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.

Chart_012315_1

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 »