sábado, 26 de septiembre de 2015

Weekly Portfolio Analysis 26th September 2015

Bears are across the martket, and selling Credit Spreads is what I have been trying all week, but either my strikes were too far or I was asking for too much premium. At the end no Call Spread is added to my portfolio. However I have added a preatty out of the money Put Spread on SPX Nov15 1560/70 for 0.40.

The portfolio still up +5.785% YTD while SPX is down -6.20%. The week has been very bearish but not in panic mood. SPX is down -1.36% week and RUT a big -3.77% down for the week.

We have now 3 open positions each Oct, Nov and Dec expiries. All looking safe over 89% prob of succeed, hopefully we will not have to adjust this week any of them.

SPX is heading South along with VIX heading North. VIX is rebounding at support zone

SPX could be in the road to 1740 target, as Fib Expansion from the 2000 retracement zone

SPX Weekly Chart

Russell is looking even more Bearish, with a first target to 1075.

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