Today’s Option Blogs March 26, 2011

If you haven’t visited http://www.expiringmonthly.com in the last couple weeks, you should really check it out. We’ve had the site completely rebuilt, not just re-designed, and the changes are pretty exciting.

Besides the visual improvements and organization, the biggest change is that we’re making individual back issues and even individual articles available for purchase, subject to a three-month delay. It’s still much, much cheaper to just take a subscription, but if you want to buy an article…

With the new risk-management rules we adopted in January, the first quarter—which historically has been one of our worst on a seasonal basis—was our second-best quarter since the inception of the Calendar Options strategy almost three years ago. Our quarterly return (not including commissions) was 23.83%, and we boosted the percentage of months positive for the past 12 months to 83.33%. We entirely erased our 4Q10 drawdown, and our Model Portfolio hit a new record high.