Futures E-mini S&P 500
Aggiornato

ID: 2025 - 003

52
1.27.2025

3rd trade of 2025 executed.

Trade entry at 144 DTE (days to expiration).

Trade construct is a PDS (put debit spread) at Delta 15 combined with a PCS (put credit spread) at Delta 15. Overlapping short strikes give it the "unbalanced" butterfly nomenclature.

Sizing and strike selection is designed to keep the risk/reward "AT EXPIRATION" to a 1:1 risk profile. This lets charm work it's magic (second order greek), while exploiting the fact that this is a non-directional bias. The process is a disciplined and systematic approach letting time decay evaporate the extrinsic time value from the short options until target profit is achieved.

IF target profit is not captured after 60 DIT (days in trade), then target is reduced by 50% for the next 30 days.

Happy Trading!
-kevin
Trade attivo
2.28.2025

32 DIT

TP reduced and GTC order modified.
Trade chiuso manualmente
3.10.2025

42 DIT

IVTS >1.045
trade closed manually
-5.35% ROI net after fees/comms

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