Paper Trades Report for Sep 04. 2018

Based on several feedbacks, we have changed the format of posting of trade ideas.


How was it done in August 2018?

Once system generated a buys signal, we used to post a particular strike option and the mid price of that option. Strike selection was as close to At the Money as possible. Since selection of a particular option. posting of its price was manual there used to be a bit of delay between signal generation and posting. Also several followers on Stocktwits/Twitter were also requesting a bit of advance notice of potential trade opportunity.

How Did Our System Perform In August 2018

We started validating our signals on Stocktwits and Twitter. All the signals were posted near real-time. At the end of the day and end of the week we posted all our results as daily/weekly reports. For calculation purposes we used ATM calls as the hypothetical tarding instruments.

We used ATM calls as they have maximum gamma and very sensitive to price movements.

Average return (mean) for the month is 18.28%, mode was 18.42% and median was 25.81%.

Following tables and graphs will give the details of the system performance.