Options trades can have a reputation as “risky” investments among many retail traders.
That perception may change when you examine this new research on applying the ConnorsRSI to SPY Options Trading.
Often when you hear someone refer to option strategies, they’re talking about option positions with multiple strikes and/or multiple expirations like vertical spreads, calendar spreads, butterflies, iron condors and a host of others.
However, these “strategies” just define a set of related option contracts without any guidelines for profitably entering and exiting trades.
In contrast, our definition of “strategy” is a set of quantified entry and exit rules which you can execute precisely time after time. We support these rules with historical test results that allow you to select the variations of the strategy that will best complement your own trading plan.
This new approach greatly simplifies the entire process of trading options. It also allows you to select your trades with a more defined level of precision.
In Options Trading with ConnorsRSI you will learn how to apply a systematic, quantified approach to selecting which options to trade as well as to the timing of entries and exits. The simulated historical test results (based on data from January 10, 2005 -- October 31, 2012) indicate the following benefits:
Taken as a whole, the quantified historical results indicate that these new ConnorsRSI-based SPY Options strategies may help you better control the risk factors often associated with trading options.
As you may know, most trading can be very subjective. What we have done is to remove the subjectivity and quantify for you exact ConnorsRSI setups which have seen reliable gains with a high percentage of the trades being successful.
Here are the top 10 variations based on Winning Trade Rate
ConnorsRSI SPY Options Test Results(1/08–10/12)
-- Ranked by Win Rate
Avg. % P/L Avg. Days Held % Winners 17.47% 4.83 74.60% 17.47% 4.83 74.60% 15.73% 4.78 73.20% 15.73% 4.78 73.20% 18.58% 4.75 71.88% 18.58% 4.75 71.88% 16.26% 4.88 70.83% 16.26% 4.88 70.83% 12.20% 5.17 70.43% 11.75% 5.19 69.57%
You will get nine strategy variations above 70%, which is quite unusual for Options Trading
If you are more interested in strong gains, here are the top 10 strategy variations in Options Trading with ConnorsRSI ranked by Average P/L -- you will get over 20 variations showing double-digit returns.
ConnorsRSI SPY Options Test Results(1/08–10/12)
-- Ranked by Average Gain
Avg. % P/L Avg. Days Held % Winners 21.96% 7.96 66.07% 20.62% 8.04 64.44% 19.77% 8.25 64.15% 18.58% 4.75 71.88% 18.58% 4.75 71.88% 17.77% 8.40 61.90% 17.47% 4.83 74.60% 17.47% 4.83 74.60% 16.85% 8.61 64.52% 16.26% 4.88 70.83%
The test results presented in Options Trading with ConnorsRSI focus on SPY Options. There is great potential to apply this strategy to other instruments as well. You can also apply these trading strategy rules to highly liquid ETFs that also have liquid options.
In Options Trading with ConnorsRSI you will receive:
The price of Options Trading with ConnorsRSI is $40. It comes with a 100% Money Back Guarantee (as do all the Guidebooks in our Strategy Series). Use the strategy for 60 days. If you are not fully satisfied with the results, you will receive full refund of the purchase price.
If you are looking to trade the most consistent quantified rule- based strategies available to traders today, order Options Trading with ConnorsRSI.
To order your copy of Options Trading with ConnorsRSI, please order here or call toll-free 1-888-484-8220 ext. 3 (outside the US please call 973-494-7311).
The strategies published by Connors Research are:
Chairman & Founder, Connors Research. Larry Connors has over 30 years in the financial markets industry. His opinions have been featured at the Wall Street Journal, Bloomberg, Dow Jones, & many others.
Mr. Connors has been an active trader since 1981. His strategies and research are used by thousands of traders throughout the world.
Director of Research for Connors Research LLC. Previously, Mr. Alvarez was a senior developer of Microsoft Excel. For the past 12 years, Mr. Alvarez has been a professional market researcher.
Mr. Alvarez has been at the forefront of stock market research, having developed a number of trading systems now used by investors and fund managers in the United States and internationally.
Senior Researcher for Connors Research. Mr. Radtke graduated magna cum laude from Michigan State University with a degree in computer science. He has 25 years of software development experience, including work at Hewlett-Packard and Bell Northern Research.
Mr. Radtke has been actively trading stocks, ETFs, and options since 2008. Over the past several years he has become increasingly involved with the Connors Group family of companies, first as a student, then as a member of Chairman’s Club, and finally as a consultant, researcher, and author.
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