XHB – Trading Journal – 18-Sep-2013

 
Trading Setup Summary
XHB
21-Jun-2013
28.75
5
1485.7
18-Sep-2013
64
Current Date
Trading Days Held
Start Buy Date
Start Buy Price
Stock
Start Investment
Put Diagonal
Strategy
Start Contracts
31.60
Current Price

Total Strategy Return
Gain Loss
Type
Gain Loss
Percent Return (%)
Category
Annualised
Percent Return (%)
Annualised Income Stream
(dividends+income+hedges)
Percent Return (%) – see Note *
Unrealized
0.0
0.0
0.0
Stock
Realized
0.0
0.0
0.0
Stock
Realized
0.0
0.0
0.0
Dividends
0.0
Unrealized
0.0
0.0
0.0
Income
0.0
Realized
0.0
0.0
0.0
Income
0.0
Unrealized
0.0
0.0
0.0
Hedging
0.0
Realized
-439.14
-29.56
-119.87
Hedging
-119.87
-29.56 %
TOTAL
-$ 439
-119.87 %
-119.87 %
Note: The last column on the right hand side "Annualised Income Stream Percent Return (%)"  shows the 30 Day Trading strategy as an income stream of "dividends", option "income" (usually call option strategies) and option "hedging" (protective put options). By design this excludes stock unrealized/realized gain/loss so is deliberately different than "Annualised Total Strategy Percent Return (%)". This is a useful measure of the ongoing annual costs of running 30 Day Trading strategies (versus buy and hold). This can measure how effective the option "hedges" were over the course of the year (sometimes they may make money, but often option "hedges" are a drag on returns). Combining "income" option trades and "dividends" it can be seen whether or not these compensated for cost of "hedges" (sometimes they will). This is a unique measurement for 30 Day Trading strategies to see which category of "dividends", option "income" or option "hedges" helps (or hurts) annual returns.



Gain Loss Summary per Trading Quarter
Year
Category
Gain Loss Type
Q1
Q2
Q3
Q4
Total
2013
Hedging
Realized
0.0
323.59
0.0
-762.73
-439.1400
-$ 439
TOTAL

Unrealised and Realised Gain Loss Detail
Year Qtr
Category
Type
Symbol
Qty
Unit Cost
Cost Basis
Price
Value
Gain / Loss
Liquidation Date
2013
Q3
Hedging
Realized
XHB131220P00030000
5.0
2.97
1485.7
1.0
499.29
-986.41
18-Sep-2013
2013
Q3
Hedging
Realized
XHB130920P00029000
-5.0
0.57
-284.29
0.15
-75.7
208.59
12-Sep-2013
2013
Q3
Hedging
Realized
XHB130920P00030000
2.0
1.13
226.45
1.21
241.54
15.09
06-Sep-2013
2013
Q2
Hedging
Realized
XHB130816P00028000
-5.0
0.76
-379.29
0.11
-55.7
323.59
31-Jul-2013

Trading and Income Activity Detail
Year
Qtr
Category
ActivityDate
Description
Symbol
Quantity
Price
Amount
2013
Q3
Hedging
18-Sep-2013
PUT XHB 00030.000 EXP 12-21-13
XHB131221P00030000
-5.0
1.02
499.29
2013
Q3
Hedging
12-Sep-2013
PUT XHB 00029.000 EXP 09-21-13
XHB130921P00029000
5.0
0.13
-75.7
2013
Q3
Hedging
06-Sep-2013
PUT XHB 00030.000 EXP 09-21-13
XHB130921P00030000
-2.0
1.25
241.54
2013
Q3
Hedging
06-Aug-2013
PUT XHB 00030.000 EXP 09-21-13
XHB130921P00030000
2.0
1.09
-226.45
2013
Q2
Hedging
31-Jul-2013
PUT XHB 00029.000 EXP 09-21-13
XHB130921P00029000
-5.0
0.59
284.29
2013
Q2
Hedging
31-Jul-2013
PUT XHB 00028.000 EXP 08-17-13
XHB130817P00028000
5.0
0.09
-55.7
2013
Q2
Hedging
26-Jun-2013
PUT XHB 00028.000 EXP 08-17-13
XHB130817P00028000
-5.0
0.78
379.29
2013
Q2
Hedging
21-Jun-2013
PUT XHB 00030.000 EXP 12-21-13
XHB131221P00030000
5.0
2.95
-1485.7