Mechanical Trading

Wednesday, August 17, 2016

Strategy III : Selling SP500 Premium +Bearish Directional bet +$200.00

Rules:
1. Sell 30 delta Call on new top;
2. Take 50 % profit;
3. Roll if against you.
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Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price
8/17/2016 13:22	SINGLE	BUY	1	TO CLOSE	/ESU6 1/50 SEP 16	/ESU6	2215	CALL	5.75

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price
8/5/2016 11:30	SINGLE	SELL	-1	TO OPEN	/ESU6 1/50 SEP 16	/ESU6	2215	CALL	10

Monday, August 15, 2016

Long Crack Spread +$200.00

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Crack Spread
8/15/2016 11:00	FUTURE	SELL	-1	TO CLOSE	/RBV6	16-Oct		FUTURE	1.3257	9.3494
8/15/2016 11:00	FUTURE	BUY	1	TO CLOSE	/CLV6	16-Oct		FUTURE	46.33
8/12/2016 10:08	FUTURE	BUY	1	TO OPEN	/RBV6	16-Oct		FUTURE	1.279	9.148
8/12/2016 10:08	FUTURE	SELL	-1	TO OPEN	/CLV6	16-Oct		FUTURE	44.57

Thursday, August 11, 2016

Str I: SP500 Scalping +$150.00

Rules:
1. Sell new top (about +0.5SD* );
2. Take profit at 0.25SD;
3.Stop loss +1SD;
4. Play Time 2 trading days;
5. If time is due change into an option play or close the position.
*- Daily SD
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8/11/16 +3 points

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price
8/11/2016 16:05	FUTURE	BUY	1	TO CLOSE	/ESU6	16-Sep		FUTURE	2181.75
8/11/2016 15:46	FUTURE	SELL	-1	TO OPEN	/ESU6	16-Sep		FUTURE	2185

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3/17/16-8/1/16 +41 points (+$2050.00)

Tuesday, August 9, 2016

Crack Spread Scalping +$200.00

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Crack Spread
8/9/2016 13:32	FUTURE	SELL	-1	TO CLOSE	/RBV6	16-Oct		FUTURE	1.2646	9.6732
8/9/2016 13:32	FUTURE	BUY	1	TO CLOSE	/CLV6	16-Oct		FUTURE	43.44
8/9/2016 9:39	FUTURE	BUY	1	TO OPEN	/RBV6	16-Oct		FUTURE	1.2716	9.4572
8/9/2016 9:39	FUTURE	SELL	-1	TO OPEN	/CLV6	16-Oct		FUTURE	43.95

WTI (against SP500 position) +$200.00

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price
8/9/2016 6:22	SINGLE	BUY	1	TO CLOSE	/CLV6 1/1000 OCT 16	/LOV6	35	PUT	0.14
7/25/2016 12:43	SINGLE	SELL	-1	TO OPEN	/CLV6 1/1000 OCT 16	/LOV6	35	PUT	0.35

Thursday, August 4, 2016

STR II +$250.00

Rules:
1. Sell new top (0.5-1SD) top ATM 30-45 DTE straddle;
2. Buy 1-2 strike OTM PUT for downside protection;
3. Take 30% of max profit.
4. Roll if unprofitable.
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8/4/16 + 5 points ($250.00)

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price
8/4/2016 11:40	CUSTOM	BUY	1	TO CLOSE	/ESU6 1/50 SEP 16	/ESU6	2170	CALL	26.75	39.75
		BUY	1	TO CLOSE	/ESU6 1/50 SEP 16	/ESU6	2170	PUT	35.5	DEBIT
		SELL	-1	TO CLOSE	/ESU6 1/50 SEP 16	/ESU6	2130	PUT	22.5
7/29/2016 16:15	CUSTOM	SELL	-1	TO OPEN	/ESU6 1/50 SEP 16	/ESU6	2170	CALL	33.5	45.25
		SELL	-1	TO OPEN	/ESU6 1/50 SEP 16	/ESU6	2170	PUT	33	CREDIT
		BUY	1	TO OPEN	/ESU6 1/50 SEP 16	/ESU6	2130	PUT	21.25

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Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price
7/10/2016 22:38	CUSTOM	SELL	-1	TO OPEN	/ESU6 1/50 AUG 16 (EOM)	/EWQ6	2125	CALL	38.25	52.75
		SELL	-1	TO OPEN	/ESU6 1/50 AUG 16 (EOM)	/EWQ6	2125	PUT	37.75	CREDIT
		BUY	1	TO OPEN	/ESU6 1/50 AUG 16 (EOM)	/EWQ6	2075	PUT	23.25

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3/18/16-7/25/16 + 33 points ($1650.00)

Monday, August 1, 2016

STR I Scalping +$150.00

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price
8/1/2016 4:52	FUTURE	BUY	1	TO CLOSE	/ESU6	16-Sep		FUTURE	2172.25
7/31/2016 22:05	FUTURE	SELL	-1	TO OPEN	/ESU6	16-Sep		FUTURE	2175.5