5/20 RUT Beta-Weighted Portfolio

I'll start publishing this chart for my entire portfolio, this will help me analyze all my positions as one single bag of goodies. Also will help me to think in terms of the greeks, my ultimate goal is to manage a bunch of money with the greeks as my guidelines.

As you can see, the portfolio is nice and sweet, with a great Theta:Delta ratio of 20 to 1! Nice..

5/20 MDY 30-Day Condor

I added this trade Today. I've set it up to go slightly delta negative to begin with, should MDY rejects the down-side and pushes higher Tomorrow, my plan is to enter CALL insurance or the second lot to help out with the position's delta.

5/20 DIA Iron Butterfly

Trade is in good shape, not much to report on. I've got a down-side bias based on Today's closing, posted a possible target on the Today's entry on the technical corner of the blog.

5/20 SPY Calendar

5/20 RUT 50-Day Condor

The trade is at almost max profit, I've set up an order to ake it out of the table for .10c, there is a lot of time left and I don't want to be caught up with risk on the table when most of the profit is at hand. Will see if it gets filled. I've set up orders to hedge the position if we drop to about $70 of profit (70% of current P&L).

Weekly VIPES

• As of June 15th
• As of June 2nd
• As of May 26th
• As of May 18th
• As of May 12th

05/19 VIPES