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Backtest - WO Classic with 6 Positions

End Balance: $6,785,284

28.0% CAGR
Drawdown: -$790,253

-16.6%
Sortino: 0.75

2.10 Sharpe

Benchmark Comparison

	Total Return	CAGR	Drawdown	MAR	Sharpe	Sortino	Profit Factor	Annualized Vol.	Correlation	Beta
Backtest	578.5%	28.0%	-16.6%	1.69	2.10	0.75		10.6	0.28	0.16
SPX	141.2%	12.0%	-33.9%	0.35	0.55	0.66		18.60

Return %

Total Return

Sum of Daily Returns

Drawdown

Percent

Dollars

Backtest Positions

Position	Fills	Entry	Exit
5.5D put 74% PT SPXW Short Put 25.0% portfolio 20.0% notional withheld $1.00 fee per contract $0.05 free to close 1 minute between trades 60% slippage at entry 60% slippage at exit	$1.00 fee per contract $0.05 free to close 1 minute between trades 60% slippage at entry 60% slippage at exit	Sequential After 9:34 AM EDT 1 DTE (1 min - 4 max) -0.055 PUT Δ Double 0 DTE at 3:50 PM EDT	74% profit target
6.5D put 72% PT SPXW Short Put 30.0% portfolio 20.0% notional withheld $1.00 fee per contract $0.05 free to close 1 minute between trades 60% slippage at entry 60% slippage at exit	$1.00 fee per contract $0.05 free to close 1 minute between trades 60% slippage at entry 60% slippage at exit	Sequential After 9:34 AM EDT 1 DTE (1 min - 4 max) -0.065 PUT Δ Double 0 DTE at 3:50 PM EDT	72% profit target
7.5D put 69% PT SPXW Short Put 25.0% portfolio 20.0% notional withheld $1.00 fee per contract $0.05 free to close 1 minute between trades 60% slippage at entry 60% slippage at exit	$1.00 fee per contract $0.05 free to close 1 minute between trades 60% slippage at entry 60% slippage at exit	Sequential After 9:34 AM EDT 1 DTE (1 min - 4 max) -0.075 PUT Δ Double 0 DTE at 3:50 PM EDT	69% profit target
2D call 78% PT SPXW Short Call 25.0% portfolio 20.0% notional withheld $1.00 fee per contract $0.05 free to close 1 minute between trades 65% slippage at entry 65% slippage at exit	$1.00 fee per contract $0.05 free to close 1 minute between trades 65% slippage at entry 65% slippage at exit	Sequential Before 3:00 PM EDT 1 DTE (1 min - 4 max) 0.02 CALL Δ	78% profit target
2.5D call 80% PT SPXW Short Call 30.0% portfolio 20.0% notional withheld $1.00 fee per contract $0.05 free to close 1 minute between trades 65% slippage at entry 65% slippage at exit	$1.00 fee per contract $0.05 free to close 1 minute between trades 65% slippage at entry 65% slippage at exit	Sequential Before 3:00 PM EDT 1 DTE (1 min - 4 max) 0.025 CALL Δ	80% profit target
3D call 83% PT SPXW Short Call 25.0% portfolio 20.0% notional withheld $1.00 fee per contract $0.05 free to close 1 minute between trades 65% slippage at entry 65% slippage at exit	$1.00 fee per contract $0.05 free to close 1 minute between trades 65% slippage at entry 65% slippage at exit	Sequential Before 3:00 PM EDT 1 DTE (1 min - 4 max) 0.03 CALL Δ	83% profit target

5.5D put 74% PT

6.5D put 72% PT

7.5D put 69% PT

2D call 78% PT

2.5D call 80% PT

3D call 83% PT

Confirm removal of from this backtest.

Remove Position

Detailed Stats

Start Date

September 1, 2016

End Date

May 30, 2024

Start Balance

$1,000,000

End Balance

$6,785,284

Broker Fees

$243,927

Return %

578.5%

Return $

$5,785,284

CAGR

28.0%

Drawdown %

-16.6%

Drawdown $

-$790,253

Drawdown Days

210 days

Sortino

0.75

Sharpe

2.10

MAR

1.69

Annual Vol.

10.6%

Correlation

0.28

Beta

0.16

Trades

11656

Winners

11433 (98.1%)

Losers

223

Avg Gain

$496

Avg Winner

$1,048

Avg Loser

-$27,779

Premium Collected $

$15,933,500

Premium Retained $

$6,029,211

Premium Retained %

37.8%

Start Date

September 1, 2016

End Date

May 30, 2024

Start Balance

$1,000,000

End Balance

$6,785,284

Broker Fees

$243,927

Return %

578.5%

Return $

$5,785,284

CAGR

28.0%

Drawdown %

-16.6%

Drawdown $

-$790,253

Drawdown Days

210 days

Sortino

0.75

Sharpe

2.10

MAR

1.69

Annual Vol.

10.6%

Correlation

0.28

Beta

0.16

Trades

11656

Winners

11433 (98.1%)

Losers

223

Avg Gain

$496

Avg Winner

$1,048

Avg Loser

-$27,779

Premium Collected $

$15,933,500

Premium Retained $

$6,029,211

Premium Retained %

37.8%

The information provided on Whispertrades is for general information purposes only. No information, materials, services and other content provided on this website constitute solicitation, recommendation, endorsement or any financial, investment, or other advice. Seek independent professional consultation in the form of legal, financial, and fiscal advice before making any investment decision. Past performance may not be indicative of future results.

Balance

Positions

Monthly Performance

Dollars

Percent

Weekly Performance

Dollars

Percent

Daily Performance

Dollars

Percent

Day of Week Performance

May 2024

Month

S Sun

M Mon

T Tue

W Wed

T Thu

F Fri

Total Total

$9,836.00
0.1%
SPX 0.3%

-$44,162.50
-0.7%
SPX -1.6%

$57,782.50
0.9%
SPX -0.3%

$6,083.00
0.1%
SPX 0.9%

$20,026.00
0.3%
SPX 1.3%

$49,565.00
0.8%
SPX 0.6%

$10,161.00
0.1%
SPX 1.0%

$7,326.00
0.1%
SPX 0.1%

$9,814.00
0.1%
SPX 0.0%

$7,852.00
0.1%
SPX 0.5%

$5,028.00
0.1%
SPX 0.2%

$40,181.00
0.6%
SPX 1.8%

$5,708.00
0.1%
SPX 0.0%

$13,033.00
0.2%
SPX 0.5%

$14,325.00
0.2%
SPX 1.2%

$5,756.00
0.1%
SPX -0.2%

$10,471.00
0.2%
SPX 0.1%

$49,293.00
0.7%
SPX 1.6%

$4,039.00
0.1%
SPX 0.1%

$7,707.00
0.1%
SPX 0.3%

$3,657.00
0.1%
SPX -0.3%

$9,991.00
0.1%
SPX -0.7%

$6,551.00
0.1%
SPX 0.7%

$31,945.00
0.5%
SPX 0.1%

$6,544.00
0.1%
SPX 0.0%

$5,296.00
0.1%
SPX -0.7%

$2,431.00
0.0%
SPX -0.6%

$14,271.00
0.2%
SPX -1.3%

Yearly Results

Year

Backtest $ Backtest

Backtest %

SPX
2016

$44,953

4.5%

(-3.7%)

3.3%

(-4.6%)

September

-$9,944

-1.0%

(-3.7%)

0.0%

(-2.8%)

October

$19,354

2.0%

(0.0%)

-1.9%

(-1.7%)

November

$25,780

2.6%

(0.0%)

3.4%

(-1.3%)

December

$9,762

0.9%

(-0.7%)

1.8%

(-1.4%)
2017

$209,832

20.1%

(-0.7%)

18.0%

(-2.8%)

January

$10,390

1.0%

(-0.7%)

1.8%

(-0.8%)

February

$14,096

1.3%

(0.0%)

3.7%

(-0.3%)

March

$23,222

2.2%

(0.0%)

0.0%

(-2.3%)

April

$18,426

1.7%

(0.0%)

0.9%

(-1.3%)

May

$15,529

1.4%

(-0.5%)

1.2%

(-1.9%)

June

$18,641

1.7%

(0.0%)

0.5%

(-1.4%)

July

$15,654

1.4%

(0.0%)

2.0%

(-0.9%)

August

$20,034

1.7%

(-0.1%)

0.1%

(-2.2%)

September

$18,060

1.5%

(0.0%)

1.9%

(-0.8%)

October

$17,762

1.5%

(0.0%)

2.2%

(-0.7%)

November

$20,008

1.6%

(0.0%)

2.8%

(-1.1%)

December

$18,010

1.5%

(0.0%)

1.0%

(-0.6%)
2018

$230,352

18.4%

(-8.1%)

-5.0%

(-19.8%)

January

$23,410

1.9%

(-0.1%)

5.5%

(-1.8%)

February

-$15,343

-1.2%

(-3.8%)

-3.7%

(-8.5%)

March

$59,624

4.7%

(-0.1%)

-2.6%

(-7.1%)

April

$54,904

4.2%

(-0.1%)

0.4%

(-2.7%)

May

$42,418

3.1%

(0.0%)

2.2%

(-1.6%)

June

$34,854

2.5%

(0.0%)

0.5%

(-3.1%)

July

$38,196

2.6%

(0.0%)

3.6%

(-1.5%)

August

$35,852

2.4%

(-0.1%)

3.0%

(-1.4%)

September

$29,301

1.9%

(0.0%)

0.5%

(-0.9%)

October

-$61,036

-3.9%

(-8.1%)

-7.0%

(-9.7%)

November

$65,080

4.3%

(0.0%)

1.9%

(-6.4%)

December

-$76,907

-4.9%

(-7.7%)

-9.3%

(-15.7%)
2019

$500,966

33.7%

(-4.8%)

26.2%

(-6.8%)

January

$78,408

5.3%

(0.0%)

7.7%

(-2.5%)

February

$39,295

2.5%

(0.0%)

3.0%

(-1.2%)

March

$34,535

2.2%

(-0.3%)

1.8%

(-2.2%)

April

$37,076

2.3%

(0.0%)

3.9%

(-0.6%)

May

$60,144

3.6%

(0.0%)

-6.7%

(-6.6%)

June

$55,432

3.2%

(0.0%)

6.7%

(-1.4%)

July

$31,761

1.8%

(-0.4%)

1.3%

(-1.5%)

August

$54,167

3.0%

(-1.9%)

-1.6%

(-3.8%)

September

$61,084

3.3%

(0.0%)

1.7%

(-1.6%)

October

-$28,463

-1.5%

(-4.8%)

2.1%

(-2.0%)

November

$36,352

1.9%

(0.0%)

3.4%

(-0.6%)

December

$41,176

2.1%

(0.0%)

2.8%

(-0.7%)
2020

$1,427,330

71.9%

(-6.9%)

21.1%

(-33.9%)

January

-$51,462

-2.6%

(-4.4%)

-0.1%

(-3.1%)

February

-$38,210

-2.0%

(-4.9%)

-8.5%

(-12.8%)

March

$448,300

23.6%

(-0.2%)

-9.7%

(-28.5%)

April

$284,275

12.1%

(0.0%)

12.7%

(-4.8%)

May

-$13,384

-0.5%

(-5.6%)

4.6%

(-3.8%)

June

$97,686

3.7%

(-2.9%)

2.2%

(-7.1%)

July

$154,286

5.7%

(0.0%)

5.4%

(-1.8%)

August

$105,367

3.7%

(0.0%)

6.8%

(-0.8%)

September

$127,652

4.3%

(-0.8%)

-3.8%

(-9.6%)

October

-$6,846

-0.2%

(-4.9%)

-2.6%

(-7.5%)

November

$189,546

6.1%

(0.0%)

10.3%

(-1.9%)

December

$130,120

4.0%

(0.0%)

3.7%

(-1.5%)
2021

$1,115,830

32.7%

(-5.2%)

24.7%

(-5.2%)

January

$61,610

1.8%

(-2.4%)

-1.0%

(-3.7%)

February

$140,176

4.0%

(0.0%)

2.7%

(-3.1%)

March

$203,986

5.6%

(0.0%)

4.3%

(-3.4%)

April

$113,658

3.0%

(0.0%)

5.2%

(-1.2%)

May

-$73,060

-1.9%

(-5.2%)

0.6%

(-4.0%)

June

$112,844

2.9%

(0.0%)

2.2%

(-2.1%)

July

-$35,017

-0.9%

(-3.6%)

2.3%

(-2.9%)

August

$102,369

2.6%

(0.0%)

2.9%

(-1.8%)

September

$88,493

2.2%

(-0.6%)

-4.8%

(-5.1%)

October

$163,974

4.0%

(0.0%)

6.8%

(-1.3%)

November

$29,127

0.7%

(-1.3%)

-0.8%

(-2.9%)

December

$207,671

4.8%

(0.0%)

4.4%

(-3.1%)
2022

$376,773

8.3%

(-16.6%)

-18.7%

(-25.4%)

January

-$171,516

-3.8%

(-7.2%)

-5.3%

(-9.8%)

February

$4,818

0.1%

(-4.3%)

-3.0%

(-7.9%)

March

$288,601

6.6%

(-0.5%)

3.8%

(-4.9%)

April

-$458,980

-9.9%

(-12.5%)

-9.0%

(-9.8%)

May

$209,434

5.0%

(-4.7%)

0.4%

(-9.3%)

June

-$384,149

-8.7%

(-11.4%)

-8.4%

(-12.2%)

July

$258,834

6.4%

(0.0%)

8.9%

(-2.9%)

August

-$12,022

-0.3%

(-3.8%)

-4.2%

(-8.1%)

September

$130,643

3.1%

(-3.3%)

-9.6%

(-12.8%)

October

$220,186

5.0%

(-3.0%)

8.0%

(-5.6%)

November

$173,910

3.8%

(-1.1%)

5.5%

(-3.5%)

December

$117,016

2.4%

(-2.8%)

-5.9%

(-7.2%)
2023

$1,203,391

24.5%

(-3.9%)

22.6%

(-10.3%)

January

$78,323

1.6%

(-2.8%)

6.1%

(-2.5%)

February

$237,508

4.8%

(0.0%)

-2.6%

(-5.0%)

March

$92,670

1.8%

(-3.6%)

3.6%

(-4.8%)

April

$43,890

0.8%

(-1.9%)

1.5%

(-2.4%)

May

$129,387

2.4%

(-0.6%)

0.3%

(-2.6%)

June

$80,981

1.5%

(-1.1%)

6.3%

(-2.2%)

July

$123,966

2.2%

(0.0%)

3.1%

(-1.3%)

August

$132,559

2.3%

(-0.5%)

-1.7%

(-4.5%)

September

-$94,736

-1.6%

(-3.9%)

-4.9%

(-5.4%)

October

$162,141

2.8%

(-1.6%)

-2.1%

(-5.9%)

November

$72,028

1.2%

(-1.5%)

8.6%

(-0.8%)

December

$144,676

2.4%

(0.0%)

4.4%

(-1.5%)
2024

$675,856

11.1%

(-0.9%)

9.6%

(-5.5%)

January

$47,947

0.8%

(-0.9%)

1.6%

(-1.7%)

February

$143,736

2.3%

(-0.6%)

5.1%

(-1.5%)

March

$111,166

1.8%

(-0.9%)

3.1%

(-1.1%)

April

$153,426

2.4%

(-0.7%)

-4.2%

(-5.3%)

May

$219,582

3.3%

(0.0%)

3.9%

(-1.6%)

Performance by Position

Performance Per Contract	Trades	Wins	Losses	Win %	Premium Collected	Premium Retained	Avg Entry	Avg Exit	Avg Profit	Total Profit
5.5D put 74% PT	2097	2059	38	98.2%	$0	$0 (0%)	$1.34	$0.77	$0.57	$1,191.10
6.5D put 72% PT	2200	2149	51	97.7%	$0	$0 (0%)	$1.57	$0.95	$0.62	$1,374.78
7.5D put 69% PT	2324	2259	65	97.2%	$0	$0 (0%)	$1.81	$1.18	$0.63	$1,453.66
2D call 78% PT	1733	1717	16	99.1%	$0	$0 (0%)	$0.32	$0.16	$0.16	$270.52
2.5D call 80% PT	1679	1657	22	98.7%	$0	$0 (0%)	$0.41	$0.23	$0.18	$295.00
3D call 83% PT	1623	1592	31	98.1%	$0	$0 (0%)	$0.48	$0.28	$0.20	$323.63
Backtest Total	11656	11433	223	98.1%	$0	$0	$1.07	$0.65	$0.42	$4,908.69

Trade Log

Position	Position	Legs	Timing	Entry	Exit	Result
5.5D put 74% PT	5.5D put 74% PT -6 Fri Sep 2nd 2130p	-6 Fri Sep 2nd 2130p $255,600 max risk	Thu Sep 1st 2016 9:34:00 AM EDT \| $0.62 credit Fri Sep 2nd 2016 9:30:00 AM EDT \| $0.06 debit	Thu Sep 1st 2016 9:34:00 AM EDT \| $0.62 credit SPX 2172.09	Fri Sep 2nd 2016 9:30:00 AM EDT \| $0.06 debit SPX 2178.87	Profit Target $324 \| 87.10% $1,000,324 balance
6.5D put 72% PT	6.5D put 72% PT -7 Fri Sep 2nd 2135p	-7 Fri Sep 2nd 2135p $298,900 max risk	Thu Sep 1st 2016 9:34:00 AM EDT \| $0.84 credit Fri Sep 2nd 2016 9:30:00 AM EDT \| $0.08 debit	Thu Sep 1st 2016 9:34:00 AM EDT \| $0.84 credit SPX 2172.09	Fri Sep 2nd 2016 9:30:00 AM EDT \| $0.08 debit SPX 2178.87	Profit Target $518 \| 88.10% $1,000,842 balance
7.5D put 69% PT	7.5D put 69% PT -6 Fri Sep 2nd 2135p	-6 Fri Sep 2nd 2135p $256,200 max risk	Thu Sep 1st 2016 9:34:00 AM EDT \| $0.84 credit Fri Sep 2nd 2016 9:30:00 AM EDT \| $0.08 debit	Thu Sep 1st 2016 9:34:00 AM EDT \| $0.84 credit SPX 2172.09	Fri Sep 2nd 2016 9:30:00 AM EDT \| $0.08 debit SPX 2178.87	Profit Target $444 \| 88.10% $1,001,286 balance
3D call 83% PT	3D call 83% PT -6 Fri Sep 2nd 2200c	-6 Fri Sep 2nd 2200c $264,000 max risk	Thu Sep 1st 2016 9:31:00 AM EDT \| $0.19 credit Fri Sep 2nd 2016 11:14:00 AM EDT \| $0.05 debit	Thu Sep 1st 2016 9:31:00 AM EDT \| $0.19 credit SPX 2171.08	Fri Sep 2nd 2016 11:14:00 AM EDT \| $0.05 debit SPX 2179.63	Profit Target $78 \| 68.42% $1,001,364 balance
2D call 78% PT	2D call 78% PT -6 Fri Sep 2nd 2205c	-6 Fri Sep 2nd 2205c $264,600 max risk	Thu Sep 1st 2016 9:31:00 AM EDT \| $0.09 credit Fri Sep 2nd 2016 4:00:00 PM EDT \|	Thu Sep 1st 2016 9:31:00 AM EDT \| $0.09 credit SPX 2171.08	Fri Sep 2nd 2016 4:00:00 PM EDT SPX 2179.95	Expired $48 \| 88.89% $1,001,412 balance
2.5D call 80% PT	2.5D call 80% PT -7 Fri Sep 2nd 2205c	-7 Fri Sep 2nd 2205c $308,700 max risk	Thu Sep 1st 2016 9:31:00 AM EDT \| $0.09 credit Fri Sep 2nd 2016 4:00:00 PM EDT \|	Thu Sep 1st 2016 9:31:00 AM EDT \| $0.09 credit SPX 2171.08	Fri Sep 2nd 2016 4:00:00 PM EDT SPX 2179.95	Expired $56 \| 88.89% $1,001,468 balance
5.5D put 74% PT	5.5D put 74% PT -6 Tue Sep 6th 2145p	-6 Tue Sep 6th 2145p $257,400 max risk	Fri Sep 2nd 2016 9:34:00 AM EDT \| $0.48 credit Tue Sep 6th 2016 9:30:00 AM EDT \| $0.08 debit	Fri Sep 2nd 2016 9:34:00 AM EDT \| $0.48 credit SPX 2180.40	Tue Sep 6th 2016 9:30:00 AM EDT \| $0.08 debit SPX 2182.56	Profit Target $228 \| 79.17% $1,001,696 balance
6.5D put 72% PT	6.5D put 72% PT -7 Tue Sep 6th 2150p	-7 Tue Sep 6th 2150p $301,000 max risk	Fri Sep 2nd 2016 9:34:00 AM EDT \| $0.63 credit Tue Sep 6th 2016 9:30:00 AM EDT \| $0.12 debit	Fri Sep 2nd 2016 9:34:00 AM EDT \| $0.63 credit SPX 2180.40	Tue Sep 6th 2016 9:30:00 AM EDT \| $0.12 debit SPX 2182.56	Profit Target $343 \| 77.78% $1,002,039 balance
7.5D put 69% PT	7.5D put 69% PT -6 Tue Sep 6th 2150p	-6 Tue Sep 6th 2150p $258,000 max risk	Fri Sep 2nd 2016 9:34:00 AM EDT \| $0.63 credit Tue Sep 6th 2016 9:30:00 AM EDT \| $0.12 debit	Fri Sep 2nd 2016 9:34:00 AM EDT \| $0.63 credit SPX 2180.40	Tue Sep 6th 2016 9:30:00 AM EDT \| $0.12 debit SPX 2182.56	Profit Target $294 \| 77.78% $1,002,333 balance
3D call 83% PT	3D call 83% PT -6 Tue Sep 6th 2205c	-6 Tue Sep 6th 2205c $264,600 max risk	Fri Sep 2nd 2016 11:15:00 AM EDT \| $0.14 credit Tue Sep 6th 2016 4:00:00 PM EDT \|	Fri Sep 2nd 2016 11:15:00 AM EDT \| $0.14 credit SPX 2179.78	Tue Sep 6th 2016 4:00:00 PM EDT SPX 2186.49	Expired $78 \| 92.86% $1,002,411 balance
5.5D put 74% PT	5.5D put 74% PT -6 Wed Sep 7th 2145p	-6 Wed Sep 7th 2145p $257,400 max risk	Tue Sep 6th 2016 9:34:00 AM EDT \| $0.47 credit Wed Sep 7th 2016 9:30:00 AM EDT \| $0.05 debit	Tue Sep 6th 2016 9:34:00 AM EDT \| $0.47 credit SPX 2182.38	Wed Sep 7th 2016 9:30:00 AM EDT \| $0.05 debit SPX 2184.47	Profit Target $246 \| 87.23% $1,002,657 balance
6.5D put 72% PT	6.5D put 72% PT -7 Wed Sep 7th 2150p	-7 Wed Sep 7th 2150p $301,000 max risk	Tue Sep 6th 2016 9:34:00 AM EDT \| $0.59 credit Wed Sep 7th 2016 9:30:00 AM EDT \| $0.09 debit	Tue Sep 6th 2016 9:34:00 AM EDT \| $0.59 credit SPX 2182.38	Wed Sep 7th 2016 9:30:00 AM EDT \| $0.09 debit SPX 2184.47	Profit Target $336 \| 81.36% $1,002,993 balance
7.5D put 69% PT	7.5D put 69% PT -6 Wed Sep 7th 2155p	-6 Wed Sep 7th 2155p $258,600 max risk	Tue Sep 6th 2016 9:34:00 AM EDT \| $0.72 credit Wed Sep 7th 2016 9:30:00 AM EDT \| $0.12 debit	Tue Sep 6th 2016 9:34:00 AM EDT \| $0.72 credit SPX 2182.38	Wed Sep 7th 2016 9:30:00 AM EDT \| $0.12 debit SPX 2184.47	Profit Target $348 \| 80.56% $1,003,341 balance
2D call 78% PT	2D call 78% PT -6 Wed Sep 7th 2210c	-6 Wed Sep 7th 2210c $265,200 max risk	Tue Sep 6th 2016 9:31:00 AM EDT \| $0.09 credit Wed Sep 7th 2016 4:00:00 PM EDT \|	Tue Sep 6th 2016 9:31:00 AM EDT \| $0.09 credit SPX 2183.51	Wed Sep 7th 2016 4:00:00 PM EDT SPX 2186.16	Expired $48 \| 88.89% $1,003,389 balance
2.5D call 80% PT	2.5D call 80% PT -7 Wed Sep 7th 2210c	-7 Wed Sep 7th 2210c $309,400 max risk	Tue Sep 6th 2016 9:31:00 AM EDT \| $0.09 credit Wed Sep 7th 2016 4:00:00 PM EDT \|	Tue Sep 6th 2016 9:31:00 AM EDT \| $0.09 credit SPX 2183.51	Wed Sep 7th 2016 4:00:00 PM EDT SPX 2186.16	Expired $56 \| 88.89% $1,003,445 balance
7.5D put 69% PT	7.5D put 69% PT -6 Fri Sep 9th 2145p	-6 Fri Sep 9th 2145p $257,400 max risk	Wed Sep 7th 2016 9:34:00 AM EDT \| $0.80 credit Thu Sep 8th 2016 2:52:00 PM EDT \| $0.23 debit	Wed Sep 7th 2016 9:34:00 AM EDT \| $0.80 credit SPX 2183.98	Thu Sep 8th 2016 2:52:00 PM EDT \| $0.23 debit SPX 2181.87	Profit Target $330 \| 68.75% $1,003,775 balance
3D call 83% PT	3D call 83% PT -6 Fri Sep 9th 2215c	-6 Fri Sep 9th 2215c $265,800 max risk	Wed Sep 7th 2016 9:31:00 AM EDT \| $0.14 credit Fri Sep 9th 2016 4:00:00 PM EDT \|	Wed Sep 7th 2016 9:31:00 AM EDT \| $0.14 credit SPX 2183.52	Fri Sep 9th 2016 4:00:00 PM EDT SPX 2128.01	Expired $78 \| 92.86% $1,003,853 balance
5.5D put 74% PT	5.5D put 74% PT -6 Fri Sep 9th 2140p	-6 Fri Sep 9th 2140p $256,800 max risk	Wed Sep 7th 2016 9:34:00 AM EDT \| $0.64 credit Fri Sep 9th 2016 4:00:00 PM EDT \| $11.99 debit	Wed Sep 7th 2016 9:34:00 AM EDT \| $0.64 credit SPX 2183.98	Fri Sep 9th 2016 4:00:00 PM EDT \| $11.99 debit SPX 2128.01	Assigned -$6,816 \| -1775.00% $997,037 balance
6.5D put 72% PT	6.5D put 72% PT -7 Fri Sep 9th 2145p	-7 Fri Sep 9th 2145p $300,300 max risk	Wed Sep 7th 2016 9:34:00 AM EDT \| $0.80 credit Fri Sep 9th 2016 4:00:00 PM EDT \| $16.99 debit	Wed Sep 7th 2016 9:34:00 AM EDT \| $0.80 credit SPX 2183.98	Fri Sep 9th 2016 4:00:00 PM EDT \| $16.99 debit SPX 2128.01	Assigned -$11,340 \| -2025.00% $985,697 balance
2.5D call 80% PT	2.5D call 80% PT -7 Fri Sep 9th 2205c	-7 Fri Sep 9th 2205c $308,700 max risk	Thu Sep 8th 2016 9:31:00 AM EDT \| $0.10 credit Fri Sep 9th 2016 4:00:00 PM EDT \|	Thu Sep 8th 2016 9:31:00 AM EDT \| $0.10 credit SPX 2181.12	Fri Sep 9th 2016 4:00:00 PM EDT SPX 2128.01	Expired $63 \| 90.00% $985,796 balance

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