Many readers have been in touch with me lately to see if there is any easy way to separate current open and closed trades as well as their performance. Attached you will find a snapshot of all trades since the beginning of 2010. It is important that we look back at our performance and see how well we have done, or where we could've avoided the mistake. Hopefully, this snapshot will provide us the starting tool.
We did many trades since beginning of 2010 where we took advantage of elevated volatilities without making much of a directional play. The results are clear and we had a great run. But now the earnings season is mostly coming to end, the next month I believe will be about macro picture (more on this later).
I will update this file each night and will provide the link once a week. Anyone who likes to see this file more frequently, please contact me by email.
