Thursday, May 17, 2007

2007-05-17 JW Trading Activity : Year To Date 22.96%

Closed another position and took some money off the table. OptionXpress uses 'last in, first out' method for calculating PnL. So I will do the same to keep the record consistant.

Closed position: SFBFQ - SPY June 147 Call @ 5.50, +7.84%
2007-05 month to date return : 5.69%
2007 year to date return : 22.96%
vs. 2007 year to date SPY (S&P500) return : 6.84%
Trailing 12 Month Model Beta (SPY = 1 ) : -0.19
Trailing 12 Month Model Alpha (Annualized) : 59.81%

Open position: 3