| %Gain or % Loss
On Options Tracked during Signal Period |
Cumulative gain/$1000 invested/position
(commissions ignored)
|
|
|
Signals
|
OEX
|
SPX
|
DJX
|
QQQ
|
OEX
|
SPX
|
DJX
|
QQQ
|
|
|
|
|
|
|
|
|
|
|
|
|
|
82901
put
|
209.68%
|
186.36%
|
127.27%
|
180.00%
|
$2,097
|
$1,864
|
$1,273
|
$1,800
|
$7,033
|
|
82901
put
|
249.62%
|
250.00%
|
221.05%
|
239.93%
|
$4,593
|
$4,364
|
$3,483
|
$4,199
|
$16,639
|
|
82901
put
|
224.32%
|
296.23%
|
321.43%
|
261.90%
|
$6,836
|
$7,326
|
$6,698
|
$6,818
|
$27,678
|
|
92401
Call
|
99.53%
|
85.93%
|
80.56%
|
32.20%
|
$7,832
|
$8,185
|
$7,503
|
$7,140
|
$30,660
|
|
92401
Call
|
223.01%
|
68.25%
|
188.37%
|
29.17%
|
$10,062
|
$8,868
|
$9,387
|
$7,432
|
$35,748
|
|
100801
put
|
1.38%
|
-18.00%
|
-17.86%
|
-23.08%
|
$10,075
|
$8,688
|
$9,208
|
$7,201
|
$35,173
|
|
100801
put
|
-11.02%
|
-6.45%
|
-6.67%
|
-5.00%
|
$9,965
|
$8,623
|
$9,142
|
$7,151
|
$34,881
|
|
101001call
|
98.81%
|
47.83%
|
33.33%
|
2.78%
|
$10,953
|
$9,102
|
$9,475
|
$7,179
|
$36,709
|
|
101001call
|
143.33%
|
135.00%
|
83.78%
|
25.00%
|
$12,387
|
$10,452
|
$10,313
|
$7,429
|
$40,580
|
|
101801put
|
54.67%
|
61.00%
|
47.37%
|
40.91%
|
$12,933
|
$11,062
|
$10,786
|
$7,838
|
$42,619
|
|
101801put
|
57.61%
|
47.00%
|
53.57%
|
36.11%
|
$13,509
|
$11,532
|
$11,322
|
$8,199
|
$44,562
|
|
102601
put
|
36.67%
|
32.14%
|
76.47%
|
54.55%
|
$13,876
|
$11,853
|
$12,087
|
$8,745
|
$46,560
|
|
102601
put
|
21.43%
|
57.90%
|
25.00%
|
50.00%
|
$14,090
|
$12,432
|
$12,337
|
$9,245
|
$48,104
|
|
103101
call
|
145.83%
|
131.13%
|
144.44%
|
96.43%
|
$15,549
|
$13,743
|
$13,781
|
$10,209
|
$53,282
|
|
103101
call
|
150.00%
|
110.00%
|
133.33%
|
150.00%
|
$17,049
|
$14,843
|
$15,114
|
$11,709
|
$58,715
|
|
110601put
|
-27.86%
|
-37.50%
|
-28.95%
|
-29.41%
|
$16,770
|
$14,468
|
$14,825
|
$11,415
|
$57,478
|
|
110601put
|
-46.81%
|
-23.17%
|
-33.33%
|
-36.36%
|
$16,302
|
$14,237
|
$14,492
|
$11,051
|
$56,081
|
|
111301
call
|
-14.89%
|
-16.67%
|
5.45%
|
-31.82%
|
$16,153
|
$14,070
|
$14,546
|
$10,733
|
$55,502
|
|
111301
call
|
-18.75%
|
-52.38%
|
0.00%
|
-40.00%
|
$15,966
|
$13,546
|
$14,546
|
$10,333
|
$54,391
|
|
112301
call
|
-38.05%
|
-27.54%
|
-18.33%
|
3.03%
|
$15,585
|
$13,271
|
$14,363
|
$10,363
|
$53,582
|
|
112301
call
|
-50.00%
|
-33.85%
|
-20.00%
|
-5.88%
|
$15,085
|
$12,932
|
$14,163
|
$10,305
|
$52,485
|
|
120301
put
|
-23.33%
|
-50.00%
|
16.67%
|
-13.04%
|
$14,852
|
$12,432
|
$14,330
|
$10,174
|
$51,788
|
|
120301
put
|
-29.03%
|
-34.57%
|
-50.00%
|
-28.57%
|
$14,562
|
$12,086
|
$13,830
|
$9,889
|
$50,366
|
|
121801
call
|
43.13%
|
44.29%
|
49.25%
|
-22.86%
|
$14,993
|
$12,529
|
$14,322
|
$9,660
|
$51,504
|
|
10802
put
|
89.33%
|
102.78%
|
148.00%
|
65.38%
|
$15,886
|
$13,557
|
$15,802
|
$10,314
|
$55,559
|
|
12502
call
|
-63.73%
|
-67.12%
|
-40.00%
|
0.3462
|
$15,249
|
$12,886
|
$15,402
|
$10,660
|
$54,197
|
|
12902
put
|
22.00%
|
21.95%
|
-17.78%
|
66.67%
|
$15,469
|
$13,105
|
$15,224
|
$11,327
|
$55,125
|
|
20602
call
|
| | |
