Jan 242015

As this is the first weekend portfolio review of this blog, it will be a bit lengthy as I review all the positions that have been placed in my account since the beginning of the year.

Market Conditions
It was a strong week for all of the major indices despite the selloff on Friday with lots of two-sided action almost every day. In the end the SPX index opened Tuesday at 2020.76 and closed the abbreviated trading week at 2051.82 for a 1.53% gain. The VIX started the week at 20.07 but continued to revert to the mean through the week ending at 16.66.


March Positions
The RUT and SPX credit spreads below make up the core of my portfolio. These are all extremely high probability, defined-risk trades and should conservatively generate a 2-3% return on capital per month. Continue reading »