The model forecasted the correct outcome of higher DIA(+0.19) than SPY(+0.04), but unfortunately the move was not big enough for the options to move to the upside and obviously time decay got its fair share of the coming weekend. Still, it's been a good week in terms of the recovery.
Closed DIA MAR 120 Call @3.10, - 3.1%
2007-03 month to date return 4.46% 2007 year to date return 9.20% vs. 2007 year to date SPY (S&P500) return -0.59%
Open position: 1

