DITM History

The table below is from the talk to the SFBAOG last weekend (see prior post: GOOD DAYS,BAD DAYS)). a nearly four year history of trading the DITM strategy:

		DITM	Deep-	In-	The-	Money
Date	opened	#	#		Avg.	#
From	To	Stocks	Months		Return	Losses
May.'09	Dec.'09	18	3.7		18.33%	0
Oct.'09	May.'10	22	5.1		9.45%	4
Aug.'09	Nov.'10	14	7.5		9.84%	0
Oct.'09	Nov.'10	12	4.5		9.95%	2
Nov.'10	Apr.'11	14	2.5		13.32%	0
Jan.'11	Oct.'11	23	3		11.31%	0
May.'11	Dec.'11	20	5		9.31%	2
Jan.'12	Nov.'12	21	4.5		6.19%	4
	TOTAL	104	35.8		59.92%	12
	Avg/Yr.	17	4		10.00%	1.33