Tuesday, January 13, 2009

IB Olympiad 2009 Day Two

Well, today was another mediocre day for the robot DT2009. It got chopped up pretty bad on the SSO day trading strategy as the market struggled for direction. I may end up turning this strategy off but it seems to perform very well in trending markets (like yesterday). On the other hand, a pop in oil and a drop in market volatility helped out the other strategies. On the day:

Stocks: negligible
Option writing: +$17k (~2%)
SSO day trading: -$30k (~3%)
Oil: +$18k (~2%)

For a small profit on the day...

Closing Liquidation: $984,110.73 +5,198.86 (+.53%)

Bread and butter: $69k in Jan options are short...

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