2007-06-28 JW Trading Activity : Year To Date 37.38%

Sold SPY July calls and took profit. Leaving DIA options in play. The intraday long/short arb worked out well today too.

[ Stats EXCLUDE intraday futures arb : ]

Closed position: SFBGQ - SPY July 147 Call @ 4.7, +23.7%
2007-06 month to date return : 2.96%
2007 year to date return : 37.38%
vs. 2007 year to date SPY (S&P500) return : 6.19%
Trailing 12 Month Model Beta (SPY = 1 ) : -0.21
Trailing 12 Month Model Alpha (Annualized) : 70.96%

Open position: 1

[ From futures arb : ]
4 YM vs 2 ES : +$455.04

2007-06-27 JW Trading Activity :

Initiated long position with SFBGQ - SPY July 147 CALL @3.80.

Add to long position with DAWGA - DIA July 131 CALL @4.40.

Open position : 2

Signal showed up at the last minute of market close yesterday. Initiated the SFBGQ long position around opening this morning. It's holding on so far hope the gain will last. Added position at the close of the session.