Machine.Trading: December 2016

Flat SP500 WTI Pair Trade +$200

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price	Order Type
12/30/2016 10:53	SINGLE	BUY	1	TO CLOSE	/CLH7 1/1000 MAR 17	/LOH7	42.5	PUT	0.1	0.1	LMT
12/30/2016 10:51	SINGLE	BUY	1	TO CLOSE	/ESH7 1/50 JAN 17 (EOM)	/EWF7	2295	CALL	7.75	7.75	LMT
12/13/2016 10:31	VERTICAL	SELL	-1	TO OPEN	/CLH7 1/1000 MAR 17	/LOH7	42.5	PUT	0.22	0.19	LMT
		BUY	1	TO CLOSE	/CLH7 1/1000 MAR 17	/LOH7	32.5	PUT	0.03	CREDIT
11/29/2016 10:35	SINGLE	SELL	-1	TO OPEN	/ESH7 1/50 JAN 17 (EOM)	/EWF7	2295	CALL	5	5	LMT
11/29/2016 10:32	SINGLE	SELL	-1	TO OPEN	/CLH7 1/1000 MAR 17	/LOH7	32.5	PUT	0.3	0.3	LMT

Trading Plan by Dutch

"The program I am using has a number of triggers for a trade. 1) Price at long term support/resistence and 2) Large CALL option buying, way out of the normal. program checks to see that it is an outright purchase with no corresponding sells out for 6 months (eliminates spread hedging) and also, never puts, always calls as there is no way to tell if a large put position was entered as an insurance hedge for a stock position. Calls can be a "tell" put put activity is VERY unreliable." MS aka Dutch

Short SP500: Trade Update

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price	Order Type
12/28/2016 15:43	VERTICAL	BUY	1	TO CLOSE	/ESH7 1/50 JAN 17 (Wk3)	/EW3F7	2245	CALL	23.25	10	LMT
		SELL	-1	TO OPEN	/ESH7 1/50 JAN 17 (Wk3)	/EW3F7	2265	CALL	13.25	DEBIT
12/7/2016 10:50	SINGLE	SELL	-1	TO OPEN	/ESH7 1/50 JAN 17 (Wk3)	/EW3F7	2245	CALL	13	13	LMT

Flat NASDAQ Trade Total Profit +$420

1. +$10 /QNEZ6 CALL5030@4.00 sold on 12/01/2016 covered @3.20 on 12/22/16

2. +$90 /NQZ6 CALL5010@7.25 sold on 11/11/2016 covered @2.25 on 12/8/2016

3. +$70 / QNEX6 CALL4930@4.00 sold on 11/17/2016 expired OTM.

4. +$125 /QN2X6 CALL4970 sold on 10/31/2016 expired OTM.

5. +$105 /QN1X6 CALL4960 sold on 10/21/2016 expired OTM.

6. +$65 /QENV6 CALL4940 sold on 10/17/2016 expired OTM.

7. +$55 /QN3V6 CALL4940 sold on 10/12/2016 expired OTM.
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Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price	Order Type
12/22/2016 13:06	SINGLE	BUY	1	TO CLOSE	/NQH7 1/20 DEC 16 (EOM)	/QNEZ6	5030	CALL	3.2	3.2	LMT

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price	Order Type
12/8/2016 10:08	SINGLE	BUY	1	TO CLOSE	/NQZ6 1/20 DEC 16	/NQZ6	5010	CALL	2.25	2.25	LMT

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price	Order Type
12/1/2016 10:11	SINGLE	SELL	-1	TO OPEN	/NQH7 1/20 DEC 16 (EOM)	/QNEZ6	5030	CALL	4	4	LMT

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Order Type
11/17/2016 10:29	SINGLE	SELL	-1	TO OPEN	/NQZ6 1/20 NOV 16 (EOM)	/QNEX6	4930	CALL	4	LMT

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Order Type
11/11/2016 10:13	SINGLE	SELL	-1	TO OPEN	/NQZ6 1/20 DEC 16	/NQZ6	5010	CALL	7.25	LMT

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Order Type
10/31/2016 13:10	SINGLE	SELL	-1	TO OPEN	/NQZ6 1/20 NOV 16 (Wk2)	/QN2X6	4970	CALL	6.5	LMT
10/21/2016 11:03	SINGLE	SELL	-1	TO OPEN	/NQZ6 1/20 NOV 16 (Wk1)	/QN1X6	4960	CALL	5.5	LMT
10/17/2016 14:03	SINGLE	SELL	-1	TO OPEN	/NQZ6 1/20 OCT 16 (EOM)	/QNEV6	4940	CALL	3.5	LMT
10/12/2016 14:10	SINGLE	SELL	-1	TO OPEN	/NQZ6 1/20 OCT 16 (Wk3)	/QN3V6	4940	CALL	3.2	LMT

Gold Trade Update 12/16/16

Cllected $360 of premium; Breakeven @111.20

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Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price	Order Type
12/16/2016 10:42	SINGLE	SELL	-1	TO OPEN	GLD	17-Feb-17	113	PUT	6.2	6.2	LMT
12/16/2016 10:42	SINGLE	SELL	-1	TO OPEN	GLD	17-Feb-17	113	PUT	6.2	6.2	LMT
12/16/2016 10:40	SINGLE	BUY	1	TO CLOSE	GLD	16-Dec-16	115	PUT	7.3	7.3	LMT
12/16/2016 10:40	SINGLE	BUY	1	TO CLOSE	GLD	16-Dec-16	111	PUT	3.25	3.25	LMT

Some days you get the bear.Some days the bear gets you.

"Some days you get the bear.Some days the bear gets you."
"Sometimes you eat the bar and sometimes the bar eats you." Dudeism

Oil Naked Put

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price	Order Type
12/14/2016 11:53	SINGLE	SELL	-1	TO OPEN	/CLJ7 1/1000 APR 17	/LOJ7	40	PUT	0.25	0.25	LMT

-$370 Scalping EOD

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price	Order Type
12/13/2016 15:53	FUTURE	SELL	-1	TO CLOSE	/ESH7	17-Mar		FUTURE	2266	2266	STP
12/13/2016 15:53	FUTURE	SELL	-1	TO CLOSE	/ESH7	17-Mar		FUTURE	2266	2266	STP
12/13/2016 15:43	FUTURE	BUY	1	TO OPEN	/ESH7	17-Mar		FUTURE	2270	2270	STP
12/13/2016 15:40	FUTURE	BUY	1	TO OPEN	/ESH7	17-Mar		FUTURE	2269	2269	STP

Defence of /ES /CL Pair Trade

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price	Order Type
12/13/2016 10:31	VERTICAL	SELL	-1	TO OPEN	/CLH7 1/1000 MAR 17	/LOH7	42.5	PUT	0.22	0.19	LMT
		BUY	1	TO CLOSE	/CLH7 1/1000 MAR 17	/LOH7	32.5	PUT	0.03	CREDIT

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Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price	Order Type
11/29/2016 10:35	SINGLE	SELL	-1	TO OPEN	/ESH7 1/50 JAN 17 (EOM)	/EWF7	2295	CALL	5	5	LMT
11/29/2016 10:32	SINGLE	SELL	-1	TO OPEN	/CLH7 1/1000 MAR 17	/LOH7	32.5	PUT	0.3	0.3	LMT

+$140 Crude Take Profit

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price	Order Type
12/12/2016 12:06	SINGLE	BUY	1	TO CLOSE	/CLH7 1/1000 MAR 17	/LOH7	39.5	PUT	0.11	0.11	LMT

Scaling Down Crude Position +$150

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price	Order Type
12/8/2016 10:15	SINGLE	BUY	1	TO CLOSE	/CLG7 1/1000 FEB 17	/LOG7	35	PUT	0.02	0.02	LMT

+$90 Scaling Down Short NASDAQ 100

1. Pending -1 /QNEZ6 CALL5030@4.00 sold on 12/01/2016

2. +$90 /NQZ6 CALL5010@7.25 sold on 11/11/2016 covered @2.25 on 12/8/2016

3. +$70 / QNEX6 CALL4930@4.00 sold on 11/17/2016 expired OTM.

4. +$125 /QN2X6 CALL4970 sold on 10/31/2016 expired OTM.

5. +$105 /QN1X6 CALL4960 sold on 10/21/2016 expired OTM.

6. +$65 /QENV6 CALL4940 sold on 10/17/2016 expired OTM.

7. +$55 /QN3V6 CALL4940 sold on 10/12/2016 expired OTM.
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Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price	Order Type
12/8/2016 10:08	SINGLE	BUY	1	TO CLOSE	/NQZ6 1/20 DEC 16	/NQZ6	5010	CALL	2.25	2.25	LMT

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price	Order Type
12/1/2016 10:11	SINGLE	SELL	-1	TO OPEN	/NQH7 1/20 DEC 16 (EOM)	/QNEZ6	5030	CALL	4	4	LMT

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Order Type
11/17/2016 10:29	SINGLE	SELL	-1	TO OPEN	/NQZ6 1/20 NOV 16 (EOM)	/QNEX6	4930	CALL	4	LMT

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Order Type
11/11/2016 10:13	SINGLE	SELL	-1	TO OPEN	/NQZ6 1/20 DEC 16	/NQZ6	5010	CALL	7.25	LMT

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Order Type
10/31/2016 13:10	SINGLE	SELL	-1	TO OPEN	/NQZ6 1/20 NOV 16 (Wk2)	/QN2X6	4970	CALL	6.5	LMT
10/21/2016 11:03	SINGLE	SELL	-1	TO OPEN	/NQZ6 1/20 NOV 16 (Wk1)	/QN1X6	4960	CALL	5.5	LMT
10/17/2016 14:03	SINGLE	SELL	-1	TO OPEN	/NQZ6 1/20 OCT 16 (EOM)	/QNEV6	4940	CALL	3.5	LMT
10/12/2016 14:10	SINGLE	SELL	-1	TO OPEN	/NQZ6 1/20 OCT 16 (Wk3)	/QN3V6	4940	CALL	3.2	LMT

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Big Loss -$1005.00

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price	Order Type
12/7/2016 15:27	FUTURE	BUY	1	TO CLOSE	/ESZ6	16-Dec		FUTURE	2238	2238	STP
12/7/2016 12:25	FUTURE	SELL	-1	TO OPEN	/ESZ6	16-Dec		FUTURE	2218	2218	LMT

Like Them Naked: SP500 New Entry

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price	Order Type
12/7/2016 10:50	SINGLE	SELL	-1	TO OPEN	/ESH7 1/50 JAN 17 (Wk3)	/EW3F7	2245	CALL	13	13	LMT
12/7/2016 8:23	SINGLE	BUY	1	TO CLOSE	/ESH7 1/50 DEC 16 (EOM)	/EWZ6	2235	CALL	6.75	6.75	LMT

+$150 Naked Stuff

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price	Order Type
12/7/2016 8:23	SINGLE	BUY	1	TO CLOSE	/ESH7 1/50 DEC 16 (EOM)	/EWZ6	2235	CALL	7	7	LMT

Overnight Trading +$85

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price	Order Type
12/5/2016 22:46	FUTURE	SELL	-1	TO CLOSE	/ESZ6	16-Dec		FUTURE	2203.25	2203	LMT
12/5/2016 22:30	FUTURE	BUY	1	TO OPEN	/ESZ6	16-Dec		FUTURE	2202.25	2202.25	LMT
12/5/2016 20:35	FUTURE	SELL	-1	TO CLOSE	/ESZ6	16-Dec		FUTURE	2204.75	2204.75	STP
12/5/2016 20:12	FUTURE	BUY	1	TO OPEN	/ESZ6	16-Dec		FUTURE	2203.5	2203.5	LMT

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