ELLIOTT WAVE OPTIONS

Volatility Strategy Performance

Summary Statistics

Figures Assume $5,000 Starting Capital

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 129 99 77% 298% 5.1% $440 50.0 34% 3:1 -35.9% 20 3
2021 13 12 92% 29% 6.6% $452 52.7 27% 12:1 12.1% 11 1
2020 36 30 83% 71% 4.6% $428 74.6 28% 5:1 -35.9% 10 3
2019 32 23 72% 86% 5.4% $425 48.4 44% 2:1 -8.9% 8 2
2018 48 34 71% 112% 6.5% $419 32.0 39% 2:1 -15.4% 9 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
2021 37.7% 0.7% 3.4% -12.7%
2020 7.50 -21.80% 5.10% 3.20% 12.30% 6.00% 5.00% 4.20% 9.4% 14.3% 13.8% 12.0%
2019 6.80% 6.90% 13.30% 1.60% 34.20% 2.90% 9.80% 4.00% 2.50% 2.50% 1.00% 0.00%
2018 -5.10% 31.40% 11.90% 0.60% 0.00% -16.60% 7.00% 13.00% 0.00% 25.40% 23.20% 21.20%
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 60.0% 4.2% 15.9% -78.7%
2020 15.10% -66.30% 31.30% 37.40% 38.30% 38.50% 18.10% 44.20% 52.7% 41.0% 38.0% 44.0%
2019 21.10% 71.10% 45.40% 6.60% 181.00% 6.30% 93.50% 13.00% 5.70% 28.70% 6.00% 0.00%
2018 -21.70% 53.40% 46.50% 2.00% 0.00% -48.00% 39.80% 80.20% 0.20% 29.50% 56.00% 46.10%
Individual Trade History

Example Historical Trade Format

Trade ID: 216

MHK

Long Strangle
EWO Volatility Strategy
WIN

1 x Contracts
21Aug20
60 Put/105 Call

Entry
May 22, 2020
4.45 Db Fill

Exit
May 28, 2020
7.20 Cr Fill

5 Days in Trade
61.8%
Return in
Capital
$275 P&L

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