Portfolio up, S&P500 down (2)
Another day on which the S&P500 lost close to 1%, while the portfolio shows a decent profit, similar to what happened on May 24. I now have a nice profit on the put option hedge, so it seems to be doing a good job.
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3 comments:
Is the profit solely due to your puts you have, or did the systems you subscribed to produce today?
without the puts, today would have been a loss of 0.5%, which is less than expected given the fact that all trades are based on 2:1 leverage at the portfolio level. Part of the story is that extreme-os (which has the largest weight in the portfolio) did not have any open positions overnight, meaning that effective leverage of the account was less than 1.
thanks
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