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
Period Total Trades Winning Trades Win Rate % Cumulative Return Monthly CAGR % Avg. Trade Size Avg. Days per Trade Avg. P/L per Trade Win:Loss Ratio Max Draw-
down
Max.
Consec. Winners
Max.
Consec. losers
All 226 159 79% 401% 6.9% $401 51.0 57% 3:1 -23.6% 17 4
2020 83 69 83% 93% 2.7% $413 75.4 28% 3:1 -23.6% 17 3
2019 65 49 75% 110% 4.6% $401 45.5 56% 3:1 -11.5% 13 4
2018 78 60 77% 198% 9.5% $422 29.5 78% 3:1 -5.1% 12 3

 

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.

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2020 24.2% -16.0% 1.1% 4.5% -4.1% 5.2% 7.3% 21.4% 5.0% 8.7% 16.4% 19.2%
2019 3.4% 28.5% 12.4% -6.5% 21.5% 3.0% 8.1% 6.5% 14.7% 4.4% 2.2% 12.0%
2018 6.8% 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.

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2020 52.4% -40.2% 7.1% 38.2% -16.5% 48.7% 17.6% 67.2% 36.5% 38.1% 38.5% 45.6%
2019 21.1% 288.8% 55.2% -20.6% 112.3% 11.3% 42.6% 27.6% 41.0% 25.4% 11.1% 59.1%
2018 41.2% 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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