OptionsLinebacker Trading Results - 2011

The results posted below do not represent actual gains in our account, however we have traded these actual positions. The reason that I do not list the actual balance in this account is because this is a cash account that is harvested on a monthly basis for income. So for the purposes of illustration, I am displaying our trading results by using a model $100,000 account starting in October 2005.

In the manner that I report these positions, they also do not benefit from monthly Money Market interest and Dividends that contribute to the overall return, so your overall results very likely could be better than these depending on your broker.

Our positions are for illustration only and do not represent recommendations to buy nor sell to our subscribers.

2011 Monthly Trades
January 2011 (monthly income = $663)
SPY 130/132 Bear Call spread (closed early)
SPY 102/104 Bull Put spread
SPY 127/129/131 Call Butterfly
SPY 102 Vega Hedge puts
SPY 122/122 Long Synthetic Hedge
XSP 118/120*126/128 Iron Condor (closed early)
XSP 124/126 Bull Call spread (closed early)
SPY positions produced 8.83% return on risk
XSP positions produced 17.5% return on risk
February 2011 (monthly income = $553)
SPY 134/136 Bear Call spread (closed early)
SPY 113/115 Bull Put spread
SPY 131/133/135 Call Butterfly
SPY 113 Vega Hedge puts
SPY 126/126 Long Synthetic Hedge
XSP 122/124*130/132 Iron Condor (closed early)
XSP 128/130 Bull Call spread (closed early)
SPY positions produced 7.68% return on risk
XSP position returned 2.0% on risk
March 2011 (monthly debit = $1177)
SPY 135/137 Bear Call spread (closed early)
SPY 118/120 Bull Put spread
SPY 132/134/136 Call Butterfly
SPY 118/121/124 Put Butterfly
SPY 118 Vega Hedge puts
SPY 127/127 Long Synthetic Hedge
XSP 122/124*131/133 Iron Condor (closed early)
XSP 129/131 Bull Call spread (closed early)
SSO 43 Unsecured Puts
SSO RSI(2) Long Swing
SPY positions produced -17.06% return on risk
XSP position returned 9.5% on risk
April 2011 (monthly income = $2525)
SPY 141/143 Bear Call spread
SPY 119/121 Bull Put spread
IWM 88/90 Bear Call spread
IWM 70/72 Bull Put spread
SPY 138/140/142 Call Butterfly
IWM 85/87/89 Call Butterfly
SPY 119 Vega Hedge puts
IWM 70 Vega Hedge puts
SPY 122 Put Calendar Spread
IWM 73 Put Calendar Spread
XSP 122/124*130/132 Iron Condor
SSO 46 Unsecured Puts
SLV 31 Unsecured Puts
SDS Long Squeeze Swing trade
SSO Long 8/21ema Crossover Swing
SSO Long RSI(2) Swing
SPY/IWM positions produced 12.64% return on risk
XSP position returned 26.5% return on risk
May 2011 (monthly income = $879)
SPY 118/120 Bull Put spread
SPY 121 Put Calendar Spread
XSP 128/130*136/138 Iron Condor
SSO 48 Unsecured Puts
SLV 31 Unsecured Puts
SSO Long 8/21ema Crossover Swing
SPY positions produced 7.18% return on risk
XSP position returned 20.2% return on risk
June 2011 (monthly income = $1294)
SPY 122/124 Bull Put spread
SPY 142/144 Bear Call Spread
SPY 125 Put Calendar Spread
SPY 122 Long Put
SPY 139/141/143 Call Butterfly
XSP 131/133*139/141 Iron Condor
SPX 1325/1335*1400/1410 Iron Condor
SSO 48 Unsecured Puts
SLV 38 Unsecured Puts
SPY Weekly Options positions (5)
SPY positions produced 9.4% return on risk
SPX position returned 19.8% return on risk
July 2011 (monthly income = $1151)
SPY 121/123 Bull Put spread
SPY 139/141 Bear Call Spread
SPY 124 Put Calendar Spread
SPY 121 Long Put
SPY 136/138/140 Call Butterfly
SPX 1245/1255*1335/1345 Iron Condor
SSO 48 Unsecured Puts
SLV 38 Covered Calls
SPY Weekly Options positions (2)
SPY positions produced 9.03% return on risk
SPX position returned 24.4% return on risk
August 2011 (monthly debit = $2013)
SPY 121/123 Bull Put spread
SPY 139/141 Bear Call Spread
SPY 124 Put Calendar Spread
SPY 121 Long Put
SPY 136/138/140 Call Butterfly
SPY 131/131 Long Delta Hedge x 2
SPX 1270/1280*1345/1355 Iron Condor
SPX 1345/1355 Bull Call Spread
XSP 126/128*135/137 Iron Condor
XSP 133/135 Bull Call Spread
SSO 42 Unsecured Puts
SSO 48 Unsecured Puts
SLV 38 Covered Calls
Four RSI(2) Swing Trade entries on SSO
One 8/21 ema Swing Trade on SSO
SPY Weekly Options positions (3)
September 2011 (monthly debit = $2320)
SPY 118/120 Bull Put spread
SPY 141/143 Bear Call Spread
SPY 108/110 Bull Put Spread
SPY 107/109 Bull Put Spread
SPY 138/140/142 Call Butterfly
SPY 88/90 Bull Put Spread
SPY 87/89 Bull Put Spread
DIA 95.75/97/75 Bull Put Spread
DIA 121/123 Bear Call Spread
DIA 118/120/122 Call Butterfly
DIA 111/111 Long Synthetic Hedge
SPX 1070/1080*1210/1220 Iron Condor
SSO 43 Unsecured Puts
SSO 48 Covered Calls
SDS 22 Unsecured Puts
SPY Weekly Options positions (4)
October 2011 (monthly income = $2003)
SPY 96/98 Bull Put spread
SPY 132/134 Bear Call Spread
SPY 129/131/133 Call Butterfly
SPY 105/105 Put Calendar Spread
SPY 96 Vega Put Hedge
SPX 1070/1080*1215/1225 Iron Condor
SPX 1205/1215 Bull Call Spread hedge
SPX 1080/1090 Bear Put Spread hedge
SSO 48 Covered Calls
SDS 22 Unsecured Puts
SDS 8/21 ema swing trade
SSO 8/21 ema swing trade
SPY Weekly Options positions (4)
November 2011 (monthly income = $1077)
SPY 88/90 Bull Put spread
SPY 132/134 Bear Call Spread
SPY 129/131/133 Call Butterfly
SPY 100/100 Put Calendar Spread
SPY 88 Vega Put Hedge
SPY 124/124 Long Synthetic Hedge
SPXPM 1145/1150*1275/1280 Iron Condor
SPXPM 1270/1275 Bull Call Spread hedge
SSO 48 Covered Calls
SDS 22 Unsecured Puts
SSO 8/21 ema long swing trade
SPY Weekly Options positions (1)
December 2011 (monthly income = $1820)
SPY 101/103 Bull Put spread
SPY 140/142 Bear Call Spread
SPY 137/139/141 Call Butterfly
SPY 110/110 Put Calendar Spread
SPY 101 Vega Put Hedge
SPXPM 1085/1090*1370/1375 Iron Condor
SPY 123/131 DEC/JAN Double Calendar
SPXPM DEC 1170/1175*1300/1305 Iron Condor
SPXPM JAN 1190/1195*1320/1325 Iron Condor
SSO 49 Covered Calls
SSO 48 Covered Calls
SDS 24 Covered Calls
SSO 8/21 ema long swing trade
SPY Weekly Options positions (3)