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.


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