domingo, 21 de febrero de 2016

Weekly Portfolio Analysis 21st February 2016

Markets had a strong week, SPX up +2.84% and RUT gained +3.91%. YTD SPX is down -6.17% and RUT -11.26%. Our Bellini portfolio gaines the full credit on the CP Feb16 1745/55 adding +1.089% to the poor YTD -7.41%.

Our current opened trades are showing small gains,
March CPS 5 SPX 1745/55 a 0.8 with Delta 10. looking ok , 26 left to  expiry and  8% distance current level.
May CPS 2 1475/500 with Delta 6, looking good, 100 days for maturity. 21% distance current level.
Also we got speculative 202 Call SPY April16.

VIX continuous failling from resistance, looking to help SPX to keep bullish next week. AN IC on June 1500/2150 will be our priority as adding an April position , 1680 ish

SPX looking to confirm a double bottom if 1950 levels are reached, next resistamce is on 2000.

Russell also trying to rebounce, stil has not confirm a higher high , higher low.


domingo, 14 de febrero de 2016

Weekly Porfolio Analysis 13th February 2016

Markets ended the week in better mood after a terrible start, but still in red numbers tho.
SPX fall -0.81% and RUT -1.38%.

YTD SPX is down -8.77% and RTY down -14.43%. Our Portfolio is still in big negative territory at -8.507%

Our positions are still as following

5 SPX Feb15 PS 1745/55 credit 0.7 with 4 deltas  and 96% of success. 6.40% bellow current markets levels and  5 days from expiry. Safe.

5 SPX Mar15 PS 1745/55 credit 0.8 with 22deltas  and 78% of success. 6.40%  bellow current markets levels and 33 days from expiry. We have to keep an eye on it.

2 SPX Mayo 31st PS 1475/1500 credit 1.95 with 10 deltas and  90% of success and 19.47% ddistance to be ITM, and  107 days left to expiry, looking ok.

Vix has stop rising at resistace, so for the following week we could expecto some lower volatility.

 SPX is trying to bonce from support in 1820. and 200 EMA on the weekly chart. Looks like a big support but is not the frist time being attacked, if broken further falls could make the markets shink.

Same for Russell, although might have still bit of room to fall and is trading already bellow 200 EMA.