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 | 126 | 104 | 83% | 617% | 7.0% | $401 | 50.3 | 74% | 4:1 | -39.40% | 18 | 3 |
| 2021 | 16 | 13 | 81% | 88% | 13.6% | $399 | 59.6 | 85% | 4:1 | -2.0% | 13 | 2 |
| 2020 | 47 | 39 | 83% | 110% | 6.4% | $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% | 11.9% | $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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | 57.5% | 22.6% | 9.0% | 0.0% | -1.3% | – | – | – | – | – | – | – |
| 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% |
| 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% |
| 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% |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | 164.4% | 49.1% | 50.0% | 0.0% | -4.6% | – | – | – | – | – | – | – |
| 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
