Mon 22 Oct 2007
ETF Covered Calls Beats Major Indexes
Posted by RichSlick under MMO, Money Management
[3] Comments
Here’s a graphical representation of one of my accounts utilizing the ETF Covered Call strategy and it shows how my returns beat the Dow Jones Industrial Average, S&P 500, Russell 2000, and Nasdaq composite from Q1 thru Q3 2007. I’ll post the 2007 results sometime in January.
First up, ETF Covered Calls vs. Dow Jones Industrial Average
Next, ETF Covered Calls vs. S&P 500
next, ETF Covered Calls vs. Nasdaq Composite
and finally, ETF Covered Calls vs. Russel 2000 Index
What I truly love about this strategy is that it provides an “escape” route during rallies and protection during pull backs and dips. Right now, my arbitrage account got assigned which means I’ve locked in my profit and am currently sitting in cash. My mini-account covered calls didn’t get assigned so I still own the shares in UNG which means I can sell on Monday for a profit or sell November or January calls to earn additional profit and buy downside protection.
Only time will tell if this is a profitable long term investment strategy but I’m sticking with it for a while since it’s working so well for me. To see the transactions, click over .
October 22nd, 2007 at 8:25 pm
Congrats! You should be a shoe in for your 20% goal.
Would you consider a more ambitious goal for 2008 given your success this year so far?
October 22nd, 2007 at 8:36 pm
It is 20% year over year. First year I hit 18% because I was still tweaking but I think I’ve got it down now but who knows…..
In theory, according to my math, I should be able to hit 36% but that’s the theoretical breaking point and I don’t have enough computational power to consistently get there even with my new apple macbook pro
October 22nd, 2007 at 9:43 pm
I have to admit that I’m not surprised. The covered-call strategy is a volatility play, and the markets have had lots of volatility with real estate, banking, and energy rattling around like a pogo-stick on jolt cola. The options have a high volatility premium and you’re taking that premium to the bank.