domingo, 18 de octubre de 2015

Weekly Portfolio Analysis: 18th Octuber 2015

SP 500 (+0.90)  has performed better this week that the Russell 2000 (-0.26%)

YTD the SPX is down -1.25% and the RUT -3.52%. On the other hand our Bellini portfolio is up +6.56% after the Octuber cycle expired giving us 0.66%

We have not opened new trades during the week. And we will stay this while the SPX shows strengh as we might need to adjust some of the Call Spreads on the weeks ahead.

Right now the only positions that concerns me a bit is 

RUT 1240/50 Nov15 with delta 0.04 and 96% prob of success.

All the positions are over 90% prob of ending out the money so would say we are in a safe poisition.

VIX keeps loosing value sharply and getting in to the zone where has been most of 2015.

SPX has been relatively strong at the end of the week, showing a non expected strengh on these short time overbought extreme. Has done a higher high and will find resistance at 2050.

RUT on the other hand is not doing higher highs and is behaving as sideways as we want it.  First resistance is 1180

2 comentarios:

  1. Looks pretty good BM. Like you, I am not going to sell anymore credit call spreads just in case this market continues to go up. I will sell credit put spreads if we have another oversold condition.

  2. Jonathan I think that is the best approach right now, thanks for sharing