STR II +$300

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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+ 6 points

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price
7/25/2016 12:11	CUSTOM	BUY	1	TO CLOSE	/ESU6 1/50 AUG 16 (EOM)	/EWQ6	2160	CALL	29.5	42.75
		BUY	1	TO CLOSE	/ESU6 1/50 AUG 16 (EOM)	/EWQ6	2160	PUT	32.25	DEBIT
		SELL	-1	TO CLOSE	/ESU6 1/50 AUG 16 (EOM)	/EWQ6	2115	PUT	19

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price
7/14/2016 10:59	CUSTOM	SELL	-1	TO OPEN	/ESU6 1/50 AUG 16 (EOM)	/EWQ6	2160	CALL	35	49
		SELL	-1	TO OPEN	/ESU6 1/50 AUG 16 (EOM)	/EWQ6	2160	PUT	35.75	CREDIT
		BUY	1	TO OPEN	/ESU6 1/50 AUG 16 (EOM)	/EWQ6	2115	PUT	21.75

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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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3/18/16-6/23/16  + 27 points of Realized Profit

Bonds Continued

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price
7/22/2016 12:05	VERTICAL	SELL	-1	TO OPEN	/ZBU6 1/1000 SEP 16	/OZBU6	172	PUT	2''29	0''32
		BUY	1	TO OPEN	/ZBU6 1/1000 SEP 16	/OZBU6	171	PUT	1''61	CREDIT

========================================================================

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price	Break
7/14/2016 10:25	CUSTOM	SELL	-1	TO OPEN	/ZBU6 1/1000 SEP 16	/OZBU6	174	CALL	2''12	2''48	175"25
		SELL	-1	TO OPEN	/ZBU6 1/1000 SEP 16	/OZBU6	174	PUT	3''28	CREDIT
		BUY	1	TO OPEN	/ZBU6 1/1000 SEP 16	/OZBU6	173	PUT	2''56
7/14/2016 10:26	CUSTOM	BUY	1	TO CLOSE	/ZBU6 1/1000 AUG 16	/OZBQ6	171	CALL	2''19	2''34
		BUY	1	TO CLOSE	/ZBU6 1/1000 AUG 16	/OZBQ6	171	PUT	0''38	DEBIT
		SELL	-1	TO CLOSE	/ZBU6 1/1000 AUG 16	/OZBQ6	170	PUT	0''23
6/16/2016 12:29	CUSTOM	SELL	-1	TO OPEN	/ZBU6 1/1000 AUG 16	/OZBQ6	171	CALL	2''23	1''15	172''15
		SELL	-1	TO OPEN	/ZBU6 1/1000 AUG 16	/OZBQ6	171	PUT	3''15	CREDIT
		BUY	1	TO OPEN	/ZBU6 1/1000 AUG 16	/OZBQ6	170	PUT	2''42
		BUY	1	TO CLOSE	/ZBU6 1/1000 JUL 16	/OZBN6	170	CALL	1''45
5/25/2016 14:15	SINGLE	SELL	-1	TO OPEN	/ZBU6 1/1000 JUL 16	/OZBN6	170	CALL	0''07	0''07	170''07

Long Crack Spread Nov,16 +$100

Rules:
1. Looking for a price extreme
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Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Type	Price	Net Price	Crack Spread
7/21/2016 9:55	FUTURE	SELL	-1	TO CLOSE	/RBV6	16-Oct	FUTURE	1.3046	1.3046	8.5532
7/21/2016 9:55	FUTURE	BUY	1	TO CLOSE	/CLV6	16-Oct	FUTURE	46.24	46.24
7/20/2016 12:13	FUTURE	BUY	1	TO OPEN	/RBV6	16-Oct	FUTURE	1.3112	1.3112	8.4404
7/20/2016 12:13	FUTURE	SELL	-1	TO OPEN	/CLV6	16-Oct	FUTURE	46.63	46.63

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5/5/16-7/12/16  +$1,700.00

Closing Bond Hedge +$300

DATE	TIME	DESCRIPTION
6/27/2016	13:00:47	SOLD -1 /ZBU6 1/1000 AUG 16 /OZBQ6 178 CALL @1''00
6/27/2016	13:04:06	SOLD -3 VERTICAL /ESU6 1/50 JUL 16 (Wk4) /EW4N6 1985/1995 CALL @6.50
7/12/2016	14:20:43	BOT +1 /ZBU6 1/1000 AUG 16 /OZBQ6 178 CALL @0''11
7/12/2016	14:21:25	BOT +3 VERTICAL /ESU6 1/50 JUL 16 (Wk4) /EW4N6 1985/1995 CALL @9.75

Long Crack Spread, Sep 16 +$930.00

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Type	Price	Net Price
7/12/2016 10:52	FUTURE	SELL	-2	TO CLOSE	/RBU6	16-Sep	FUTURE	1.4358	1.4358
7/12/2016 10:52	FUTURE	BUY	2	TO CLOSE	/CLU6	16-Sep	FUTURE	46.6	46.6
7/7/2016 11:30	FUTURE	BUY	1	TO OPEN	/RBU6	16-Sep	FUTURE	1.4144	1.4144
7/7/2016 11:30	FUTURE	SELL	-1	TO OPEN	/CLU6	16-Sep	FUTURE	47.18	47.18
6/29/2016 12:42	FUTURE	BUY	1	TO OPEN	/RBU6	16-Sep	FUTURE	1.5254	1.5254
6/29/2016 12:42	FUTURE	SELL	-1	TO OPEN	/CLU6	16-Sep	FUTURE	49.87	49.87

Bond Position Progress

At the moment  Bond Position is a problem kid. Let us  sell more premium in /ZB and hedge  it using /ES Call spread.
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Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price
6/27/2016 13:04	VERTICAL	SELL	-3	TO OPEN	/ESU6 1/50 JUL 16 (Wk4)	/EW4N6	1985	CALL	48.75	6.5
		BUY	3	TO OPEN	/ESU6 1/50 JUL 16 (Wk4)	/EW4N6	1995	CALL	42.25	CREDIT
6/27/2016 13:00	SINGLE	SELL	-1	TO OPEN	/ZBU6 1/1000 AUG 16	/OZBQ6	178	CALL	1''00	1''00

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Position Statement on 6/27/16 14:04:10
using Beta Weighing on 'SPY'
Instrument	Qty	Days	Strike	Trade Price	Mark	Delta	Theta	Vega	BP Effect
/ES						-56.18	3.84	0.57	($1,456.50)
E-mini S&P 500 Index Futures,Sep-2016,ETH	0	81		0	1989	0	0	0
1/50 JUL 16 (Wk4) /EW4N6 1985 CALL	-3	25	1985	48.75	45.75	-790.36	125.94	-316.41
1/50 JUL 16 (Wk4) /EW4N6 1995 CALL	3	25	1995	42.25	39.5	734.17	-122.1	316.98
/ZB						199.27	83.54	-328.79	($10,424.13)
30-Year U.S. Treasury Bond Futures,Sep-2016,ETH	0	86		0'00	173'10	0	0	0
1/1000 AUG 16 /OZBQ6 170 PUT	1	25	170	2''42	0''58	61.25	-34.07	151.54
1/1000 AUG 16 /OZBQ6 171 CALL	-1	25	171	2''23	3''34	156.86	38.84	-166.08
1/1000 AUG 16 /OZBQ6 171 PUT	-1	25	171	3''15	1''16	-76.53	38.28	-167.67
1/1000 AUG 16 /OZBQ6 178 CALL	-1	25	178	1''00	0''61	57.69	40.49	-146.59

Str I +$150

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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6/23/16  +3 points

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price
6/23/2016 12:46	FUTURE	BUY	1	TO CLOSE	/ESU6	16-Sep		FUTURE	2095.8
6/23/2016 12:03	FUTURE	SELL	-1	TO OPEN	/ESU6	16-Sep		FUTURE	2098

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3/17/16-6/8/16  +35 points