PORTFOLIO PROFIT
FOR 2009
PLUS 63.31 PERCENT
PORTFOLIO PROFIT
FOR 2008
PLUS 50.98 PERCENT
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PORTFOLIO PROFIT FOR 2010 PLUS 51.34 PERCENT |
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Email us for our current 2011 portfolio and previous year's portfolio ( auto reply )
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MOST EQUITY OPTIONS LOSE VALUE
With that in mind, shouldn't you be selling some of them ??? A Hedge Fund Manager's aim
is to exploit the time decay in expiring options to optimize Hedge spread
strategies. This site contains information for Calendar, Diagonal and
Vertical spread options. These limited risk Hedge spread options, (in my
opinion and I am sure
you agree since you found this site) offer the greatest risk/reward
strategy available today. We have been trading these options for many
years and have designed and tested a software program that produces a
limited selection of Hedge spreads. Each evening our computer analyzes
over 180,000 options and creates approximately 700,000 Calendar, Diagonal,
and Vertical Call & Put spreads and selects a limited few that are
optimal to obtain the next trading day. This program has 70% success rate
if executed correctly using Hedge spreads with a 2.5 or greater Power
Factor. The Power Factor is the deterioration of the Sell Option to the
Buy Option. A Power Factor of 2.5 means that the Sell Option will lose
value 2.5 times faster than the Buy Option, so you are completely covered
with a long and short on the same underlying security, but you make a
profit on the Buy Option retaining its value relative to the Sell Option.
The dynamics of investing have changed for the small investor and a
balanced Market Neutral Hedged Strategy has now become economically
feasible, given the recent investing climate. For example: Trading
software platforms are now automated; Volume on the CBOE and other options
markets have grown and there is sufficient liquidity for decent trading
bid/ask spreads; Transaction costs have decreased dramatically and the
average trader can get options at a very competitive price. Each position
costs ~ $2500 so a balanced Personal Hedge Fund can easily be put together
for any type of portfolio. The advantage we have over hedge fund managers
is that they can't monitor small positions like these (2K) so they are
left for us to obtain. An average portfolio of 2.5 power factor positions
generates between 8-10% returns a month or 35-50% more than just standard
covered call writing. Even if you do not want to create a
portfolio, you can take individual positions using our
information. We provide data
! Can you choose to try a new approach to investing ?? |
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PORTFOLIO PROFIT FOR 2009 PLUS 63.31 PERCENT |
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PORTFOLIO PROFIT FOR 2008 PLUS 50.98 PERCENT |
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