ELLIOTT WAVE OPTIONS

Hybrid Strategy Performance

Summary Statistics

Assumes Starting Capital of $10,000

0
Total Trades
0%
Winning Trades
0%
Cumulative Return on Account
0%
Monthly CAGR
Performance Summary
PeriodTotal TradesWinning TradesWin Rate %Cumulative ReturnMonthly CAGR %Avg. Trade SizeAvg. Days per TradeAvg. P/L per TradeWin:Loss RatioMax Draw-
down
Max.
Consec. Winners
Max.
Consec. losers
All26521380%479%6.0%$41750.754%4:1-23.6%234
2021393590%78%9.9%$42049.353%8:1-4.8%231
2020836983%93%2.7%$41375.433%4:1-23.6%173
2019654975%110%4.6%$40145.556%3:1-11.5%134
2018786077%198%9.5%$42229.578%3:1-5.1%123
Monthly Portfolio Returns

Non-compounded returns based on starting capital, reset each year. Results attributed to the month and year the trade was marked as closed.

YearJanFebMarAprMayJunJulAugSepOctNovDec
202147.6%11.7%6.3%-6.4%4.1%15.1%
202024.2%-16.0%1.1%4.5%-4.1%5.2%7.3%21.4%5.0%8.7%16.4%19.2%
20193.4%28.5%12.4%-6.5%21.5%3.0%8.1%6.5%14.7%4.4%2.2%12.0%
20186.8%47.7%7.6%7.9%10.5%-5.3%15.4%19.8%4.6%38.5%12.3%32.0%
Monthly Trade Returns

Returns based on initial entry debit or net initial margin requirement if a credit position.

YearJanFebMarAprMayJunJulAugSepOctNovDec
202197.3%36.8%31.9%-78.7%18.5%46.1%
202052.4%-40.2%7.1%38.2%-16.5%48.7%17.6%67.2%36.5%38.1%38.5%45.6%
201921.1%288.8%55.2%-20.6%112.3%11.3%42.6%27.6%41.0%25.4%11.1%59.1%
201841.2%127.7%43.1%29.4%115.0%-24.8%89.3%94.1%32.7%59.2%42.6%59.1%
Individual Trade History

Example Historical Trade Format

Trade ID: 204

OLLI

Long Call
EWO Impulse
Strategy
WIN

1 x Contracts
17 Jul20
1Call

Entry
Apr 23, 2020
3.20 Db Fill

Exit
Apr 27, 2020
4.80 Cr Fill

3 Days in Trade
50%
Return in
Capital
$160 P&L

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