Friday, July 17, 2009

07/17 Daily Summary

Nothing major to report, the SPY Double Diagonal got a bit of P&L improvement and the MNX Iron Butterfly is just about the same level it was Yesterday. Going through the weekend to collect the first wave of time decay.

I backtested the APR/09 MNX Iron Butterfly, that was a difficult month and very likely to be stopped out on a live trade.

Position's Details:
07/17 MNX Iron Butterfly
07/17 SPY Double Diagonal
07/17 MNX Iron Butterfly Backtesting

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