Performance

Once you are a student of SJ Options, you can verify the validity of our statements in our recorded videos and by attending the Paper Case Study Classes.

2012 Case Study - THE BRIC™

Final Return:  +55%

Max Return: +60%

Max Drawdown: 0%

Trade Summary

We've just completed one of our case studies on the BRIC™ which is another SJ Options original formula with Dual Vega.  We've been studying this strategy since the fall of 2011, and so far it hasn't put on a single losing performance.  What we love about this strategy is that it truly follows the SJ Options methodology of Max Safety, Max Reward option trading.  The BRIC™ is a strategy that breezes through the proverbial whip-saw markets, and yet, it also yields a very handsome return when the markets are calm.

Although this strategy has produced us very high returns (Up to 40% in a month with PM and 12% in a month in an IRA), the BRIC™ encompasses the two required criteria of all SJ Options' trades - number one is safety and number two is that it can make money in any direction.

Notice in the graph above that not only has the trade profited over $19K, but it has also left us with a strangle that can make an infinite amount if the market drops or rises.  The trade is entirely above the zero line at this point, and we still have a chance to make more on it. This is the kind of strategy that all option traders need to learn.

We'll continue our work on this strategy in our live classes, but so far, we are extremely pleased with its performance.  The feedback we are getting from the students has all been very positive.

The BRIC™ is the epitome of the SJ Options Mentoring Course, and it's definitely a strategy that everyone can employ since it doesn't require much capital to work with.

2011 Futures Options Account

Yearly Return:  +105%

Profit: $105,006

Beginning Balance: $100,000

Ending Balance: $205,006

As our Paper Case Studies progressed in 2011, we noticed some very attractive characteristics in trading the futures markets with options.  Although futures can be very volatile, we find that they match up very well with the architecture of our strategies.  In less than 8 months we had some fantastic returns.  We look forward to furthering our success in this arena, and we are really excited to bring this knowledge to those who have been looking for a way to diversify their portfolios from the volatile equity markets.

As we like to say, "The Future looks bright with Futures!" here at San Jose Options, Inc.

2011 Portfolio Margin Account

Yearly Return:  +48%

Profit: $94,967

Beginning Balance: $196,588

Ending Balance: $291,555

We've traded through another historical year in the stock market.  2011 proved to be very difficult for most option traders with the equity market dropping nearly 25% in about a month's time.  During the summer's major debacle, we saw a temporary draw-down on our Negative Vega case studies while the Positive Vega trades sky-rocketed into profits. Just as planned, we battled through the volatility as well as the proverbial whip-saw market using our original strategies designed around the concept of "safety first."  Now, as the year has come to an end, we have once again put up very handsome numbers in the P and L department.  We are extremely happy with the performance of our strategies in 2011 and look forward to a bright 2012. 

2010

Yearly Return: 48%

Profit: $63,686

Beginning Balance: $132,902

Ending Balance: $196,588

2010 was the year of the "Flash Crash."  It proved to be a very trying year for every option trader in the world. For us it was a blessing in disguise. On that dreadful day of May 6th our account faced a 2.5% draw-down, which may not seem like much, but we had just started using a Portfolio Margin Account, so we had over $2,000,000 invested. Needless to say, we saw a short term draw-down of about $50,000 in our account. The good news is that our strategy held up. Just a few weeks later our account had fully recovered and we still finished the year up 48%. We looked around the internet and noticed the majority of option traders lost from 40 to 70% of their entire accounts that day. 

Since the "Flash Crash" we have designed the RAS trading system even further, and at this point, we welcome another one with open arms. Our current system makes an astounding return over such situation in the TOS back tester, and we are ready to face another one. So bring it on.

2009

Yearly Return: 42%

Profit: $40,158

Beginning Balance: $95,000

Ending Balance: $130,024

In 2009 we began to take our strategies and make them more conservative. We began using less Condors, Butterflies and Calendars because we saw too much embedded risk in those trades. Our efforts to create less risky trades gave us a more steady equity curve throughout the year. Although our return wasn't as high as in 2008, our portfolio was much better protected against debacles that could occur at any time, such as what happened in 2010. We didn't use PM this year. This was a standard margin account.

In case you are wondering why we didn't start 2009 with $170,000, it's because we reset our account to $100,000 in December of 2008 by accident and had a little draw-down before the year started.

2008

Yearly Return: 70%

Profit: $70,011

Beginning Balance: $100,000

Ending Balance: $170,011

2008 was a fantastic year for us. Our strategies proved to work well over the bearish market we faced at the end of the year. This was the first year of our mentoring, and we were using more aggressive strategies back then, thus the higher return. Although we had a great year, looking back it was also riskier, and some of those strategies we were using do not fall in line with our current trading style. The videos are still in our archives if you would like to see what we did, but that style of trading would not survive a "Flash Crash."  Fortunately, in 2008 we didn't have a computer glitch, but rather an easily forecasted bearish market which is why are strategies held up so well that year. 2008 was before we invented the RAS, and we made this return without having a Portfolio Margin account.

Performance Disclaimer

Please note that our "Paper Case Study" results may vary from trader to trader.  Although paper accounts simulate real accounts, we do not make any guarantees that you will have the same results trading as we do in class.  Our "Paper Case Studies" are managed by traders with over 40 years of combined trading experience.  Please see our Terms of Use.