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RVS.SPX
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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
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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
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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
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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/GC
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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
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
