Mechanical Trading

Tuesday, September 20, 2016

+$2100 of Green Bucks by Crack Spread

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Crack
										9.9644
9/20/2016 10:50	FUTURE	BUY	3	TO CLOSE	/RBZ6	16-Dec		FUTURE	1.2982
9/20/2016 10:50	FUTURE	SELL	-3	TO CLOSE	/CLZ6	16-Dec		FUTURE	44.56

Thursday, September 15, 2016

Averaging Down Crack Spread @10.702

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Crack
										11.657
9/16/2016 13:34	FUTURE	BUY	1	TO OPEN	/CLZ6	16-Dec		FUTURE	44.35
9/16/2016 13:34	FUTURE	SELL	-1	TO OPEN	/RBZ6	16-Dec		FUTURE	1.3335

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Crack
										10.8914
9/15/2016 11:19	FUTURE	SELL	-1	TO OPEN	/RBZ6	16-Dec		FUTURE	1.3367
9/15/2016 11:16	FUTURE	BUY	1	TO OPEN	/CLZ6	16-Dec		FUTURE	45.25
										9.5566
9/14/2016 11:06	FUTURE	SELL	-1	TO OPEN	/RBZ6	16-Dec		FUTURE	1.3023
9/14/2016 11:06	FUTURE	BUY	1	TO OPEN	/CLZ6	16-Dec		FUTURE	45.14

Wednesday, September 14, 2016

Let us trade: Short SP500 vs. Long WTI, Short Crack Spread

Short SP500 vs. Long WTI

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price
9/14/2016 11:09	SINGLE	SELL	-1	TO OPEN	/ESZ6 1/50 OCT 16 (EOM)	/EWV6	2200	CALL	9
9/14/2016 11:03	SINGLE	SELL	-1	TO OPEN	/CLF7 1/1000 JAN 17	/LOF7	32.5	PUT	0.33

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Short Dec. Crack Spread

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Crack Spread
9/14/2016 11:06	FUTURE	SELL	-1	TO OPEN	/RBZ6	16-Dec		FUTURE	1.3023	9.5566
9/14/2016 11:06	FUTURE	BUY	1	TO OPEN	/CLZ6	16-Dec		FUTURE	45.14

Friday, September 9, 2016

STR II New Entry +$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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9/9/16 + 5 points

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price
9/9/2016 9:37	CUSTOM	BUY	1	TO CLOSE	/ESZ6 1/50 OCT 16 (EOM)	/EWV6	2165	CALL	32.5	48
		BUY	1	TO CLOSE	/ESZ6 1/50 OCT 16 (EOM)	/EWV6	2165	PUT	42	DEBIT
		SELL	-1	TO CLOSE	/ESZ6 1/50 OCT 16 (EOM)	/EWV6	2115	PUT	26.5

It is not a new top. Rather it is around the recent all-time top.

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price
9/1/2016 21:50	CUSTOM	SELL	-1	TO OPEN	/ESZ6 1/50 OCT 16 (EOM)	/EWV6	2165	CALL	37.75	53.25
		SELL	-1	TO OPEN	/ESZ6 1/50 OCT 16 (EOM)	/EWV6	2165	PUT	44.25	CREDIT
		BUY	1	TO OPEN	/ESZ6 1/50 OCT 16 (EOM)	/EWV6	2115	PUT	28.75

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3/18/16-8/31/16 + 42 points ($2300.00)

Thursday, September 8, 2016

WTI Roll

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Break
										0.51
9/8/2016 10:25	SINGLE	BUY	1	TO CLOSE	/CLX6 1/1000 NOV 16	/LOX6	38.5	PUT	0.22
9/8/2016 10:23	SINGLE	SELL	-1	TO OPEN	/CLZ6 1/1000 DEC 16	/LOZ6	37.5	PUT	0.44
8/25/2016 11:11	SINGLE	SELL	-1	TO OPEN	/CLX6 1/1000 NOV 16	/LOX6	38.5	PUT	0.31

Friday, September 2, 2016

Putin's Ramp: +$150.00 Closing One of WTI Puts

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price
9/2/2016 13:21	SINGLE	BUY	1	TO CLOSE	/CLX6 1/1000 NOV 16	/LOX6	35.5	PUT	0.19
9/1/2016 14:21	SINGLE	SELL	-1	TO OPEN	/CLX6 1/1000 NOV 16	/LOX6	35.5	PUT	0.35

Thursday, September 1, 2016

Long WTI

These long WTI positions are complimentary to the SP500 short.

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price
9/1/2016 14:21	SINGLE	SELL	-1	TO OPEN	/CLX6 1/1000 NOV 16	/LOX6	35.5	PUT	0.35

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price
8/25/2016 11:11	SINGLE	SELL	-1	TO OPEN	/CLX6 1/1000 NOV 16	/LOX6	38.5	PUT	0.31