Trade Performance Statistics as of June 30, 2021

by | Jun 30, 2021 | Covered Calls, Naked Puts, Performance | 0 comments

Let me preface my trading stats for covered call and naked put trades by pointing out that I have been the beneficiary of a strong US equity market since I began posting my trades earlier this year. I am pleased with median annualized returns of 37.4% and 19.5% for my covered call trades and naked put trades respectively.

Could I have achieved better trade results? Given that the equity market has performed so well since I started posting my trades, I could have generated higher covered call returns by selecting strike prices that were a little further out of the money and that is exactly what I have been doing lately. As for the naked put trades, I am comfortable with the strike prices I selected and haven’t made any changes to my strategy.

I have recently added a layer of machine learning analysis to my strategies that I expect to slightly improve my trade performance. We shall see.

Closed Covered Calls
Number of Trades42
Average Return2.9%
Average Annualized Return26.3%
Median Return2.8%
Median Annualized Return37.4%
Closed Naked Puts
Number of Trades92
Average Return0.3%
Average Annualized Return18.6%
Median Return0.7%
Median Annualized Return19.5%

 

Publishing personal trade stats for all to see is easy when the wind is at your back (i.e. the equity market rises). I know full well that the day will come when it will be difficult to click the “Publish” button and present my trade stats after a difficult trading period.

 

All the best.

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