ELLIOTT WAVE OPTIONS

Impulse Strategy Performance

Summary Statistics

Figures Assume Starting Capital of $5,000

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
All12610483%617%7.0%$40150.374%4:1-39.40%183
2021161381%88%13.6%$39959.685%4:1-2.0%132
2020473983%110%6.4%$40268.335%4:1-39.40%182
2019332679%135%7.4%$37842.869%3:1-16.30%83
2018302687%283%11.9%$42725.6128%6:1-2.70%162
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
202157.5%22.6%9.0%0.0%-1.3%
202040.9%-10.2%-7.4%5.8%-20.5%4.5%9.7%38.6%0.5%3.1%18.9%26.4%
20190.0%50.0%11.6%-14.5%8.8%3.0%6.4%9.0%27.0%6.3%3.3%24.0%
201818.6%64.0%3.3%15.2%21.0%6.0%23.8%26.6%9.2%51.7%1.3%42.7%
Monthly Trade Returns

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

YearJanFebMarAprMayJunJulAugSepOctNovDec
2021164.4%49.1%50.0%0.0%-4.6%
202095.50%-21.80%-52.40%38.70%-115.30%75.7%17.30%71.5%5.50%28.9%38.9%46.1%
20190.00%500.00%73.10%-37.80%45.50%50.00%23.20%55.60%97.50%24.20%15.10%59.10%
2018193.80%403.00%34.00%61.00%115.00%72.80%140.80%102.80%209.10%117.00%8.20%68.80%
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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