RVS Options Strategy

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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 VXX).

    * 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).

    Strategy Team

    Chris Gursansky

    Independent options trader, member of Falde Pro Trading group, and designer of the RVS strategy.

    Andrew Falde

    Adviser and manager for prop firm, fund, and individual clients. Founder of Falde Capital Management and Falde Trading.

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