August 17, 2017

High-Probability, Mean Reversion Options Portfolio Up Another 7.2% in May

High-Probability, Mean-Reversion Options Strategy Update We only have a few trading days left in the month of May. The High-Probability, Mean-Reversion Options Strategy is up 7.2% for the month while the S&P 500 (NYSE: SPY) is down $0.64 or -0.48% in May. The month follows a stellar 10.5% gain in April. So far, the strategy is up a respectable 40.2%  since its inception back in November. What I like the most is that the returns are based on only 13 options trades. When compared to other options strategies on Collective2, the High-Probability, Mean-Reversion strategy outperforms on every measure and we are only in the market an average of roughly 8 days a week with an average of 2 trades a month. You can see all of the … [Read more...]