domingo, 13 de diciembre de 2015

Weekly Portfolio Analysis 14th December 2015

Markets falling sharply, commodities plumbing? Yellen about to raise interest rates? we don't know the reason but we do know we are on an oversold market after Friday plunged. monday will fall again and hopefully will add Feb OTM put spreads to the box.

Last week we took 2 new positions during the week on January 16 cycle and close with profit a Call Spread.

The S&P 500 went down -3.79% thist week to 2012, YTD -2.26%. And Russell 2000 went down -5.05% making a YTD to -6.73%. Our Bellini portfolio is up +7.85%

There is only 5 days left for December positions expires OTM  and the three  positions look compleatly safe, and luckily will add +1.39% to the yield portfolio for 2015.

For 2016 positions we need to be on alert as this markets falling sharply could make us defend some of the trades. Although also I see a good oportunity to sell out of the money Feb16 positions.

We already profited +1.06% closing the 2230/40 CS SP500 on 0.1 debit for a nice total 0.7 premium.
We have now opoened:

PS 1850/60 SPX at 0.6 with Delta 17 and 83% prob of ending OTM
PS 1000/10 RUT at 0.6 with Delta 11 and 89% prob of ending OTM.

Looking at the markets we see the VIX soaring, just as it did at the end of summer, showing might have be more trouble ahead.

SPX is about to be on oversold according to Stochastics and will fave soon the 2000 support.

RUT is already on oversold might find next support at 1100.

2 comentarios:

  1. Good commentary Hector. I am ready to sell more credit put spreads if we go lower next week. I will also be buying some protection as soon as Monday. Finally, I will buy SPY calls if we go lower to bet on an eventual bounce.

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