Week 9 P/L
New trades/adjustments
| Date | 02/27 | 02/24 | 02/27 | 02/27 | 02/26 | 02/25 | 02/25 | 2/28 | 2/27 | 2/27 | 2/27 | 2/27 | 2/27 | 2/27 | 2/28 |
| Cycle | Mar/20 | Mar/20 | Mar/20 | Mar/20 | Mar/20 | Mar/20 | Mar/20 | Mar/20 | Mar/17 | Mar/20 | Apr/27 | Mar/20 | Apr/17 | Apr/17 | Mar/20 |
| Symbol | TLT | AMD | AAPL | SMH | AAL | SPCE | APT | AMZN | /CLJ0 | MSFT | /NGK0 | SMH | TSLA | DIS | UVXY |
| IVR | | | | 62 | 67 | 104 | 98 | ||||||||
| Strategy | IC | IC | IC | IC | Strangle | IC | Short C | IC | IC | IC | Cr – P | IC | IC | IC | Long put |
| Strikes | p:-$145/+$140 c:-$155/+$160 | p:-$50/+$45 c:-$55/+$60 | p:-$295/+$290 c:-$305/+$310 | p:-$135/+$130 c:-$140/+$145 | p:-$23 c: -$26 | p:-$20/+$15 c:-$45/+$50 | -$15 | p: -$2000/+$1990 c: -$2030/+$2040 | p:-$47/+$48 c:-$52/+$53 | p:-$160/+$155 c:-$180/+$185 | -$1.7/+$1.8 | p:-$135/+$130 c:-$140/+$145 | p:-$500/+$495 c:-$955/+$960 | p:-$110/+$105 c:-$140/+$145 | $16 |
| Price | $1.1 | $1.62 | $2.25 | $2.58 | $1.9 | $1.42 | $1.5 | $5.22 | $0.35 | $1.22 | $0.29 | $2.58 | $1.05 | $.93 | -$0.89 |
| PoP | 43% | | | 86% | 71% | 68% | 25% |
Closed trades
| Cycle | Feb/25 | Mar/06 | Mar/26 | Mar/20 |
| Symbol | /NGH0 | /6EH0 | /NGJ0 | VXX |
| Total open price | $.54 | $0.0009 | $.24 | $1.61 |
| Close price | $0.09 | $0.0004 | $0.1 | $.2 |
| Multiplier | 1000 | 125000 | 1000 | 100 |
| P/L | $450 | $62.5 | $140 | $140 |
Daily Scalp
| Date | 02/24/20 | 02/26/20 | 02/26/20 | 02/28/20 | 02/28/20 |
| Symbol | SPX | SPX | NDX | NDX | SPX |
| Strategy | IC | IC | IC | IC | IC |
| Strikes | Multiple | Multiple | Multiple | Multiple | Multiple |
| Price(o/c) | $200/$0 | $100/$0 | $1148/0 | $506/$901 | $375/750 |
| P/L | $200 | $100 | $1148 | -$395 | -$375 |
| Trigger | Huge move every day! Tried to scale when IV is high with selling 2 quantity. | Huge move again on Wednesday, was betting a reversal on Tuesday, so sold put part early. | Again scaled in with 3 quantity! Super risky but somehow got lucky. | Was betting a reversal by selling put early but didn’t get the move so managing all day… | Was betting a reversal by selling put early but didn’t get the move. Got messed up by the last 3 minutes rally caused by short cover! |
P/L Change
- P/L Week: $792.5
- P/L Year: +5344.5$(106.89%), including rolls
- Total commission & fees: $674
- P/L Year w/fees: $3558.06(93.41%)
This week is absolutely crazy! I was honored to witness the fastest 10% fall and daily movement was all over the place! I was not too mad about myself since I have been mechanical and balancing delta and I really got my 1st big down day on Thursday. However short delta is not enough and I got hurt by vol expansion. Many positions are in mgmt mode.
I did learn a big lesson on scalping: when market in panic mode, don’t trade early or too big, and keep enough buying power! Don’t break rules by putting on trades -1 day since overnight move is too great.