ELLIOTT WAVE OPTIONS
Level Three Performance
Summary Statistics
Figures Assume 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 | 431 | 329 | 76.3% | 686.5% | 2.9% | $413 | 34.3 | 38.5% | 3:1 | -11.7% | 16 | 3 |
| 2018 | 78 | 60 | 76.9% | 197.7% | 9.5% | $422 | 29.5 | 60.1% | 3:1 | -9.0% | 15 | 3 |
| 2019 | 73 | 47 | 64.4% | 92.8% | 5.6% | $405 | 32.7 | 31.4% | 2:1 | -11.7% | 10 | 3 |
| 2020 | 76 | 60 | 78.9% | 82.0% | 5.1% | $408 | 50.9 | 26.5% | 3:1 | -11.5% | 10 | 2 |
| 2021 | 108 | 82 | 75.9% | 229.0% | 10.4% | $416 | 29.9 | 51.0% | 2:1 | -5.3% | 15 | 3 |
| 2022 | 74 | 60 | 81.1% | 54.7% | 3.7% | $407 | 32.8 | 18.2% | 4:1 | -7.9% | 12 | 2 |
| 2023 | 22 | 19 | 86.4% | 21.3% | 1.6% | $437 | 26.0 | 22.2% | 6:1 | -5.6% | 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018 | 6.8% | 47.7% | 7.6% | 7.9% | 10.5% | -5.3% | 15.4% | 19.8% | 4.6% | 38.5% | 21.3% | 32.0% |
| 2019 | 3.4% | 28.5% | 4.3% | -6.1% | 20.0% | 1.8% | 4.2% | 8.2% | 16.4% | 1.1% | 2.4% | 8.7% |
| 2020 | 22.3% | -0.6% | 0.1% | 0.9% | -4.3% | 5.2% | 5.1% | 20.4% | -1.1% | 5.0% | 11.2% | 17.6% |
| 2021 | 38.9% | 11.3% | 3.8% | 1.3% | 4.1% | 5.7% | 20.1% | 4.6% | 13.0% | 12.2% | 94.3% | 19.8% |
| 2022 | -2.1% | 4.9% | 12.3% | 6.4% | 2.6% | 9.6% | 3.4% | -3.6% | 10.7% | 2.5% | 3.0% | 5.1% |
| 2023 | 10.4% | 11.3% | – | – | – | – | – | – | – | – | – | – |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018 | 32.4% | 128.7% | 44.8% | 33.1% | 115.9% | -21.5% | 89.1% | 88.7% | 63.7% | 54.7% | 39.2% | 61.0% |
| 2019 | 34.5% | 285.6% | 15.4% | -12.6% | 65.4% | 12.0% | 12.1% | 54.5% | 60.3% | 2.7% | 8.0% | 23.5% |
| 2020 | 71.0% | 4.6% | 23.8% | -21.4% | -21.5% | 52.4% | 12.5% | 44.4% | -9.0% | 18.9% | 39.5% | 46.0% |
| 2021 | 71.9% | 46.7% | 37.0% | 29.6% | 19.8% | 15.0% | 98.8% | 28.3% | 40.9% | 23.8% | 75.0% | 43.2% |
| 2022 | -4.9% | 20.5% | -33.9% | 22.6% | 56.5% | 29.3% | 21.7% | -17.8% | 20.4% | 15.9% | 12.1% | 38.2% |
| 2023 | 36.6% | 28.4% | – | – | – | – | – | – | – | – | – | – |
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
