Remember, this is all based off doing only 1 contract per trade, so people with bigger accounts could easily have played bigger and multiplied the profits. We did 10 stocks per sheet, so this shows the results of only 20 contracts. Here are the results if you did 1 contract in each name for both of the sheets:
Once again as expected, straddles showed the greatest profit, and $593 on only 20 contracts for 2 weeks is a pretty impressive win. Surprisingly, the 1 SD actually show a loss.
Now, lets take a look at what the results would be if we were more careful in which names we traded. Here are the results if we only traded the top 4 predicted stocks in each report. To do that, we look at each report when it was done, and pick the 4 stocks that historically would have shown the highest profit, and only make those trades. So for the first VolStudy, we use EWZ, IBM, XLE, and XOP. For the second one we use EWZ, PBR, DO, and GLNG. Here are the results:
Now those are some serious profits. Almost $1600 for 8 contracts in the straddles! In only 2 weeks!
This is real research producing real results.
One point to remember is that each value for the straddles and strangles is based off the bids. We did not use mid-mkt. So all of these calculations are based off of how much the bids changed. Its not perfect, but most of these stocks don't have wide option spreads so its pretty accurate.
Obviously, keep in mind we are not giving advice or making any sort of recommendations on trades for anyone. We are simply showing our research and tracking its performance.
