2007-07-30 JW Trading Activity :

Initiated long position with SFBHP SPY AUG 146 Call @4.50.

Add to long position with DAWHZ - DIA AUG 130 Call @5.00.

Open position : 2.

2007-07-26 JW Trading Activity : Arb play

Today the options buy signal was strong until about 2 hours before the market close it started to fade. Does this mean tomorrow is going to be a down day? I don't know and quite frankly, I don't really care either. So I dicided to test the arbitrage concept again. The money in play was minimal but outcome is a positive one.

2007-07-12 JW Trading Activity : Year To Date 49.25%

Should've opened position at the close yesterday at $3.4 but instead got in at the market open this morning @4.10, missed 20%+ potential profit over night. Lunch meetings at market close hour, what can I say. Once the market opened I pulled the trigger without hesitation, and got my position filled at the lowest price of the day. Sold it at the market close @5.80. Chi-ching, buy low sell high, one great day.

Closed position: SFBGS - SPY July 149 Call @ 5.8, +41.5%
2007-07 month to date return : 4.17%
2007 year to date return : 49.25%
vs. 2007 year to date SPY (S&P500) return : 9.02%
Trailing 12 Month Model Beta (SPY = 1 ) : -0.13
Trailing 12 Month Model Alpha (Annualized) : 80.85%

Open position: 0

2007-07-03 JW Trading Activity : Year To Date 41.81%

Gladly sold and closed the Diamond options 15 minutes before the market close, and at a good price too. This marks the end of the trading activity for the 1st half of the year, up 41.81%. The majority of the return was made outside of the huge market rally between April and May. This shows the model is a good alternative investing strategy which should be combined with a regular asset allocation model that takes advantage of continuous market rally. None of the stats here includes any futures arb trades, which made a small sum of profit. Have a happy July 4th, everyone. :)

Closed position: DAWGA - DIA July 131 Call @ 5.3, +20.5%
2007-06 month to date return : 5.57%
2007 year to date return : 41.81%
vs. 2007 year to date SPY (S&P500) return : 7.57%
Trailing 12 Month Model Beta (SPY = 1 ) : -0.16
Trailing 12 Month Model Alpha (Annualized) : 74.45%

Open position: 0