April Performance Review
Thu, Apr 26, 2012 | Jared Woodard
We usually provide public performance updates on a quarterly basis, but I wanted to share this news a little early.
The Condor Options newsletter strategy returned 7.2% for the April expiration cycle, bringing our YTD return above 20%, which easily beats both the S&P 500 -up 10.7% – and the closer benchmark, the CBOE Vol Arb Index (VTY), which is up 11.7%.
The strategy hasn’t had a losing month since last August. As I’ve mentioned in previous quarterly reviews, it looks like the improved performance is due to 1) an expansion of our coverage universe beyond the S&P 500 to include crude oil, the euro, gold and other equity indexes, plus 2) a change to our trade entry criteria.
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