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
www.collective2.com/go/jwtradings18
