For credit spread trades an average has been taken when both upside and downside trades have been placed within the same expiration cycle. For example a cycle may have seen upside trades see a profit of 20% while the downside trades saw profits of 23%. Because of this average the percentage increase for the cycle would be 21.5%. E-mini trades are totaled because you can use the same margin for both upside and downside trades.
Trade profits listed below are from what current public subscribers have reported with an average taken between S&P 100 and 500 cash trades were.
CREDIT SPREADS
| Technical Mid-Cycle Trades |
Regular Trades |
Conservative Trades |
|||
2011 |
None |
2011 |
133% |
2011 |
36% |
2010 |
None |
2010 |
46% |
2010 |
14% |
2009 |
15% |
2009 |
21% |
2009 |
80% |
| 2008 |
80% |
2008 |
82% |
2008 |
29% |
| 2007 |
52% |
2007 |
71% |
2007 |
64% |
| 2006 |
42% |
2006 |
69% |
2006 |
58% |
| 2005 |
23% |
2005 |
76% |
2005 |
57% |
| 2004 |
8% |
2004 |
94% |
2004 |
118% |
| 2003 |
56% |
2003 |
152% |
2003 |
73% |
| 2002 |
40% |
2002 |
85% |
2002 |
60% |
| 2001 |
20% |
2001 |
58% |
2001 |
82% |
| 2000 |
NONE |
2000 |
Conservative |
2000 |
58% |
| 1999 |
259% |
1999 |
68% |
1999 |
79% |
| 1998 |
66% |
1998 |
43% |
1998 |
82% |
| 1997 |
108% |
1997 |
188% |
1997 |
99% |
| 1996 |
163% |
1996 |
169% |
1996 |
76% |
|
|
|
1995 |
93% |
1995 |
89% |
|
|
|
1994 |
79% |
1994 |
Regular |
|
|
|
1993 |
177% |
1993 |
Regular |
|
|
|
1992 |
112% |
1992 |
Regular |
|
|
|
1991 |
162% |
1991 |
Regular |
|
|
|
1990 |
166% |
|
|
E-mini Outright Sell Profits
| Technical
- Mid cycle trades |
Regular
Trades |
Conservative
Trades |
|||
2011 |
30% |
2011 |
153% |
2011 |
82% |
2010 |
66% |
2010 |
88% |
2010 |
59% |
2009 |
81% |
2009 |
135% |
2009 |
97% |
| 2008 |
65% |
2008 |
98% |
2008 |
55% |
| 2007 |
67% |
2007 |
64% |
2007 |
57% |
| 2006 |
40% |
2006 |
73% |
2006 |
56% |
| 2005
|
42% |
2005
|
62% |
2005
|
43% |
| 2004
|
38% |
2004
|
55% |
2004
|
39% |
| 2003 |
53% |
2003
|
133% |
2003
|
103% |
| 2002
|
121% |
2002
|
193% |
2002
|
114% |
| 2001
|
65% |
2001
|
74% |
||
| 2000
|
83% |
2000 |
83% |
||
| 1999
|
127% |
1999
|
77% |
||
| 1998
3-mths |
93% |
1998
3-mths |
16% |
||
All trades are added together here as the margins can be the same when you have both the upside and downside trades on. Option outright sells for 2010 were calculated with an average margin of $4000.00 per contract and cash option spreads with a $500.00 per contract basis minus credit. We do not include interest profits on credit taken. (Margin estimates are based on the average subscribers account requirements.)
Copyright c 1996,1997, 1998, 1999 2000, 2001,2002,2003,2004,2005,2006,2007,2008,2009,2010,2011,2012. All rights reserved. The information contained in the AGORA OUTLOOK NEWSLETTER is based upon data that is believed to be accurate, but is not guaranteed, and subject to change without notice. All projections, forecasts, opinions, and track records cannot be guaranteed to equal our past performance. Persons reading this newsletter are responsible for their actions. Officers and employees of this publication may at times have a position in the securities mentioned, or related services