Study Report

Trade Analysis
Prepared by: Antonio Vaughn

Disclosure:
The information contained herein does not suggest or imply and should not be construed, in any manner, a guarantee of future performance and/or investment advice. Past performance does not guarantee future
results. Therefore, no current or prospective client should assume that the future performance of any specific investment, investment strategy (including the investments and/or investment strategies recommended
and/or purchased by users of the services offered by Delphian), or product made reference to directly or indirectly on this website, or indirectly via link to any unaffiliated third‐party website, will be profitable or
equal to corresponding indicated performance levels. Returns are historical and based on data believed to be accurate and reliable.
 Analysis Report

Entry-Exit Conditions
Enter into trade only if the condition below is met
Exit if any of the following condition is met On 5/22/2020, there were 10 entry points identified between #FromDate# and
#ToDate# using the entry & exit conditions

Long Put

Win Run1 PF
60.00% $1,857 3.68

Run1

Open a Long Put (1 contract ) position with the monthly expiration that has at least 30 days to expiration and not to exceed 90 days. Buy the first strike between 45 and 65 delta.

Trade management

Stage 1 winning adjustments Stage 1 losing adjustments

Close the trade when the profit exceeds 50% of the initial cost. Close the trade if the trade loses more than 50% of the initial cost.

There were 6 (60.00%) winning trades and 4 losing trades from the 10 trades entered in this test. The average trade cost ($419.4) at the time of opening and the average trade lasted 4 trading days ranging
between 2 to 7 days. This model generated $46.43 per day with a 72% efficiency rate. Run1 generated $1,857 in profits with a profit factor of 3.68.

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 Analysis Report
Below table is the summary of all trades in this run
TRADE SYMBOL PROFIT PROFIT(%) RISK OPEN RISK AFTER TRAN ENTRY DATE EXIT DATE DAYS IN TRADE MAX RUN UP MAX DRAW DOWN STATE ON ENTRY DATE REASON

Stop
Loss
T1 TRIP ($122.00) -56.74 ($215.00) ($215.00) 2/7/2020 2/13/2020 5 $10.00 ($122.00)
Condition
Met
Stop
Loss
T2 UPS ($220.00) -50 ($440.00) ($440.00) 2/7/2020 2/18/2020 7 $0.00 ($220.00)
Condition
Met
T3 IWM ($207.00) -54.05 ($383.00) ($383.00) 2/3/2020 2/5/2020 3 $0.00 ($207.00) Exit Date
Stop
Loss
T4 D ($145.00) -63.04 ($230.00) ($230.00) 2/7/2020 2/14/2020 6 $15.00 ($145.00)
Condition
Met
T5 CSCO $96.00 40.51 ($237.00) ($237.00) 2/24/2020 2/25/2020 2 $96.00 $0.00 Exit Date
Profit
Target
T6 INTC $273.00 77.56 ($352.00) ($352.00) 2/20/2020 2/24/2020 3 $273.00 $0.00
Condition
Met
Profit
Target
T7 AES $97.00 97 ($100.00) ($100.00) 2/20/2020 2/25/2020 4 $97.00 $0.00
Condition
Met
Profit
Target
T8 MO $294.00 104.63 ($281.00) ($281.00) 2/24/2020 2/27/2020 4 $294.00 $0.00
Condition
Met
Profit
Target
T9 DIS $484.00 124.74 ($388.00) ($388.00) 2/20/2020 2/24/2020 3 $484.00 $0.00
Condition
Met
Profit
Target
T10 ANTM $1,307.00 83.35 ($1,568.00) ($1,568.00) 2/24/2020 2/27/2020 4 $1,307.00 $0.00
Condition
Met

Glossary
Win%: Win% is the ratio of the total number of winning trades to the number of losing trades.
Profit: $ gained/lost for the model.
Profit Factor(PF): PF is dollars gained to dollars lost. For a profitable model, PF will be >=1.
PL/Day: Dollars gained per day.
Days in Trade: Average number of trading days between opening and closing dates from all trades.
Efficiency Rate: Efficiency defines model’s ability to capture paper gain into real dollars.

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 Analysis Report

2/7/2020 Open 14 02/21/2020 42 03/20/2020 133 06/19/2020 224 09/18/2020 343 01/15/2021 714 01/21/2022

Long Put With 42 days left to expire, 3/20/2020 is first monthly expiration after 30 days. Break even is below $26.85
Max Profit: 29 strike put option is bought (first strike is between 45 and 65 delta) for $2.15
$2,685.00
With net debit amount of ($215), 1 contracts of Long Put position is opened and each contract costed ($2.15). 30
Current Risk: ($215)
(Max) TYPE CNTS EXPIRY DATE STRIKE OPTION TYPE OPEN PRICE DEBIT/ CREDIT DELTA 28

BTO 1 3/20/2020 29 put ($2.15) ($215) -46.89

25
30. Dec 13. Jan 27. Jan 10. Feb 24. Feb 9. Mar

2/13/2020 Close
The position is closed on 2/13/2020, since, stop loss condition met.
Profit: ($122) On 2/13/2020, the position made loss of ($122) (56.74% of ($215)) which is greater than 50% loss on Initial
Stop Loss Cost
Condition Met
TYPE CNTS EXPIRY DATE STRIKE OPTION TYPE CLOSE PRICE DEBIT/ CREDIT DELTA

STC 1 3/20/2020 29 put $0.93 $93.00 -39.41

Trade Ohlc

From Dec 26, 2019 To Mar 20, 2020

3-20-2020
31

30

29

28

27

26
100

Profit
-100

-200
26. Dec 1. Jan 7. Jan 11. Jan 15. Jan 21. Jan 25. Jan 29. Jan 4. Feb 8. Feb 12. Feb 18. Feb 22. Feb 26. Feb 3. Mar 7. Mar 11. Mar 15. Mar 19. Mar

3-20-2020
30. Dec 6. Jan 13. Jan 20. Jan 27. Jan 3. Feb 10. Feb 17. Feb 24. Feb 2. Mar 9. Mar 16. Mar

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