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
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 110 91 83% 529% 8.00% $402 49.9 79% 4:1 -39.40% 18 3
2020 47 39 83% 110% 6.40% $402 68.3 35% 4:1 -39.40% 18 2
2019 33 26 79% 135% 7.4% $378 42.8 69% 3:1 -16.30% 8 3
2018 30 26 87% 283% 11.90% $427 25.6 128% 6:1 -2.70% 16 2
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 Annua
2020 40.9% -10.2% -7.4% 5.8% -20.5% 4.5% 9.7% 38.6% 0.5% 3.1% 18.9% 26.4% 110.4%
2019 0.0% 50.0% 11.6% -14.5% 8.8% 3.0% 6.4% 9.0% 27.0% 6.3% 3.3% 24.0% 134.9%
2018 18.6% 64.0% 3.3% 15.2% 21.0% 6.0% 23.8% 26.6% 9.2% 51.7% 1.3% 42.7% 283.4%
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 95.50% -21.80% -52.40% 38.70% -115.30% 75.7% 17.30% 71.5% 5.50% 28.9% 38.9% 46.1%
2019 0.00% 500.00% 73.10% -37.80% 45.50% 50.00% 23.20% 55.60% 97.50% 24.20% 15.10% 59.10%
2018 193.80% 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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