Historical Records – GammaWizard

GammaWizard

Leonardo Valencia In Historical Records

AAPL Earnings Play – Nov 02 Return: 42%

AAPL Earnings Play – Nov 02 Return: 42%

Trades
SELL 1 AAPL Nov2 205 PUT
BUY 1 AAPL Nov2 207.5 PUT
SELL 1 AAPL Nov2 230 CALL
BUY 1 AAPL Nov 232.5 CALL

Date	Entry Price	Exit Price
Nov 1st	-0.33
Nov 2nd		0.72

TOTAL PROFIT
1.05

RETURN ON RISK
42%

TRADE DURATION
1 DAY

COMMENTS
The main thesis for this trade was to take advantage of the high implied volatility before earnings (expensive options) and also to play bearish action after the report, so we used a short binary risk reversal to take advantage of that.

Leonardo Valencia In Historical Records

TSLA Earnings Play – Oct 25 Return: 46%

TSLA Earnings Play – Oct 25 Return: 46%

Trades
BUY 1 TSLA Oct26 270 PUT
SELL 1 TSLA Oct26 272.5 PUT
BUY 1 TSLA Oct26 322.5 CALL
SELL 1 TSLA Oct26 325 CALL

Date	Entry Price	Exit Price
Oct 24	-0.34
Oct 25		0.81

TOTAL PROFIT

1.15

RETURN ON RISK
46%

TRADE DURATION
1 DAY

COMMENTS
The main thesis was bullish after earnings but options were very expensive so we decide to play this with a long binary risk reversal to capture the overpricing of options.

Leonardo Valencia In Historical Records

SPX Risk Reversal – Oct 5 Return: -11%

SPX Risk Reversal – Oct 5 Return: -11%

Trades
BUY 1 SPX 2995 CALL
SELL 1 SPX 3000 CALL
BUY 1 SPX 2875 PUT
SELL 1 SPX 2880 PUT

Date	Entry Price	Exit Price
Oct 4	-1.05
Oct 5		-1.60

TOTAL PROFIT

-0.55

RETURN ON RISK
-11%

TRADE DURATION
1 DAY

COMMENTS
This was a second attempt to milk a previous risk reversal in SPX but it failed. The position needed SPX to continue moving higher but it reversed hard and hit our stop level.

Leonardo Valencia In Historical Records

Risk Reversal Sept – Sept 20 Return: 21%

Risk Reversal Sept – Sept 20 Return: 21%

Trades
BUY 1 SPX 2995 CALL
SELL 1 SPX 3000 CALL
BUY 1 SPX 2875 PUT
SELL 1 SPX 2880 PUT

Date	Entry Price	Exit Price
Sept 18	-0.85
Sept 20		0.2

TOTAL PROFIT

1.05

RETURN ON RISK
21%

TRADE DURATION
2 DAYS

COMMENTS
We were expecting upside action in SPX but we were not sure it could happen fast enough so we went for a binary risk reversal. The idea was to benefit both from the passage of time and any upside drift in the market.

Leonardo Valencia In Historical Records

SPX Long Term Butterfly – Sept 20 Return: 217%

SPX Long Term Butterfly – Sept 20 Return: 217%

Trades
BUY 10 SPX Jan18 2975 CALL
SELL 20 SPX Jan18 3000 CALL
BUY 10 SPX Jan18 3025 CALL

Date	Entry Price	Exit Price
Apr4	0.6
Sept 20		1.9

TOTAL PROFIT

1.3

RETURN ON RISK
217%

TRADE DURATION
50 DAY

COMMENTS
After the February correction in the market implied volatility remained very elevated so we decided to take advantage of that and play a long term butterfly for higher levels. The idea was to capture both the move and the collapse in implied volatility.

Leonardo Valencia In Historical Records

Vertical Call Lotto – Sept 18 Return: 107%

Vertical Call Lotto – Sept 18 Return: 107%

Trades
BUY 1 SPX Sept19 2915 CALL
SELL 1 SPX Sept19 2920 CALL

Date	Entry Price	Exit Price
Sept 10	0.65
Sept 18		1.35

TOTAL PROFIT
0.7

RETURN ON RISK
107%

TRADE DURATION
8 DAY

COMMENTS
This was a lotto trade (all or nothing) inspired by the readings of our deep neural net (NDLA), the trade is a vertical call spread very tight that approaches a binary call option. We were looking for higher targets in the market.

Leonardo Valencia In Historical Records

NDLA Lotto Trade – Aug 27 Return: 400%

NDLA Lotto Trade – Aug 27 Return: 400%

Trades
BUY 1 SPX Aug29 2885 CALL
SELL 1 SPX Aug29 2890 CALL

Date	Entry Price	Exit Price
Aug 23	0.6
Aug 27		3.0

TOTAL PROFIT
2.4

RETURN ON RISK
400%

TRADE DURATION
1 DAY

COMMENTS
Another deep neural net trade playing the targets suggested by the algorithm with a binary call option replicated with a vertical call spread. This was a bullish trade./td>

Leonardo Valencia In Historical Records

NDLA Trade – Jul 13 Return:150%

NDLA Trade – Jul 13 Return:150%

Trades
BUY 1 SPX Jul18 2825 CALL
SELL 1 SPX Jul18 2830 CALL

Date	Entry Price	Exit Price
Jul 11	0.3
Jul 13		0.75

TOTAL PROFIT
0.45

RETURN ON RISK
150%

TRADE DURATION
2 DAY

COMMENTS
This trade is based on a Neural Net that tries to identify a potential 1% move up in SPX. We used a vertical call spread for this trade.

Leonardo Valencia In Historical Records

VXX Put Spread – Jul 10 Return: 243%

VXX Put Spread – Jul 10 Return: 243%

Trades
SELL 1 VXX Jul27 28 PUT
BUY 1 VXX Jul27 30 PUT

Date	Entry Price	Exit Price
Jun 28	0.14
July 10		0.48

TOTAL PROFIT
0.34

RETURN ON RISK
243%

TRADE DURATION
1 DAY

COMMENTS
We got a nice upside move in implied volatility so we decided to do a short (downside play) with VXX. The trade used was a vertical put spread.

© 2024 GammaWizard. All rights reserved. Any publication, distribution, retransmission or reproduction of information or data contained on this Web site without written consent from Gammawizard Inc. is prohibited. By accessing or using our Site in any manner or by registering to one of our courses, you agree to our terms and privacy policy.