Option FanaticOptions, stock, futures, and system trading, backtesting, money management, and much more!

Option Fanatic, RIA (Part 1)

Trading has given me freedom to retire from corporate America and to successfully pay the bills as an entrepreneur for six years running. Today I begin deliberation over whether to go into business trading other people’s money (OPM).

Part of me has trouble understanding why I even entertain such an idea. I am admittedly somewhat jaded with regard to the financial industry. This very blog has made common usage of the term optionScam.com!

Short of sticking heads in the sand and blocking out all media, I am sometimes surprised how anybody can have a positive view of the industry. I agree that we shouldn’t necessarily believe everything we hear. Nevertheless, stories about investor fraud, Bernie Madoff, Ponzi schemes, and financial corruption in the name of the almighty ravage informational websites, television programming, books, and magazines to such an extent that some negative influence would seem to be inevitable.

Trading money for myself is one thing but doing so for others would be a jump to the dark side. I would become part and parcel of an industry riddled by greed. Do I want to risk being perceived in this light?

As long as something sets me apart from other financial advisors and money managers, the answer is yes. For me personally, this is necessary to at least ward off cognitive dissonance (hypocrisy). Let’s put an asterisk by this point to be revisited later.

Since I have been successful making money for myself, wondering why I don’t apply myself to make money for others is the next logical step. If one store is operating successfully then common business practice is to open a second location. This idea dovetails nicely with the reality that I have time, which I currently spend on “optional” activities, that could be allocated to trading OPM instead.

I will continue analysis of this point in my next post.

Career Update (Part 2)

In the last post I explained how much of what I do during my work day may be seen as an inefficient use of time. When I feel this way, I look toward other things I might do to improve that efficiency.

For the most part, my work day consists of blogging, listening to trading calls, reading articles on trading strategy, backtesting, trading my own account, and managing positions. The latter two items are solely responsible for profit generation. These two items also take much less time than the first four.

While all this is taking place, in the background I have a short list of untapped interests that includes:

1. Assembling a group of talented high school students who want to learn about investing.
2. Collaborating with a business student to develop trading systems in exchange for
    discussion about my 6+ years of experience in the business.
3. Hiring a freelancer to teach me the ins and outs of a system development platform
    enabling me to do the work myself.
4. Working to develop an approach to day trading futures.
5. Organizing an option trader Meetup where experienced traders share ideas and/or
    research.
6. Managing money for others.

When income generation is consistent, part of me feels I should revel in the moment as a successful entrepreneur and just work hard to keep doing what I’m doing. I feel thankful for this opportunity and will ride the wave as long as I can. I’m a big believer in Karma and to this end, I feel it couldn’t hurt to “give back” while I am enjoying personal success. This is the motivation behind items #1 and #5.

Items #2-4 are more transparent with regard to income generation.

That leaves item #6 for my next post.

Career Update (Part 1)

I am now in my seventh year of trading for a living. I spend my days blogging, listening to trading calls, reading articles on trading strategy, backtesting, trading my own account, and managing positions.

The minimal time necessary to trade and manage positions is what translates to income generation. When family life gets complex between shuttling the kids back and forth, helping out around the house, etc., my work time slips. Although I spend less time blogging, listening to trading calls, reading articles, and backtesting, I am still able to trade and monitor positions.

I know that blogging, listening to trading calls, reading articles on trading strategy, and backtesting are all important activities for the development of future streams of income that I hope to one day implement. Since they are not generating income now, I can’t help but feel the activities to be somewhat optional… like busywork created just to occupy my days.

If that is the case then why not do something else to generate more income right now?

Flashing back to my pharmacy career, this reminds me of a prevalent attitude toward managing high blood pressure (hypertension). Treating hypertension is hard work: consistent medication, adherence to a strict diet, and regular exercise. Since hypertension won’t kill me today, the payoff for my hard work is not apparent. I may be rewarded later with longer life but even then I could never know. Alternative universes are only perceivable in the realm of science fiction.

It makes sense why many hypertensives have trouble following doctors’ orders. All those lifestyle changes sometimes seem like a waste of time.

Similarly, because most time is spent on activities that don’t translate to immediate profitability, I don’t miss them when work time gets short. Upon detached reflection in other sporadic moments, I catch myself feeling they are a flat-out waste of time.

Logically speaking, whether it takes five hours per week or 50, if I can pay the bills on a regular basis and have money left over for select luxuries then I am successful and I should be proud of myself for that.

Sometimes I am.

But sometimes I’m not because I feel otherwise: if I can convert some of my spare time into profit-generating activity then I should still aim to do better.

SysCW: Fraud or Failsafe? (Part 3)

I am wrapping up this long series on CC/CSP trading with a focus on Rich MacDuff’s SysCW trading service.

I continue with content from the SysCW on-line forum.
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> Why not just start small with 10 positions and do ten buy-writes and see
> how it works for you and then slowly graduate into more… and once you
> have experience with selling calls than learn about collars and adjusting
> trades along the way to create a money machine.

I don’t believe there is any such thing as a “money machine” in the world of trading. You are going to have good times and periods of loss. If you never have a big loss then you’re extremely lucky (i.e. people do occasionally win the lottery) and perhaps more hobbyist than someone who trades full-time for a living. Never expect a money machine despite what select proprietors tell you. That encourages trading too large, which can put yourself at great risk for catastrophic loss.

> It becomes really fun and very simple after awhile.

Everything about CCs and CSPs has been fun over the last few years. Same goes for pretty much long anything. What matters with regard to a viable strategy is how it fares during the toughest of times. The toughest of times are easily “out of sight, out of mind” when the going is good. When the going is good, the toughest of times are hard to remember or recreate but this is precisely what we must do when properly researching a trading system.

> Sorry if I didn’t answer your questions. I’m sure Rich will chime in.
> But it sounds like fear is your greatest concern.

Fear should be everyone’s greatest concern until all moving parts are identified, pieced together, and making sense.
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My goal is not to debunk SysCW. My goal is to better understand it and put myself in a good position to evaluate its merits as a comprehensive trading system.

I encourage you to explore and to do the same.

SysCW: Fraud or Failsafe? (Part 2)

Last time I inched the spotlight away from CCs and CSPs and onto Rich MacDuff’s SysCW trading service. I will conclude this blog mini-series with some content from the SysCW on-line forum.

——————————-
I see two major hazards. First is the [black swan] market crash…

Second is the “trap,” where I have an Interim trade (maybe a Weekly option that is collecting “juicy” premium) and the market suddenly catapults higher. Now, that juicy weekly premium is irrelevant because I need to search months to years out in time to roll for a credit. In backtesting I have seen cases where no credit opportunity exists (like Vegas with its maximum bet on blackjack tables, all optionable stocks have a longest-duration option series available). My remaining options are:

–Roll for a debit and hope (hope is not a viable market strategy)
–Dollar cost average (cannot do this if I am fully invested, which Rich has most recently started to recommend)
–Accept assignment and realize the loss

In 2008 where everything tanked, all of my positions would be Interim trades. In 2009 when the V-bottom printed, I could be trapped on most or all of my positions and forced to lock in huge losses across the board.

That is my biggest concern with SysCW.

> Why not just start small with 10 positions and do ten buy writes and see how it
> works for you and then slowly graduate into more.

That is fair… 10 positions in an account that could handle 20, for example. While the Math Exercise looks for 15% annualized return, though, I would only be realizing 7.5% annualized overall. I will increase allocation over time but ultimately the question remains as to how much I can increase because Rich says I should be making 15% annualized on the whole account.

One way or another, the question about whether or not to be fully invested must be answered. If not then how much cash sits idle on the sidelines? In this case with the Math Exercise targeting 15% annualized on every position then the transparent reality is a system unable to deliver on its promises. Period.
——————————-

I will continue in the next post.

SysCW: Fraud or Failsafe? (Part 1)

The time has arrived to gradually transition away from covered calls and cash secured puts and to focus specifically on “Systematic Covered Writing.”

Is SysCW a viable trading system or is it a Rich MacDuff fraud?

In the last post I provided a partial listing of Rich MacDuff catch phrases taken from his e-mails to subscribers. The underlying tone is one of arrogance, of simplicity, of sarcasm to emphasize outsized returns… he makes SysCW sound like an ATM machine. Hardly ever a mention of anything negative and certainly little to nothing about risk or losing.

The most infamous money manager to never post a losing month was arguably Bernie Madoff. He is now serving a 150-year prison sentence for fraud (among other things).

I believe there is no such thing as a money machine in the world of trading. As a trader, I will have good times and I will have losses. If I never have a big loss then I am extremely lucky. If I never have a big loss then I may also be trading as a hobby rather than trading full-time for a living where I must trade in larger size and risk more money to pay the monthly bills.

Despite what some people say, never expect a “money machine” in the world of trading. Such a false expectation encourages trading too large and putting oneself at great risk for catastrophic loss.

When you see blatant arrogance like this surrounding anything financial, the best course of action is probably to turn the other way and run as fast as you can without ever stopping to look back.

Few things scream “OPTIONSCAM.COM!!!!!” any louder than this.

Covered Calls and Cash Secured Puts (Part 41)

I am winding up this blog series with concerns about Systematic Covered Writing (SysCW) as a viable trading system.

Directly or indirectly, Rich MacDuff often refers to SysCW as a “money machine.” When you order his book Systematic Covered Writing (2011), he offers a free one-month trial to his service. I maintained a collection of “catch phrases” from his e-mails:

> It always boils down to the math… since November 18th, this CLF
> investment has generated cash at 60.43% when annualized… what if
> we end the year with only half that return… would it really
> matter what the stock is trading for at the time?

> We know that we will not go broke establishing positions that generate
> cash at an annualized rate 52.61%, which is exactly what we did. Wahoo.

> We will be playing this bad boy again!

> Some returns are ridiculous!… I hope you don’t blame me…

> This will be a one word commentary …SWEET!

> …we elected to allow an ‘interim call’ to be exercised because there is
> nothing wrong with a position that ends with an annualized gain of 70.80%.
> (Duh!) … It was not a hard decision to make.

> We are being paid for owning stock even though we were ‘wrong’ at the time
> of purchase. It’s all good. Kind of like the Seahawks! (I spend the bulk
> of my adult life in the Seattle area … what fun!)

> Such is the nature of the Weekly Strategy. We have to trade more often,
> but we are rewarded with more control and more cash. Got to love it.

> …options all expire this Friday. This means we will have an opportunity
> next Monday to either write calls against stock that is assigned, or
> establish new csp positions. Over and over … we generate cash.

Take a good look at the underlying tone here. I will continue discussion on this matter in my next post.

Covered Calls and Cash Secured Puts (Part 40)

To implement DCA in a market crash, spare cash would be required. The 15% annualized return MacDuff advertises with the Math Exercise would no longer apply because the deleveraged portfolio would be making less. How does this add up?

More recently, MacDuff has advised being fully invested. This eliminates the possibility of DCA and potentially resolves the discrepancy described above.

What happens when stocks tank?

On the call side I can sell premium at near-the-money strikes, which will enable me to continue generating cash.

What happens when a V-bottom prints (e.g. March 10, 2009) and stocks catapult higher through my lowered strikes?

MacDuff argues we are now better prepared for this situation thanks to narrower strike availability and weekly options that offer the potential for supercharged annualized returns.

What happens when I have to look months to years out in time to roll for a credit? Neither weeklies nor narrower strikes are going to save me.

In some cases, no available options will provide for a credit roll. I cannot take assignment at the [substantially] lowered strike because that would lock in a big loss. In 2009, I suspect this might have described most [if not all] of my positions.

My only other option would be to roll for a debit and hope the market cooperates and allows me to escape whole. “Hope is not a trading strategy” and I cannot begin to imagine my degree of insomnia if most of my positions were in that boat.

Until and unless MacDuff can give me some response to these difficult issues, I will have significant doubts about SysCW. One may argue “no trading system is perfect and losses are a part of the game” but MacDuff never shows any losses in his book nor in his tutorials.

How Madoff-esque is that?

Furthermore, what I have described here is more than “occasional losses.” What I have described is catastrophic loss running rampant across most of the portfolio. This is a risk that deserves a response and a remedy before SysCW qualifies as a viable trading system.

Covered Calls and Cash Secured Puts (Part 39)

Once upon a time (one month ago), this space focused specifically about CCs and CSPs. My last post waxed eloquent about some optionScam.com aspects of the industry. Next I want to combine these two branches of inquiry and focus specifically on Rich MacDuff’s SysCW.

One of the biggest problems I have with SysCW is the exclusion of portfolio considerations. The SysCW tutorials and book include tens to hundreds of examples of successful positions.

Some were easy.

Some required more management.

Some involved dollar cost averaging (DCA).

Taken one at a time, MacDuff found a way to make every single position go back to cash profitably. For me, this was the primary appeal of SysCW: management strategies exist to handle most any situation imaginable.

Indeed, SysCW does offer tools to successfully manage most any situation… when looking at positions one at a time.

This is not the case when full attention is paid to portfolio considerations and that, in my opinion, is where SysCW begins to break down. What happens when another 2008-like crash occurs and all positions lose significant value? MacDuff has argued I can close profitable positions and use that money to aid losing ones. By definition, though, correlation goes to one in a severe market crash. No profitable positions are likely to exist in a violent bear market.

In Systematic Covered Writing (2011), MacDuff introduces DCA as a position management tool. Perhaps a market crash will require DCA and to do this I need significant cash on the sidelines. If I have significant cash on the sidelines then I will not realize 15%+ on my entire portfolio, which is what MacDuff repeatedly insists to be possible with the SysCW.

Something just doesn’t add up [yet].

I will continue this discussion in the next post.