.0%
CCI L 16SEP16 100 CALL 0.95 0.25 8/1 8/5 4 -73.7%
OXM S 19AUG16 55 PUT 1.00 0.60 7/25 8/5 11 -40.0%
RS L 19AUG16 80 CALL 1.20 0.30 7/29 8/4 6 -75.0%
DRI S 19AUG16 60 PUT 1.10 0.60 7/27 8/4 8 -45.5%
AMGN L 19AUG16 167.5 CALL 3.10 6.75 7/22 8/1 10 117.7%