domingo, 9 de agosto de 2015

Weekly Portfolio Analysis 8th August 2015

Markets has ended the week in red for both SPX (-1.25%) and RUT (-2.53%). The SPX performance YTD showa a poor 0.91%. Our Portfolio stays at 8.667% YTS with no trades this week and 12 days left for next expiration cycle.

Markets are in no land man, with no relevant extreams on oscilators. We would have loved to enter new positiones on the Call side but the timing we enter the market was not good enough. We were looking stikes SPX 2250 and RUT 1350.

Current positions are all above 90% probabilty of success so if the market keeps in current levels next week nothing will be done on those. The only trades I currently would care a bit are the Octuber cycle is RUT break the current 1200 supoort.

if we take a look to markets we see VIX has been moveing up in correlation with the market fall, we still see some room to more highs here.

Russell RUT has behave poor over the week and is testing last weeks lows on the psicological 1200.

As the oscilators dont seem to be oversold we can not rule out futther lows and look to 1160/1180 levels on the coming days where the extreme monthy pivot points are.

On the SPX the fall has been smooth, so keep movement on this long term range. Oscilators don show extrems either. The fist big support is at 2050 level we could use to add a Put Spread on this index for Sep we already have lots of RUT opened.

Still concerned about this Monthly SPX chart


How are we doing this year?

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