[memb_has_any_tag tagid=259] 

Date of ChangeModelUnderlyingStrike(s)ExpirationModel MDD
per Contract
Model Annual
Expectancy
2/28/2019RVSRUT1496 / 1615 Call Credit SpreadOct 13, 2019$740.80$2,311.30
3/1/2019RVSSPX1497 / 1615 Call Credit SpreadOct 14, 2019$740.80$2,311.30
3/2/2019RVSVXXB1498 / 1615 Call Credit SpreadOct 15, 2019$740.80$2,311.30
3/3/2019ACV/CL1499 / 1615 Call Credit SpreadOct 16, 2019$740.80$2,311.30
3/4/2019ACV/GC1500 / 1615 Call Credit SpreadOct 17, 2019$740.80$2,311.30

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RVS.SPX

[memb_has_any_tag tagid=259] 

Date of Update:  March 4, 2019

Current Position of Model: Put BWB in SPX:    
+1 @ 1234   /  -2  @ 1234   /   +1 @1234

Original Modeled Price: $2.95 Debit to Open on March 2, 2019

Modeled Size: 3 Contracts per $8,000 allocated 

Commentary: This is where some quick commentary would go. Something inspiring, encouraging, educational, and/or informative. Also, things they can be looking for that may indicate a trade would be coming soon. 
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RVS.RUT

[memb_has_any_tag tagid=259] 

Date of Update:  March 4, 2019

Current Position of Model: Put BWB in SPX:    
+1 @ 1234   /  -2  @ 1234   /   +1 @1234

Original Modeled Price: $2.95 Debit to Open on March 2, 2019

Modeled Size: 3 Contracts per $8,000 allocated 

Commentary: This is where some quick commentary would go. Something inspiring, encouraging, educational, and/or informative. Also, things they can be looking for that may indicate a trade would be coming soon. 
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RVS.VXXB

[memb_has_any_tag tagid=259] 

Date of Update:  March 4, 2019

Current Position of Model: Put BWB in SPX:    
+1 @ 1234   /  -2  @ 1234   /   +1 @1234

Original Modeled Price: $2.95 Debit to Open on March 2, 2019

Modeled Size: 3 Contracts per $8,000 allocated 

Commentary: This is where some quick commentary would go. Something inspiring, encouraging, educational, and/or informative. Also, things they can be looking for that may indicate a trade would be coming soon. 
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ACV/CL

[memb_has_any_tag tagid=259] 

Date of Update:  March 4, 2019

Current Position of Model: Put BWB in SPX:    
+1 @ 1234   /  -2  @ 1234   /   +1 @1234

Original Modeled Price: $2.95 Debit to Open on March 2, 2019

Modeled Size: 3 Contracts per $8,000 allocated 

Commentary: This is where some quick commentary would go. Something inspiring, encouraging, educational, and/or informative. Also, things they can be looking for that may indicate a trade would be coming soon. 
[/memb_has_any_tag]

ACV/GC

[memb_has_any_tag tagid=259] 

Date of Update:  March 4, 2019

Current Position of Model: Put BWB in SPX:    
+1 @ 1234   /  -2  @ 1234   /   +1 @1234

Original Modeled Price: $2.95 Debit to Open on March 2, 2019

Modeled Size: 3 Contracts per $8,000 allocated 

Commentary: This is where some quick commentary would go. Something inspiring, encouraging, educational, and/or informative. Also, things they can be looking for that may indicate a trade would be coming soon. 
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History *

Overview

The RVS trading strategy implements the “all weather”portfolio concept using broad based index options. Bullish, bearish and market neutral conditions are all addressed using options on the S&P 500 (symbol SPX), Russell 2000 (symbol RUT) and the S&P 500 VIX S/T Futures ETN (symbol VXXB).

* Please note that all trades are computer simulated. We have done our best to estimate market factors such as commissions and liquidity, however all computer simulations and even historic live trading cannot fully account for variations in commission rates, liquidity issues, and slippage. Please review other important disclosures.

Statistics

0 %
Return / Allocation
0 %
Max Drawdown
0 %
Win Rate
$ 35 K
Recommended Allocation
0 %
Return / Approximate Max Risk
2
aRet / MDD
$ 35 K
Approximate Max Risk

How The Strategy Works

  • Defined risk on every trade. There are no naked options, no short futures, or any other form of unlimited risk type of trades.
  • Momentum priority. The dominant trend and momentum of the market is always respected so that we can benefit from long lasting trends and shorter term drops in volatility, whilst avoiding being on the wrong side of market crashes.
  • Income over home runs. We seek consistency in income from a balanced combination of 1) positive Theta trades (neutral condition), 2) positive Theta trades with a directional bias (bearish condition), and 3) long premium trades for shorter term drops in volatility (bullish condition).

TRADERS

Garrett Drummond

Chris Gursansky

Chris Gursansky

Andrew Falde

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