Thursday, March 26, 2009

03/26 RUT Condor

RUT moved 1.3 st. deviation Today, there is still the 450 zone of protection, and the probabilities are very good.

98.5% of staying in the trade Tomorrow
79.86% probability of expiring profitable
96% historical probability of expiring profitable

Bellow are risk profile, dashboard and historical probabilities sheet.
Contingent orders to close if and only if:
Short CALL delta reaches +30
Shor PUT delta reaches -28





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