This XJO Iron Condor model portfolio was traded from December 2013 until December 2014. The Iron Condor is a defined risk, non-directional options income strategy, usually done using index options. We are using options on the ASX200 index (XJO) for our model portfolio. Each month we will sell 2 OTM credit spreads – one bull put spread and one bear call spread at strike prices which have as close as possible to 90% probability of expiry OTM. We normally open our trades about 6 weeks before expiry and hold the positions until they expire. We do not actively manage our positions, but may adjust the configuration of the trade (e.g. duration and the width of the credit spreads) to suit market conditions. Click on the link below for a summary of this model portfolio.

XJO Iron Condor Model Portfolio – Summary

Below are the monthly blog updates on the XJO Iron Condor model portfolio with details of each month’s trade

  1. Model Portfolio Set up
  2. January Update
  3. February Update
  4. March Update
  5. April Update
  6. May Update
  7. June Update
  8. July Update
  9. August Update
  10. September Update
  11. October Update
  12. November Update
  13. December Update

 

 

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