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
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
All13210277%310%54.8%$43449.535%3:1-35.9%203
2021161594%41%5.8%$44048.131%15:1-12.1%111
2020363083%71%4.6%$42874.628%5:1-35.9%103
2019322372%86%5.4%$42548.444%2:1-8.9%82
2018483471%112%6.5%$41932.039%2:1-15.4%93
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
202137.7%0.7%3.4%-12.7%9.6%2.6%
20207.50-21.80%5.10%3.20%12.30%6.00%5.00%4.20%9.4%14.3%13.8%12.0%
20196.80%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.

YearJanFebMarAprMayJunJulAugSepOctNovDec
202160.0%4.2%15.9%-78.7%57.5%39.8%
202015.10%-66.30%31.30%37.40%38.30%38.50%18.10%44.20%52.7%41.0%38.0%44.0%
201921.10%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

In order to access individual trade details in the format shown here please login to the EWO platform. Access for historical trades is free.

Register for free access to historical trade details